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 2026-04-06

DOE calibrated as-of 2026-04-06

Window 2026-02-18 → 2026-03-31

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午6:11 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=120

DOE results snapshot · Window: 2026-02-18 → 2026-03-31 · anchors: 120 · latest snapshot: 2026-04-06 · computed at: 2026年6月25日上午6:11 HKT

Median abs error2.54%

Mean abs error3.92%

Bias-1.02%

Inside P25/P7545.8%

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=120

Median abs 2.54%

Bias -1.02%

P25/P75 hit 45.8%

n 120

Rank Best setting

Setting 3D · n=80

Median abs 2.58%

Bias -1.05%

P25/P75 hit 44.2%

n 120

Rank #2 Candidate

Setting 3D · n=40

Median abs 2.54%

Bias -1.10%

P25/P75 hit 40%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 2.68%

Bias -1.00%

P25/P75 hit 43.3%

n 120

Rank #4 Candidate

Setting 3D · n=500

Median abs 2.73%

Bias -0.96%

P25/P75 hit 44.2%

n 120

Rank #5 Candidate

Setting 3D · n=240

Median abs 2.71%

Bias -1.00%

P25/P75 hit 42.5%

n 120

Rank #6 Candidate

Setting 3D · n=320

Median abs 2.87%

Bias -1.00%

P25/P75 hit 44.2%

n 120

Rank #7 Candidate

Setting 5D · n=120

Median abs 3.96%

Bias -1.75%

P25/P75 hit 40.2%

n 112

Rank #8 Candidate

Setting 5D · n=160

Median abs 3.96%

Bias -1.78%

P25/P75 hit 39.3%

n 112

Rank #9 Candidate

Setting 5D · n=240

Median abs 3.94%

Bias -1.86%

P25/P75 hit 39.3%

n 112

Rank #10 Candidate

Setting 5D · n=320

Median abs 3.94%

Bias -1.90%

P25/P75 hit 42%

n 112

Rank #11 Candidate

Setting 5D · n=80

Median abs 4.03%

Bias -1.82%

P25/P75 hit 42.9%

n 112

Rank #12 Candidate

Best setting 3D · n=120: 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: -0.66%

Best setting 3D · n=120: 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: -1.02%

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	120	2.54%	3.92%	-1.02%	45.8%	120	2.681
#2	3D	80	2.58%	3.95%	-1.05%	44.2%	120	2.72
#3	3D	40	2.54%	3.97%	-1.10%	40%	120	2.725
#4	3D	160	2.68%	3.91%	-1.00%	43.3%	120	2.75
#5	3D	500	2.73%	3.89%	-0.96%	44.2%	120	2.76
#6	3D	240	2.71%	3.91%	-1.00%	42.5%	120	2.767
#7	3D	320	2.87%	3.9%	-1.00%	44.2%	120	2.839
#8	5D	120	3.96%	5.26%	-1.75%	40.2%	112	3.983
#9	5D	160	3.96%	5.26%	-1.78%	39.3%	112	3.99
#10	5D	240	3.94%	5.28%	-1.86%	39.3%	112	3.999
#11	5D	320	3.94%	5.32%	-1.90%	42%	112	4.012
#12	5D	80	4.03%	5.28%	-1.82%	42.9%	112	4.029
#13	5D	40	3.87%	5.5%	-2.12%	40.2%	112	4.077
#14	5D	500	4.06%	5.35%	-1.91%	39.3%	112	4.091
#15	10D	80	6.45%	7.81%	-2.12%	39.1%	92	6.179
#16	10D	240	6.44%	7.84%	-2.04%	33.7%	92	6.186
#17	10D	120	6.45%	7.86%	-2.19%	39.1%	92	6.207
#18	10D	320	6.52%	7.86%	-2.06%	33.7%	92	6.236
#19	10D	500	6.51%	7.9%	-2.09%	32.6%	92	6.252
#20	10D	160	6.53%	7.94%	-2.21%	35.9%	92	6.286
#21	10D	40	6.65%	8.04%	-2.21%	38%	92	6.376
#22	15D	500	9.09%	10.64%	-1.69%	23.6%	72	8.464
#23	15D	240	9.13%	10.68%	-1.95%	26.4%	72	8.53
#24	15D	320	9.21%	10.65%	-1.80%	25%	72	8.54
#25	15D	160	9.24%	10.77%	-2.19%	27.8%	72	8.649
#26	15D	120	9.59%	10.9%	-2.49%	26.4%	72	8.917
#27	15D	80	9.75%	10.98%	-2.78%	26.4%	72	9.069
#28	15D	40	9.87%	11.29%	-3.16%	30.6%	72	9.284
#29	20D	500	12.84%	13.25%	-3.67%	25%	52	11.545
#30	20D	320	12.86%	13.25%	-3.85%	25%	52	11.583