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 2026-04-07

DOE calibrated as-of 2026-04-07

Window 2026-02-19 → 2026-04-01

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午6:13 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=120

DOE results snapshot · Window: 2026-02-19 → 2026-04-01 · anchors: 120 · latest snapshot: 2026-04-07 · computed at: 2026年6月25日上午6:13 HKT

Median abs error2.6%

Mean abs error3.91%

Bias-1.03%

Inside P25/P7546.7%

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 2.6%

Bias -1.03%

P25/P75 hit 46.7%

n 120

Rank Best setting

Setting 3D · n=80

Median abs 2.58%

Bias -1.06%

P25/P75 hit 45%

n 120

Rank #2 Candidate

Setting 3D · n=40

Median abs 2.54%

Bias -1.08%

P25/P75 hit 40%

n 120

Rank #3 Candidate

Setting 3D · n=500

Median abs 2.71%

Bias -0.96%

P25/P75 hit 45.8%

n 120

Rank #4 Candidate

Setting 3D · n=160

Median abs 2.7%

Bias -1.01%

P25/P75 hit 45%

n 120

Rank #5 Candidate

Setting 3D · n=240

Median abs 2.71%

Bias -1.01%

P25/P75 hit 45%

n 120

Rank #6 Candidate

Setting 3D · n=320

Median abs 2.85%

Bias -1.00%

P25/P75 hit 45%

n 120

Rank #7 Candidate

Setting 5D · n=320

Median abs 3.71%

Bias -1.97%

P25/P75 hit 42.9%

n 112

Rank #8 Candidate

Setting 5D · n=240

Median abs 3.76%

Bias -1.95%

P25/P75 hit 42.9%

n 112

Rank #9 Candidate

Setting 5D · n=120

Median abs 3.82%

Bias -1.88%

P25/P75 hit 42%

n 112

Rank #10 Candidate

Setting 5D · n=80

Median abs 3.91%

Bias -1.94%

P25/P75 hit 43.8%

n 112

Rank #11 Candidate

Setting 5D · n=500

Median abs 3.86%

Bias -1.98%

P25/P75 hit 40.2%

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: -0.68%

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: -1.03%

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	2.6%	3.91%	-1.03%	46.7%	120	2.706
#2	3D	80	2.58%	3.93%	-1.06%	45%	120	2.712
#3	3D	40	2.54%	3.98%	-1.08%	40%	120	2.725
#4	3D	500	2.71%	3.85%	-0.96%	45.8%	120	2.732
#5	3D	160	2.7%	3.87%	-1.01%	45%	120	2.744
#6	3D	240	2.71%	3.88%	-1.01%	45%	120	2.752
#7	3D	320	2.85%	3.86%	-1.00%	45%	120	2.814
#8	5D	320	3.71%	5.29%	-1.97%	42.9%	112	3.895
#9	5D	240	3.76%	5.27%	-1.95%	42.9%	112	3.91
#10	5D	120	3.82%	5.24%	-1.88%	42%	112	3.921
#11	5D	80	3.91%	5.24%	-1.94%	43.8%	112	3.971
#12	5D	500	3.86%	5.32%	-1.98%	40.2%	112	3.988
#13	5D	160	3.96%	5.25%	-1.89%	42%	112	3.996
#14	5D	40	3.87%	5.52%	-2.23%	40.2%	112	4.101
#15	10D	80	6.45%	7.76%	-2.04%	38%	92	6.152
#16	10D	240	6.45%	7.79%	-1.95%	34.8%	92	6.157
#17	10D	120	6.45%	7.86%	-2.12%	39.1%	92	6.196
#18	10D	320	6.52%	7.8%	-1.97%	34.8%	92	6.199
#19	10D	500	6.52%	7.84%	-2.01%	33.7%	92	6.221
#20	10D	160	6.53%	7.93%	-2.10%	37%	92	6.263
#21	10D	40	6.86%	8.06%	-2.09%	35.9%	92	6.475
#22	15D	500	8.83%	10.55%	-1.47%	23.6%	72	8.269
#23	15D	240	8.98%	10.56%	-1.72%	27.8%	72	8.375
#24	15D	320	9.04%	10.56%	-1.58%	26.4%	72	8.387
#25	15D	160	9.02%	10.63%	-2.00%	29.2%	72	8.458
#26	15D	120	9.4%	10.71%	-2.30%	27.8%	72	8.724
#27	15D	80	9.57%	10.81%	-2.57%	27.8%	72	8.885
#28	15D	40	9.87%	11.13%	-2.93%	31.9%	72	9.19
#29	20D	120	12.91%	13.36%	-3.40%	25%	52	11.579
#30	20D	320	13.11%	13.4%	-2.85%	26.9%	52	11.605