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 2026-04-09

DOE calibrated as-of 2026-04-09

Window 2026-02-23 → 2026-04-06

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午6:07 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=320

DOE results snapshot · Window: 2026-02-23 → 2026-04-06 · anchors: 120 · latest snapshot: 2026-04-09 · computed at: 2026年6月25日上午6:07 HKT

Median abs error2.89%

Mean abs error4.25%

Bias-0.47%

Inside P25/P7541.7%

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=320

Median abs 2.89%

Bias -0.47%

P25/P75 hit 41.7%

n 120

Rank Best setting

Setting 3D · n=160

Median abs 2.9%

Bias -0.46%

P25/P75 hit 42.5%

n 120

Rank #2 Candidate

Setting 3D · n=500

Median abs 2.94%

Bias -0.44%

P25/P75 hit 41.7%

n 120

Rank #3 Candidate

Setting 3D · n=240

Median abs 2.94%

Bias -0.48%

P25/P75 hit 41.7%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 2.95%

Bias -0.47%

P25/P75 hit 44.2%

n 120

Rank #5 Candidate

Setting 3D · n=80

Median abs 2.95%

Bias -0.45%

P25/P75 hit 42.5%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 3.14%

Bias -0.44%

P25/P75 hit 37.5%

n 120

Rank #7 Candidate

Setting 5D · n=80

Median abs 3.53%

Bias -1.57%

P25/P75 hit 39.3%

n 112

Rank #8 Candidate

Setting 5D · n=160

Median abs 3.75%

Bias -1.59%

P25/P75 hit 42%

n 112

Rank #9 Candidate

Setting 5D · n=120

Median abs 3.77%

Bias -1.57%

P25/P75 hit 42%

n 112

Rank #10 Candidate

Setting 5D · n=240

Median abs 3.72%

Bias -1.68%

P25/P75 hit 42%

n 112

Rank #11 Candidate

Setting 5D · n=320

Median abs 3.72%

Bias -1.71%

P25/P75 hit 43.8%

n 112

Rank #12 Candidate

Best setting 3D · n=320: 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: -0.21%

Best setting 3D · n=320: 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: -0.47%

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	320	2.89%	4.25%	-0.47%	41.7%	120	2.899
#2	3D	160	2.9%	4.26%	-0.46%	42.5%	120	2.904
#3	3D	500	2.94%	4.24%	-0.44%	41.7%	120	2.916
#4	3D	240	2.94%	4.25%	-0.48%	41.7%	120	2.925
#5	3D	120	2.95%	4.3%	-0.47%	44.2%	120	2.94
#6	3D	80	2.95%	4.34%	-0.45%	42.5%	120	2.955
#7	3D	40	3.14%	4.41%	-0.44%	37.5%	120	3.086
#8	5D	80	3.53%	5.24%	-1.57%	39.3%	112	3.736
#9	5D	160	3.75%	5.24%	-1.59%	42%	112	3.843
#10	5D	120	3.77%	5.24%	-1.57%	42%	112	3.85
#11	5D	240	3.72%	5.27%	-1.68%	42%	112	3.852
#12	5D	320	3.72%	5.3%	-1.71%	43.8%	112	3.862
#13	5D	500	3.86%	5.34%	-1.73%	41.1%	112	3.956
#14	5D	40	3.8%	5.54%	-1.85%	38.4%	112	4.02
#15	10D	320	6.04%	7.66%	-1.32%	37%	92	5.807
#16	10D	500	6.04%	7.69%	-1.39%	35.9%	92	5.83
#17	10D	240	6.13%	7.7%	-1.25%	37%	92	5.855
#18	10D	120	6.14%	7.85%	-1.34%	38%	92	5.923
#19	10D	80	6.45%	7.76%	-1.24%	38%	92	6.032
#20	10D	160	6.33%	7.88%	-1.35%	37%	92	6.033
#21	10D	40	6.58%	7.95%	-1.41%	37%	92	6.192
#22	15D	500	7.94%	10.36%	-0.90%	25%	72	7.669
#23	15D	320	8.16%	10.39%	-0.98%	27.8%	72	7.794
#24	15D	240	8.63%	10.4%	-1.06%	29.2%	72	8.041
#25	15D	160	8.66%	10.48%	-1.32%	30.6%	72	8.12
#26	15D	120	8.84%	10.51%	-1.71%	30.6%	72	8.279
#27	15D	80	9.63%	10.76%	-1.84%	29.2%	72	8.784
#28	15D	40	9.5%	11.08%	-2.26%	31.9%	72	8.887
#29	20D	40	10.81%	12.72%	-4.26%	32.7%	52	10.414
#30	20D	320	11.63%	12.38%	-2.36%	32.7%	52	10.42