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 2026-04-23

DOE calibrated as-of 2026-04-23

Window 2026-03-09 → 2026-04-20

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午5:45 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=120

DOE results snapshot · Window: 2026-03-09 → 2026-04-20 · anchors: 120 · latest snapshot: 2026-04-23 · computed at: 2026年6月25日上午5:45 HKT

Median abs error2.79%

Mean abs error4.09%

Bias+0.77%

Inside P25/P7548.3%

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=120

Median abs 2.79%

Bias +0.77%

P25/P75 hit 48.3%

n 120

Rank Best setting

Setting 3D · n=240

Median abs 2.92%

Bias +0.76%

P25/P75 hit 45.8%

n 120

Rank #2 Candidate

Setting 3D · n=160

Median abs 2.92%

Bias +0.78%

P25/P75 hit 46.7%

n 120

Rank #3 Candidate

Setting 3D · n=80

Median abs 2.87%

Bias +0.88%

P25/P75 hit 45%

n 120

Rank #4 Candidate

Setting 3D · n=320

Median abs 2.99%

Bias +0.79%

P25/P75 hit 43.3%

n 120

Rank #5 Candidate

Setting 3D · n=500

Median abs 3.17%

Bias +0.78%

P25/P75 hit 43.3%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 3.41%

Bias +0.94%

P25/P75 hit 43.3%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 3.94%

Bias +0.76%

P25/P75 hit 41.1%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.98%

Bias +0.70%

P25/P75 hit 40.2%

n 112

Rank #9 Candidate

Setting 5D · n=500

Median abs 4.06%

Bias +0.63%

P25/P75 hit 37.5%

n 112

Rank #10 Candidate

Setting 5D · n=160

Median abs 4%

Bias +0.98%

P25/P75 hit 38.4%

n 112

Rank #11 Candidate

Setting 5D · n=120

Median abs 4.1%

Bias +1.10%

P25/P75 hit 37.5%

n 112

Rank #12 Candidate

Best setting 3D · n=120: 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: +0.84%

Best setting 3D · n=120: 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: +0.77%

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	120	2.79%	4.09%	+0.77%	48.3%	120	2.821
#2	3D	240	2.92%	4.07%	+0.76%	45.8%	120	2.884
#3	3D	160	2.92%	4.08%	+0.78%	46.7%	120	2.888
#4	3D	80	2.87%	4.17%	+0.88%	45%	120	2.914
#5	3D	320	2.99%	4.09%	+0.79%	43.3%	120	2.937
#6	3D	500	3.17%	4.09%	+0.78%	43.3%	120	3.025
#7	3D	40	3.41%	4.26%	+0.94%	43.3%	120	3.229
#8	5D	240	3.94%	5.83%	+0.76%	41.1%	112	4.022
#9	5D	320	3.98%	5.84%	+0.70%	40.2%	112	4.039
#10	5D	500	4.06%	5.87%	+0.63%	37.5%	112	4.085
#11	5D	160	4%	5.94%	+0.98%	38.4%	112	4.13
#12	5D	120	4.1%	6.02%	+1.10%	37.5%	112	4.228
#13	5D	80	4.26%	6.13%	+1.31%	40.2%	112	4.371
#14	5D	40	4.74%	6.48%	+1.33%	33.9%	112	4.753
#15	10D	500	6.77%	8.48%	+2.32%	40.2%	92	6.6
#16	10D	240	6.71%	8.69%	+2.55%	40.2%	92	6.679
#17	10D	320	6.87%	8.56%	+2.41%	41.3%	92	6.689
#18	10D	120	6.79%	9.01%	+2.68%	38%	92	6.856
#19	10D	160	6.87%	8.99%	+2.62%	39.1%	92	6.877
#20	10D	80	6.95%	9.09%	+2.93%	37%	92	7.003
#21	10D	40	7.46%	9.33%	+2.94%	34.8%	92	7.35
#22	15D	240	8.34%	10.35%	+2.54%	38.9%	72	8.076
#23	15D	320	8.46%	10.21%	+2.48%	36.1%	72	8.085
#24	15D	500	8.5%	10.13%	+2.52%	33.3%	72	8.09
#25	15D	160	8.37%	10.54%	+2.49%	34.7%	72	8.161
#26	15D	120	8.76%	10.55%	+2.21%	34.7%	72	8.317
#27	15D	40	8.93%	11.3%	+2.12%	36.1%	72	8.648
#28	15D	80	9.19%	10.92%	+2.31%	33.3%	72	8.68
#29	20D	240	10.39%	13.27%	+6.55%	30.8%	52	10.745
#30	20D	320	10.61%	13.18%	+6.52%	30.8%	52	10.819