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 2026-04-27

DOE calibrated as-of 2026-04-27

Window 2026-03-11 → 2026-04-22

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午5:40 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=120

DOE results snapshot · Window: 2026-03-11 → 2026-04-22 · anchors: 120 · latest snapshot: 2026-04-27 · computed at: 2026年6月25日上午5:40 HKT

Median abs error2.64%

Mean abs error3.8%

Bias+0.59%

Inside P25/P7550.8%

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=120

Median abs 2.64%

Bias +0.59%

P25/P75 hit 50.8%

n 120

Rank Best setting

Setting 3D · n=160

Median abs 2.67%

Bias +0.59%

P25/P75 hit 48.3%

n 120

Rank #2 Candidate

Setting 3D · n=240

Median abs 2.74%

Bias +0.56%

P25/P75 hit 48.3%

n 120

Rank #3 Candidate

Setting 3D · n=80

Median abs 2.66%

Bias +0.69%

P25/P75 hit 48.3%

n 120

Rank #4 Candidate

Setting 3D · n=500

Median abs 2.78%

Bias +0.57%

P25/P75 hit 45.8%

n 120

Rank #5 Candidate

Setting 3D · n=320

Median abs 2.84%

Bias +0.58%

P25/P75 hit 46.7%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 2.9%

Bias +0.75%

P25/P75 hit 45.8%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 3.94%

Bias +0.89%

P25/P75 hit 41.1%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.99%

Bias +0.83%

P25/P75 hit 41.1%

n 112

Rank #9 Candidate

Setting 5D · n=500

Median abs 4.06%

Bias +0.77%

P25/P75 hit 38.4%

n 112

Rank #10 Candidate

Setting 5D · n=160

Median abs 3.94%

Bias +1.09%

P25/P75 hit 39.3%

n 112

Rank #11 Candidate

Setting 5D · n=120

Median abs 4.09%

Bias +1.19%

P25/P75 hit 39.3%

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: +0.66%

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: +0.59%

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	2.64%	3.8%	+0.59%	50.8%	120	2.611
#2	3D	160	2.67%	3.77%	+0.59%	48.3%	120	2.622
#3	3D	240	2.74%	3.75%	+0.56%	48.3%	120	2.646
#4	3D	80	2.66%	3.87%	+0.69%	48.3%	120	2.667
#5	3D	500	2.78%	3.8%	+0.57%	45.8%	120	2.691
#6	3D	320	2.84%	3.79%	+0.58%	46.7%	120	2.717
#7	3D	40	2.9%	3.97%	+0.75%	45.8%	120	2.838
#8	5D	240	3.94%	5.71%	+0.89%	41.1%	112	3.999
#9	5D	320	3.99%	5.74%	+0.83%	41.1%	112	4.026
#10	5D	500	4.06%	5.77%	+0.77%	38.4%	112	4.069
#11	5D	160	3.94%	5.82%	+1.09%	39.3%	112	4.072
#12	5D	120	4.09%	5.87%	+1.19%	39.3%	112	4.18
#13	5D	80	4.28%	5.96%	+1.41%	41.1%	112	4.335
#14	5D	40	4.71%	6.31%	+1.47%	34.8%	112	4.697
#15	10D	240	6.9%	9.05%	+3.43%	39.1%	92	7.034
#16	10D	500	7.28%	8.87%	+3.13%	39.1%	92	7.116
#17	10D	320	7.33%	8.94%	+3.24%	39.1%	92	7.182
#18	10D	120	6.84%	9.46%	+3.66%	35.9%	92	7.19
#19	10D	160	6.93%	9.39%	+3.57%	38%	92	7.192
#20	10D	80	7.12%	9.61%	+3.98%	34.8%	92	7.434
#21	10D	40	7.84%	9.85%	+4.12%	32.6%	92	7.904
#22	15D	320	8%	11.09%	+5.08%	37.5%	72	8.55
#23	15D	240	8.03%	11.27%	+5.19%	37.5%	72	8.644
#24	15D	500	8.4%	10.93%	+5.06%	34.7%	72	8.698
#25	15D	160	8.21%	11.5%	+5.20%	34.7%	72	8.823
#26	15D	120	8.44%	11.49%	+4.92%	36.1%	72	8.889
#27	15D	40	8.29%	12.07%	+5.02%	37.5%	72	9.029
#28	15D	80	8.75%	11.72%	+5.06%	34.7%	72	9.149
#29	20D	500	10.75%	12.71%	+5.72%	34.6%	52	10.595
#30	20D	320	10.9%	13.04%	+5.43%	30.8%	52	10.752