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 2026-04-20

DOE calibrated as-of 2026-04-20

Window 2026-03-04 → 2026-04-15

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午5:52 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=160

DOE results snapshot · Window: 2026-03-04 → 2026-04-15 · anchors: 120 · latest snapshot: 2026-04-20 · computed at: 2026年6月25日上午5:52 HKT

Median abs error3.17%

Mean abs error4.1%

Bias+0.46%

Inside P25/P7543.3%

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=160

Median abs 3.17%

Bias +0.46%

P25/P75 hit 43.3%

n 120

Rank Best setting

Setting 3D · n=500

Median abs 3.17%

Bias +0.46%

P25/P75 hit 40%

n 120

Rank #2 Candidate

Setting 3D · n=320

Median abs 3.17%

Bias +0.46%

P25/P75 hit 40%

n 120

Rank #3 Candidate

Setting 3D · n=240

Median abs 3.3%

Bias +0.44%

P25/P75 hit 42.5%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 3.31%

Bias +0.44%

P25/P75 hit 45%

n 120

Rank #5 Candidate

Setting 3D · n=80

Median abs 3.3%

Bias +0.51%

P25/P75 hit 43.3%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 3.58%

Bias +0.56%

P25/P75 hit 39.2%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 3.94%

Bias +0.64%

P25/P75 hit 40.2%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.99%

Bias +0.56%

P25/P75 hit 40.2%

n 112

Rank #9 Candidate

Setting 5D · n=500

Median abs 4.06%

Bias +0.50%

P25/P75 hit 38.4%

n 112

Rank #10 Candidate

Setting 5D · n=160

Median abs 4%

Bias +0.83%

P25/P75 hit 39.3%

n 112

Rank #11 Candidate

Setting 5D · n=120

Median abs 4.05%

Bias +0.93%

P25/P75 hit 37.5%

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: +0.51%

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: +0.46%

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	3.17%	4.1%	+0.46%	43.3%	120	2.981
#2	3D	500	3.17%	4.09%	+0.46%	40%	120	2.985
#3	3D	320	3.17%	4.1%	+0.46%	40%	120	2.989
#4	3D	240	3.3%	4.08%	+0.44%	42.5%	120	3.038
#5	3D	120	3.31%	4.14%	+0.44%	45%	120	3.058
#6	3D	80	3.3%	4.21%	+0.51%	43.3%	120	3.092
#7	3D	40	3.58%	4.33%	+0.56%	39.2%	120	3.292
#8	5D	240	3.94%	5.83%	+0.64%	40.2%	112	4.006
#9	5D	320	3.99%	5.86%	+0.56%	40.2%	112	4.029
#10	5D	500	4.06%	5.89%	+0.50%	38.4%	112	4.071
#11	5D	160	4%	5.93%	+0.83%	39.3%	112	4.102
#12	5D	120	4.05%	5.98%	+0.93%	37.5%	112	4.164
#13	5D	80	4.24%	6.04%	+1.07%	39.3%	112	4.296
#14	5D	40	4.74%	6.35%	+1.01%	34.8%	112	4.657
#15	10D	500	5.91%	8.06%	+1.39%	40.2%	92	5.884
#16	10D	320	5.96%	8.12%	+1.51%	40.2%	92	5.948
#17	10D	240	6.12%	8.23%	+1.65%	40.2%	92	6.087
#18	10D	120	6%	8.45%	+1.68%	39.1%	92	6.112
#19	10D	160	6.08%	8.49%	+1.65%	40.2%	92	6.158
#20	10D	80	6.32%	8.48%	+1.89%	39.1%	92	6.314
#21	10D	40	6.61%	8.68%	+1.84%	38%	92	6.524
#22	15D	500	8.7%	9.94%	+2.06%	34.7%	72	8.051
#23	15D	160	8.56%	10.39%	+1.91%	38.9%	72	8.106
#24	15D	240	8.77%	10.25%	+2.06%	38.9%	72	8.184
#25	15D	120	8.84%	10.36%	+1.59%	37.5%	72	8.191
#26	15D	320	8.91%	10.08%	+2.05%	37.5%	72	8.197
#27	15D	40	9.09%	11.01%	+1.36%	38.9%	72	8.505
#28	15D	80	9.35%	10.68%	+1.66%	36.1%	72	8.572
#29	20D	500	8.9%	11.9%	+4.98%	42.3%	52	9.256
#30	20D	320	9.23%	12.01%	+4.86%	38.5%	52	9.451