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 2026-04-15

DOE calibrated as-of 2026-04-15

Window 2026-02-27 → 2026-04-10

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午5:58 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=320

DOE results snapshot · Window: 2026-02-27 → 2026-04-10 · anchors: 120 · latest snapshot: 2026-04-15 · computed at: 2026年6月25日上午5:58 HKT

Median abs error3.08%

Mean abs error4.32%

Bias+0.11%

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=320

Median abs 3.08%

Bias +0.11%

P25/P75 hit 40%

n 120

Rank Best setting

Setting 3D · n=160

Median abs 3.15%

Bias +0.11%

P25/P75 hit 40.8%

n 120

Rank #2 Candidate

Setting 3D · n=500

Median abs 3.16%

Bias +0.12%

P25/P75 hit 40%

n 120

Rank #3 Candidate

Setting 3D · n=240

Median abs 3.19%

Bias +0.10%

P25/P75 hit 40.8%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 3.36%

Bias +0.13%

P25/P75 hit 42.5%

n 120

Rank #5 Candidate

Setting 3D · n=80

Median abs 3.3%

Bias +0.17%

P25/P75 hit 40.8%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 3.56%

Bias +0.18%

P25/P75 hit 37.5%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 3.66%

Bias -0.09%

P25/P75 hit 42.9%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.69%

Bias -0.16%

P25/P75 hit 42%

n 112

Rank #9 Candidate

Setting 5D · n=120

Median abs 3.77%

Bias +0.13%

P25/P75 hit 41.1%

n 112

Rank #10 Candidate

Setting 5D · n=160

Median abs 3.85%

Bias +0.06%

P25/P75 hit 42%

n 112

Rank #11 Candidate

Setting 5D · n=500

Median abs 3.85%

Bias -0.21%

P25/P75 hit 40.2%

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: +0.11%

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	3.08%	4.32%	+0.11%	40%	120	2.969
#2	3D	160	3.15%	4.32%	+0.11%	40.8%	120	3.002
#3	3D	500	3.16%	4.31%	+0.12%	40%	120	3.006
#4	3D	240	3.19%	4.31%	+0.10%	40.8%	120	3.016
#5	3D	120	3.36%	4.37%	+0.13%	42.5%	120	3.123
#6	3D	80	3.3%	4.43%	+0.17%	40.8%	120	3.124
#7	3D	40	3.56%	4.55%	+0.18%	37.5%	120	3.306
#8	5D	240	3.66%	5.73%	-0.09%	42.9%	112	3.742
#9	5D	320	3.69%	5.75%	-0.16%	42%	112	3.777
#10	5D	120	3.77%	5.81%	+0.13%	41.1%	112	3.835
#11	5D	160	3.85%	5.8%	+0.06%	42%	112	3.859
#12	5D	500	3.85%	5.77%	-0.21%	40.2%	112	3.875
#13	5D	80	4.03%	5.89%	+0.19%	42%	112	4
#14	5D	40	3.92%	6.18%	+0.01%	35.7%	112	4.035
#15	10D	500	5.41%	7.42%	-0.56%	39.1%	92	5.288
#16	10D	320	5.55%	7.41%	-0.51%	39.1%	92	5.347
#17	10D	240	5.81%	7.47%	-0.42%	39.1%	92	5.485
#18	10D	160	5.82%	7.67%	-0.47%	38%	92	5.57
#19	10D	120	5.96%	7.6%	-0.50%	40.2%	92	5.615
#20	10D	80	6.07%	7.52%	-0.35%	40.2%	92	5.619
#21	10D	40	6.52%	7.73%	-0.50%	38%	92	5.946
#22	20D	40	8.46%	11%	-0.13%	38.5%	52	8.003
#23	15D	500	8.22%	10.55%	+2.75%	31.9%	72	8.135
#24	20D	320	8.27%	11.16%	+1.57%	40.4%	52	8.176
#25	15D	320	8.46%	10.58%	+2.75%	33.3%	72	8.262
#26	15D	160	8.4%	10.76%	+2.65%	33.3%	72	8.28
#27	20D	240	8.51%	11.2%	+1.57%	40.4%	52	8.309
#28	15D	120	8.63%	10.73%	+2.34%	33.3%	72	8.338
#29	15D	240	8.63%	10.68%	+2.78%	33.3%	72	8.387
#30	20D	500	8.7%	11.17%	+1.72%	44.2%	52	8.407