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 2026-04-16

DOE calibrated as-of 2026-04-16

Window 2026-03-02 → 2026-04-13

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午5:54 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=320

DOE results snapshot · Window: 2026-03-02 → 2026-04-13 · anchors: 120 · latest snapshot: 2026-04-16 · computed at: 2026年6月25日上午5:54 HKT

Median abs error2.98%

Mean abs error4.1%

Bias+0.33%

Inside P25/P7540.8%

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 2.98%

Bias +0.33%

P25/P75 hit 40.8%

n 120

Rank Best setting

Setting 3D · n=240

Median abs 3.04%

Bias +0.32%

P25/P75 hit 42.5%

n 120

Rank #2 Candidate

Setting 3D · n=500

Median abs 3.08%

Bias +0.35%

P25/P75 hit 40.8%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 3.14%

Bias +0.35%

P25/P75 hit 41.7%

n 120

Rank #4 Candidate

Setting 3D · n=80

Median abs 3.11%

Bias +0.38%

P25/P75 hit 42.5%

n 120

Rank #5 Candidate

Setting 3D · n=120

Median abs 3.26%

Bias +0.33%

P25/P75 hit 44.2%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 3.38%

Bias +0.42%

P25/P75 hit 38.3%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 3.66%

Bias +0.29%

P25/P75 hit 42%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.68%

Bias +0.23%

P25/P75 hit 42%

n 112

Rank #9 Candidate

Setting 5D · n=500

Median abs 3.85%

Bias +0.18%

P25/P75 hit 40.2%

n 112

Rank #10 Candidate

Setting 5D · n=120

Median abs 3.77%

Bias +0.53%

P25/P75 hit 42%

n 112

Rank #11 Candidate

Setting 5D · n=160

Median abs 3.87%

Bias +0.47%

P25/P75 hit 42%

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: +0.42%

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: +0.33%

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	320	2.98%	4.1%	+0.33%	40.8%	120	2.873
#2	3D	240	3.04%	4.1%	+0.32%	42.5%	120	2.897
#3	3D	500	3.08%	4.1%	+0.35%	40.8%	120	2.926
#4	3D	160	3.14%	4.12%	+0.35%	41.7%	120	2.96
#5	3D	80	3.11%	4.22%	+0.38%	42.5%	120	2.983
#6	3D	120	3.26%	4.16%	+0.33%	44.2%	120	3.025
#7	3D	40	3.38%	4.33%	+0.42%	38.3%	120	3.173
#8	5D	240	3.66%	5.57%	+0.29%	42%	112	3.718
#9	5D	320	3.68%	5.59%	+0.23%	42%	112	3.726
#10	5D	500	3.85%	5.61%	+0.18%	40.2%	112	3.815
#11	5D	120	3.77%	5.66%	+0.53%	42%	112	3.84
#12	5D	160	3.87%	5.65%	+0.47%	42%	112	3.878
#13	5D	80	4.03%	5.74%	+0.62%	41.1%	112	4.014
#14	5D	40	3.92%	6.02%	+0.45%	35.7%	112	4.045
#15	10D	500	5.2%	7.2%	+0.32%	40.2%	92	5.068
#16	10D	320	5.47%	7.23%	+0.38%	40.2%	92	5.222
#17	10D	240	5.78%	7.28%	+0.48%	41.3%	92	5.407
#18	10D	160	5.73%	7.48%	+0.42%	40.2%	92	5.446
#19	10D	120	5.91%	7.4%	+0.42%	40.2%	92	5.507
#20	10D	80	5.89%	7.39%	+0.55%	39.1%	92	5.516
#21	10D	40	6.46%	7.54%	+0.47%	38%	92	5.845
#22	15D	160	7.98%	10.16%	+3.76%	37.5%	72	8.016
#23	15D	320	8.16%	9.98%	+3.85%	34.7%	72	8.064
#24	15D	500	8.21%	9.92%	+3.84%	31.9%	72	8.073
#25	15D	120	8.24%	10.08%	+3.47%	36.1%	72	8.078
#26	15D	240	8.25%	10.08%	+3.87%	36.1%	72	8.143
#27	15D	80	8.72%	10.31%	+3.53%	34.7%	72	8.411
#28	20D	40	8.91%	10.9%	+1.98%	34.6%	52	8.481
#29	20D	320	8.31%	11.09%	+3.91%	40.4%	52	8.522
#30	20D	240	8.61%	11.11%	+3.94%	38.5%	52	8.688