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 2026-04-21

DOE calibrated as-of 2026-04-21

Window 2026-03-05 → 2026-04-16

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午5:49 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=160

DOE results snapshot · Window: 2026-03-05 → 2026-04-16 · anchors: 120 · latest snapshot: 2026-04-21 · computed at: 2026年6月25日上午5:49 HKT

Median abs error3.15%

Mean abs error4.14%

Bias+0.49%

Inside P25/P7544.2%

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 3.15%

Bias +0.49%

P25/P75 hit 44.2%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 3.18%

Bias +0.48%

P25/P75 hit 40.8%

n 120

Rank #2 Candidate

Setting 3D · n=500

Median abs 3.18%

Bias +0.48%

P25/P75 hit 40.8%

n 120

Rank #3 Candidate

Setting 3D · n=240

Median abs 3.25%

Bias +0.47%

P25/P75 hit 43.3%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 3.24%

Bias +0.49%

P25/P75 hit 45.8%

n 120

Rank #5 Candidate

Setting 3D · n=80

Median abs 3.35%

Bias +0.58%

P25/P75 hit 42.5%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 3.58%

Bias +0.64%

P25/P75 hit 40.8%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 3.94%

Bias +0.65%

P25/P75 hit 40.2%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.98%

Bias +0.57%

P25/P75 hit 40.2%

n 112

Rank #9 Candidate

Setting 5D · n=500

Median abs 4.06%

Bias +0.51%

P25/P75 hit 38.4%

n 112

Rank #10 Candidate

Setting 5D · n=160

Median abs 4%

Bias +0.86%

P25/P75 hit 38.4%

n 112

Rank #11 Candidate

Setting 5D · n=120

Median abs 4.07%

Bias +0.97%

P25/P75 hit 38.4%

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: +0.54%

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: +0.49%

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	3.15%	4.14%	+0.49%	44.2%	120	2.987
#2	3D	320	3.18%	4.13%	+0.48%	40.8%	120	3.006
#3	3D	500	3.18%	4.13%	+0.48%	40.8%	120	3.006
#4	3D	240	3.25%	4.12%	+0.47%	43.3%	120	3.029
#5	3D	120	3.24%	4.17%	+0.49%	45.8%	120	3.039
#6	3D	80	3.35%	4.26%	+0.58%	42.5%	120	3.147
#7	3D	40	3.58%	4.39%	+0.64%	40.8%	120	3.321
#8	5D	240	3.94%	5.85%	+0.65%	40.2%	112	4.015
#9	5D	320	3.98%	5.87%	+0.57%	40.2%	112	4.029
#10	5D	500	4.06%	5.9%	+0.51%	38.4%	112	4.076
#11	5D	160	4%	5.96%	+0.86%	38.4%	112	4.119
#12	5D	120	4.07%	6.02%	+0.97%	38.4%	112	4.192
#13	5D	80	4.27%	6.11%	+1.13%	40.2%	112	4.343
#14	5D	40	4.74%	6.42%	+1.13%	33.9%	112	4.702
#15	10D	500	6.63%	8.32%	+1.74%	40.2%	92	6.388
#16	10D	320	6.82%	8.37%	+1.84%	40.2%	92	6.515
#17	10D	240	6.71%	8.48%	+1.99%	39.1%	92	6.524
#18	10D	120	6.76%	8.69%	+2.02%	37%	92	6.632
#19	10D	160	6.79%	8.74%	+1.99%	37%	92	6.66
#20	10D	80	6.81%	8.74%	+2.28%	35.9%	92	6.716
#21	10D	40	7.09%	8.98%	+2.14%	33.7%	92	6.925
#22	15D	500	9.08%	9.92%	+1.42%	33.3%	72	8.142
#23	15D	120	9%	10.31%	+1.04%	36.1%	72	8.174
#24	15D	240	9.19%	10.17%	+1.46%	38.9%	72	8.276
#25	15D	320	9.43%	10.06%	+1.44%	36.1%	72	8.362
#26	15D	160	9.25%	10.36%	+1.35%	36.1%	72	8.363
#27	15D	80	9.35%	10.63%	+1.15%	31.9%	72	8.488
#28	15D	40	9.52%	11.03%	+0.97%	36.1%	72	8.676
#29	20D	500	9.75%	12.41%	+4.65%	38.5%	52	9.82
#30	20D	240	9.95%	12.73%	+4.57%	32.7%	52	10.034