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 2026-04-10

DOE calibrated as-of 2026-04-10

Window 2026-02-24 → 2026-04-07

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午6:04 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=160

DOE results snapshot · Window: 2026-02-24 → 2026-04-07 · anchors: 120 · latest snapshot: 2026-04-10 · computed at: 2026年6月25日上午6:04 HKT

Median abs error3.01%

Mean abs error4.33%

Bias-0.33%

Inside P25/P7542.5%

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=160

Median abs 3.01%

Bias -0.33%

P25/P75 hit 42.5%

n 120

Rank Best setting

Setting 3D · n=240

Median abs 3.03%

Bias -0.35%

P25/P75 hit 41.7%

n 120

Rank #2 Candidate

Setting 3D · n=320

Median abs 3.04%

Bias -0.34%

P25/P75 hit 40.8%

n 120

Rank #3 Candidate

Setting 3D · n=500

Median abs 3.09%

Bias -0.31%

P25/P75 hit 40.8%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 3.06%

Bias -0.34%

P25/P75 hit 43.3%

n 120

Rank #5 Candidate

Setting 3D · n=80

Median abs 3.04%

Bias -0.33%

P25/P75 hit 41.7%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 3.38%

Bias -0.33%

P25/P75 hit 38.3%

n 120

Rank #7 Candidate

Setting 5D · n=120

Median abs 3.92%

Bias -1.07%

P25/P75 hit 39.3%

n 112

Rank #8 Candidate

Setting 5D · n=160

Median abs 3.99%

Bias -1.10%

P25/P75 hit 40.2%

n 112

Rank #9 Candidate

Setting 5D · n=240

Median abs 3.97%

Bias -1.22%

P25/P75 hit 40.2%

n 112

Rank #10 Candidate

Setting 5D · n=320

Median abs 4.05%

Bias -1.26%

P25/P75 hit 40.2%

n 112

Rank #11 Candidate

Setting 5D · n=80

Median abs 4.27%

Bias -1.06%

P25/P75 hit 39.3%

n 112

Rank #12 Candidate

Best setting 3D · n=160: 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: -0.13%

Best setting 3D · n=160: 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: -0.33%

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	160	3.01%	4.33%	-0.33%	42.5%	120	2.964
#2	3D	240	3.03%	4.32%	-0.35%	41.7%	120	2.975
#3	3D	320	3.04%	4.32%	-0.34%	40.8%	120	2.981
#4	3D	500	3.09%	4.31%	-0.31%	40.8%	120	2.998
#5	3D	120	3.06%	4.36%	-0.34%	43.3%	120	2.999
#6	3D	80	3.04%	4.39%	-0.33%	41.7%	120	3.002
#7	3D	40	3.38%	4.48%	-0.33%	38.3%	120	3.212
#8	5D	120	3.92%	5.71%	-1.07%	39.3%	112	4.021
#9	5D	160	3.99%	5.7%	-1.10%	40.2%	112	4.055
#10	5D	240	3.97%	5.69%	-1.22%	40.2%	112	4.059
#11	5D	320	4.05%	5.71%	-1.26%	40.2%	112	4.112
#12	5D	80	4.27%	5.73%	-1.06%	39.3%	112	4.201
#13	5D	500	4.24%	5.73%	-1.29%	38.4%	112	4.223
#14	5D	40	4.1%	6.08%	-1.32%	35.7%	112	4.287
#15	10D	320	6.63%	8.03%	-1.54%	34.8%	92	6.27
#16	10D	240	6.62%	8.09%	-1.47%	34.8%	92	6.275
#17	10D	500	6.8%	8.03%	-1.60%	34.8%	92	6.364
#18	10D	120	6.84%	8.29%	-1.59%	34.8%	92	6.473
#19	10D	160	6.86%	8.31%	-1.58%	34.8%	92	6.489
#20	10D	80	7%	8.26%	-1.47%	34.8%	92	6.525
#21	10D	40	7.62%	8.46%	-1.60%	34.8%	92	6.924
#22	15D	240	9.42%	10.98%	-0.12%	26.4%	72	8.505
#23	15D	500	9.55%	10.87%	-0.05%	23.6%	72	8.528
#24	15D	160	9.41%	11.07%	-0.35%	27.8%	72	8.563
#25	15D	320	9.72%	10.93%	-0.10%	25%	72	8.638
#26	15D	120	9.85%	11.09%	-0.70%	27.8%	72	8.842
#27	15D	80	10.05%	11.35%	-0.84%	26.4%	72	9.058
#28	15D	40	10.83%	11.67%	-1.31%	29.2%	72	9.623
#29	20D	320	11.15%	12.11%	-2.48%	34.6%	52	10.099
#30	20D	500	11.54%	12.16%	-2.31%	34.6%	52	10.286