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 2026-04-14

DOE calibrated as-of 2026-04-14

Window 2026-02-26 → 2026-04-09

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午6:01 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-02-26 → 2026-04-09 · anchors: 120 · latest snapshot: 2026-04-14 · computed at: 2026年6月25日上午6:01 HKT

Median abs error3.17%

Mean abs error4.41%

Bias-0.14%

Inside P25/P7538.3%

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 3.17%

Bias -0.14%

P25/P75 hit 38.3%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 3.28%

Bias -0.16%

P25/P75 hit 37.5%

n 120

Rank #2 Candidate

Setting 3D · n=160

Median abs 3.28%

Bias -0.15%

P25/P75 hit 38.3%

n 120

Rank #3 Candidate

Setting 3D · n=240

Median abs 3.45%

Bias -0.17%

P25/P75 hit 38.3%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 3.44%

Bias -0.15%

P25/P75 hit 40.8%

n 120

Rank #5 Candidate

Setting 3D · n=80

Median abs 3.4%

Bias -0.12%

P25/P75 hit 37.5%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 3.66%

Bias -0.11%

P25/P75 hit 34.2%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 3.85%

Bias -0.50%

P25/P75 hit 41.1%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.88%

Bias -0.55%

P25/P75 hit 41.1%

n 112

Rank #9 Candidate

Setting 5D · n=120

Median abs 3.92%

Bias -0.34%

P25/P75 hit 40.2%

n 112

Rank #10 Candidate

Setting 5D · n=160

Median abs 3.93%

Bias -0.36%

P25/P75 hit 40.2%

n 112

Rank #11 Candidate

Setting 5D · n=500

Median abs 3.96%

Bias -0.59%

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: -0.14%

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	3.17%	4.41%	-0.14%	38.3%	120	3.054
#2	3D	320	3.28%	4.42%	-0.16%	37.5%	120	3.117
#3	3D	160	3.28%	4.44%	-0.15%	38.3%	120	3.121
#4	3D	240	3.45%	4.42%	-0.17%	38.3%	120	3.202
#5	3D	120	3.44%	4.48%	-0.15%	40.8%	120	3.209
#6	3D	80	3.4%	4.53%	-0.12%	37.5%	120	3.21
#7	3D	40	3.66%	4.61%	-0.11%	34.2%	120	3.375
#8	5D	240	3.85%	5.89%	-0.50%	41.1%	112	3.959
#9	5D	320	3.88%	5.9%	-0.55%	41.1%	112	3.985
#10	5D	120	3.92%	5.93%	-0.34%	40.2%	112	3.986
#11	5D	160	3.93%	5.92%	-0.36%	40.2%	112	3.991
#12	5D	500	3.96%	5.92%	-0.59%	39.3%	112	4.042
#13	5D	80	4.19%	5.99%	-0.28%	41.1%	112	4.131
#14	5D	40	4.06%	6.28%	-0.47%	34.8%	112	4.212
#15	10D	240	6.57%	7.87%	-1.10%	35.9%	92	6.115
#16	10D	320	6.63%	7.83%	-1.19%	35.9%	92	6.144
#17	10D	500	6.63%	7.82%	-1.24%	35.9%	92	6.148
#18	10D	160	6.53%	8.07%	-1.19%	33.7%	92	6.184
#19	10D	120	6.58%	8.02%	-1.21%	37%	92	6.186
#20	10D	80	6.71%	7.97%	-1.07%	35.9%	92	6.215
#21	10D	40	7.01%	8.2%	-1.21%	35.9%	92	6.467
#22	20D	500	9.19%	11.77%	-0.47%	40.4%	52	8.684
#23	20D	40	8.65%	11.88%	-2.35%	36.5%	52	8.744
#24	15D	120	9.7%	11.27%	+1.00%	29.2%	72	8.872
#25	20D	320	9.66%	11.78%	-0.63%	40.4%	52	8.946
#26	20D	240	9.68%	11.79%	-0.63%	38.5%	52	8.965
#27	15D	80	9.91%	11.48%	+0.90%	27.8%	72	9.039
#28	15D	500	10.02%	11.07%	+1.59%	27.8%	72	9.054
#29	15D	160	9.93%	11.31%	+1.36%	29.2%	72	9.055
#30	15D	320	10.2%	11.13%	+1.55%	29.2%	72	9.155