Rolling projection DOE

Find the projection setup whose median is closest to actual outcomes.

Replay completed anchors and rank horizon × sample-size settings by projection error.

Snapshot 2026-04-02

DOE calibrated as-of 2026-04-02

Window 2026-02-17 → 2026-03-30

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午6:15 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-02-17 → 2026-03-30 · anchors: 120 · latest snapshot: 2026-04-02 · computed at: 2026年6月25日上午6:15 HKT

Median abs error2.39%

Mean abs error3.91%

Bias-1.18%

Inside P25/P7543.3%

DOE setting comparison

Same idea as score-vs-outcome analysis: compare each parameter setting by observed actual-minus-median error over rolling completed anchors. Lower median abs error and lower bias win.

Setting Median abs Bias P25/P75 hit n Read

Setting 3D · n=40

Median abs 2.39%

Bias -1.18%

P25/P75 hit 43.3%

n 120

Rank Best setting

Setting 3D · n=120

Median abs 2.49%

Bias -1.10%

P25/P75 hit 47.5%

n 120

Rank #2 Candidate

Setting 3D · n=80

Median abs 2.52%

Bias -1.14%

P25/P75 hit 45.8%

n 120

Rank #3 Candidate

Setting 3D · n=500

Median abs 2.69%

Bias -1.06%

P25/P75 hit 45.8%

n 120

Rank #4 Candidate

Setting 3D · n=160

Median abs 2.68%

Bias -1.09%

P25/P75 hit 45%

n 120

Rank #5 Candidate

Setting 3D · n=240

Median abs 2.71%

Bias -1.09%

P25/P75 hit 44.2%

n 120

Rank #6 Candidate

Setting 3D · n=320

Median abs 2.8%

Bias -1.09%

P25/P75 hit 45.8%

n 120

Rank #7 Candidate

Setting 5D · n=80

Median abs 3.76%

Bias -1.71%

P25/P75 hit 43.8%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.68%

Bias -1.85%

P25/P75 hit 44.6%

n 112

Rank #9 Candidate

Setting 5D · n=240

Median abs 3.74%

Bias -1.80%

P25/P75 hit 42%

n 112

Rank #10 Candidate

Setting 5D · n=120

Median abs 3.89%

Bias -1.68%

P25/P75 hit 42.9%

n 112

Rank #11 Candidate

Setting 5D · n=160

Median abs 3.87%

Bias -1.71%

P25/P75 hit 42%

n 112

Rank #12 Candidate

Best setting 3D · n=40: median projection vs actual return

X = Median projection return. Y = actual return. Solid line = linear trend. Orange line = bucket average. Checked: 120 · Pending: 0 · Avg: -0.74%

Best setting 3D · n=40: median projection vs forecast error

X = Median projection return. Y = actual - median. Solid line = linear trend. Orange line = bucket average. Checked: 120 · Pending: 0 · Avg: -1.18%

DOE ranking

Ranked by a composite DOE score: lower median/mean absolute error, lower bias, enough anchors, and better IQR coverage.

Rank	Horizon	n	Median abs	Mean abs	Bias	Inside P25/P75	Anchors	DOE score
#1	3D	40	2.39%	3.91%	-1.18%	43.3%	120	2.632
#2	3D	120	2.49%	3.86%	-1.10%	47.5%	120	2.642
#3	3D	80	2.52%	3.88%	-1.14%	45.8%	120	2.674
#4	3D	500	2.69%	3.83%	-1.06%	45.8%	120	2.73
#5	3D	160	2.68%	3.85%	-1.09%	45%	120	2.739
#6	3D	240	2.71%	3.86%	-1.09%	44.2%	120	2.759
#7	3D	320	2.8%	3.85%	-1.09%	45.8%	120	2.796
#8	5D	80	3.76%	5.17%	-1.71%	43.8%	112	3.836
#9	5D	320	3.68%	5.23%	-1.85%	44.6%	112	3.837
#10	5D	240	3.74%	5.19%	-1.80%	42%	112	3.852
#11	5D	120	3.89%	5.15%	-1.68%	42.9%	112	3.892
#12	5D	160	3.87%	5.16%	-1.71%	42%	112	3.892
#13	5D	40	3.73%	5.38%	-2.02%	42%	112	3.946
#14	5D	500	3.87%	5.26%	-1.86%	42%	112	3.95
#15	10D	500	5.82%	7.67%	-2.56%	33.7%	92	5.894
#16	10D	320	5.89%	7.64%	-2.52%	34.8%	92	5.91
#17	10D	80	6.01%	7.53%	-2.58%	41.3%	92	5.924
#18	10D	240	6.03%	7.63%	-2.51%	35.9%	92	5.972
#19	10D	120	6.08%	7.62%	-2.64%	41.3%	92	6
#20	10D	160	6.16%	7.68%	-2.66%	38%	92	6.072
#21	10D	40	6.55%	7.81%	-2.65%	40.2%	92	6.305
#22	15D	500	9.09%	10.75%	-1.78%	22.2%	72	8.519
#23	15D	320	9.24%	10.75%	-1.89%	25%	72	8.604
#24	15D	240	9.4%	10.76%	-2.04%	26.4%	72	8.706
#25	15D	160	9.49%	10.87%	-2.28%	29.2%	72	8.819
#26	15D	120	9.77%	11%	-2.58%	27.8%	72	9.053
#27	15D	80	10.05%	11.09%	-2.88%	27.8%	72	9.269
#28	15D	40	10.02%	11.38%	-3.26%	30.6%	72	9.406
#29	20D	500	12.75%	13.01%	-4.55%	26.9%	52	11.544
#30	20D	40	12.39%	12.93%	-6.10%	25%	52	11.573