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 2026-04-13

DOE calibrated as-of 2026-04-13

Window 2026-02-25 → 2026-04-08

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午6:03 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-02-25 → 2026-04-08 · anchors: 120 · latest snapshot: 2026-04-13 · computed at: 2026年6月25日上午6:03 HKT

Median abs error3.18%

Mean abs error4.4%

Bias-0.13%

Inside P25/P7540%

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=500

Median abs 3.18%

Bias -0.13%

P25/P75 hit 40%

n 120

Rank Best setting

Setting 3D · n=160

Median abs 3.22%

Bias -0.16%

P25/P75 hit 40.8%

n 120

Rank #2 Candidate

Setting 3D · n=320

Median abs 3.23%

Bias -0.17%

P25/P75 hit 39.2%

n 120

Rank #3 Candidate

Setting 3D · n=240

Median abs 3.35%

Bias -0.17%

P25/P75 hit 40%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 3.39%

Bias -0.16%

P25/P75 hit 42.5%

n 120

Rank #5 Candidate

Setting 3D · n=80

Median abs 3.41%

Bias -0.15%

P25/P75 hit 40%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 3.58%

Bias -0.13%

P25/P75 hit 36.7%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 3.94%

Bias -0.72%

P25/P75 hit 40.2%

n 112

Rank #8 Candidate

Setting 5D · n=160

Median abs 3.98%

Bias -0.59%

P25/P75 hit 40.2%

n 112

Rank #9 Candidate

Setting 5D · n=120

Median abs 3.97%

Bias -0.56%

P25/P75 hit 39.3%

n 112

Rank #10 Candidate

Setting 5D · n=320

Median abs 3.99%

Bias -0.77%

P25/P75 hit 41.1%

n 112

Rank #11 Candidate

Setting 5D · n=500

Median abs 4.06%

Bias -0.81%

P25/P75 hit 39.3%

n 112

Rank #12 Candidate

Best setting 3D · n=500: 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: +0.02%

Best setting 3D · n=500: 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: -0.13%

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	500	3.18%	4.4%	-0.13%	40%	120	3.049
#2	3D	160	3.22%	4.42%	-0.16%	40.8%	120	3.079
#3	3D	320	3.23%	4.4%	-0.17%	39.2%	120	3.083
#4	3D	240	3.35%	4.4%	-0.17%	40%	120	3.141
#5	3D	120	3.39%	4.44%	-0.16%	42.5%	120	3.167
#6	3D	80	3.41%	4.5%	-0.15%	40%	120	3.203
#7	3D	40	3.58%	4.59%	-0.13%	36.7%	120	3.324
#8	5D	240	3.94%	5.91%	-0.72%	40.2%	112	4.046
#9	5D	160	3.98%	5.93%	-0.59%	40.2%	112	4.053
#10	5D	120	3.97%	5.96%	-0.56%	39.3%	112	4.057
#11	5D	320	3.99%	5.92%	-0.77%	41.1%	112	4.08
#12	5D	500	4.06%	5.94%	-0.81%	39.3%	112	4.132
#13	5D	80	4.27%	6.01%	-0.49%	39.3%	112	4.214
#14	5D	40	4.22%	6.34%	-0.70%	34.8%	112	4.347
#15	10D	240	6.44%	8.04%	-1.33%	35.9%	92	6.144
#16	10D	500	6.51%	7.93%	-1.42%	35.9%	92	6.154
#17	10D	320	6.56%	7.97%	-1.39%	35.9%	92	6.188
#18	10D	160	6.65%	8.26%	-1.43%	34.8%	92	6.344
#19	10D	120	6.76%	8.24%	-1.44%	35.9%	92	6.39
#20	10D	80	6.81%	8.22%	-1.33%	35.9%	92	6.392
#21	10D	40	7.62%	8.45%	-1.49%	33.7%	92	6.907
#22	15D	500	9.03%	10.94%	+1.26%	25%	72	8.471
#23	15D	240	9%	11.04%	+1.20%	27.8%	72	8.474
#24	15D	160	9.02%	11.17%	+1.02%	29.2%	72	8.5
#25	15D	120	9.16%	11.16%	+0.68%	29.2%	72	8.515
#26	15D	320	9.21%	10.99%	+1.21%	27.8%	72	8.564
#27	15D	80	9.72%	11.4%	+0.57%	27.8%	72	8.866
#28	15D	40	10.18%	11.8%	+0.12%	30.6%	72	9.162
#29	20D	40	9.61%	12.02%	-3.65%	36.5%	52	9.468
#30	20D	240	10.5%	11.6%	-2.01%	36.5%	52	9.52