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 2026-04-30

DOE calibrated as-of 2026-04-30

Window 2026-03-16 → 2026-04-27

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午5:34 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=120

DOE results snapshot · Window: 2026-03-16 → 2026-04-27 · anchors: 120 · latest snapshot: 2026-04-30 · computed at: 2026年6月25日上午5:34 HKT

Median abs error2.79%

Mean abs error4.08%

Bias+0.80%

Inside P25/P7549.2%

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=120

Median abs 2.79%

Bias +0.80%

P25/P75 hit 49.2%

n 120

Rank Best setting

Setting 3D · n=240

Median abs 2.87%

Bias +0.76%

P25/P75 hit 45.8%

n 120

Rank #2 Candidate

Setting 3D · n=160

Median abs 2.87%

Bias +0.79%

P25/P75 hit 46.7%

n 120

Rank #3 Candidate

Setting 3D · n=80

Median abs 2.77%

Bias +0.93%

P25/P75 hit 47.5%

n 120

Rank #4 Candidate

Setting 3D · n=320

Median abs 2.95%

Bias +0.79%

P25/P75 hit 44.2%

n 120

Rank #5 Candidate

Setting 3D · n=500

Median abs 3.07%

Bias +0.79%

P25/P75 hit 44.2%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 3.34%

Bias +0.97%

P25/P75 hit 45%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 3.94%

Bias +1.12%

P25/P75 hit 43.8%

n 112

Rank #8 Candidate

Setting 5D · n=160

Median abs 3.83%

Bias +1.34%

P25/P75 hit 42%

n 112

Rank #9 Candidate

Setting 5D · n=500

Median abs 3.96%

Bias +0.98%

P25/P75 hit 39.3%

n 112

Rank #10 Candidate

Setting 5D · n=320

Median abs 3.99%

Bias +1.04%

P25/P75 hit 42.9%

n 112

Rank #11 Candidate

Setting 5D · n=120

Median abs 3.81%

Bias +1.43%

P25/P75 hit 41.1%

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: +0.93%

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: +0.80%

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%	4.08%	+0.80%	49.2%	120	2.82
#2	3D	240	2.87%	4.07%	+0.76%	45.8%	120	2.859
#3	3D	160	2.87%	4.09%	+0.79%	46.7%	120	2.868
#4	3D	80	2.77%	4.18%	+0.93%	47.5%	120	2.869
#5	3D	320	2.95%	4.11%	+0.79%	44.2%	120	2.922
#6	3D	500	3.07%	4.12%	+0.79%	44.2%	120	2.985
#7	3D	40	3.34%	4.25%	+0.97%	45%	120	3.191
#8	5D	240	3.94%	5.52%	+1.12%	43.8%	112	3.96
#9	5D	160	3.83%	5.6%	+1.34%	42%	112	3.971
#10	5D	500	3.96%	5.58%	+0.98%	39.3%	112	3.982
#11	5D	320	3.99%	5.55%	+1.04%	42.9%	112	3.986
#12	5D	120	3.81%	5.65%	+1.43%	41.1%	112	3.994
#13	5D	80	4.07%	5.71%	+1.69%	43.8%	112	4.178
#14	5D	40	4.22%	6.01%	+1.72%	37.5%	112	4.378
#15	10D	120	7.12%	10.12%	+4.35%	37%	92	7.662
#16	10D	500	7.73%	9.55%	+3.92%	37%	92	7.703
#17	10D	320	7.93%	9.64%	+3.99%	38%	92	7.843
#18	10D	160	7.7%	10.11%	+4.31%	38%	92	7.94
#19	10D	240	7.97%	9.78%	+4.16%	37%	92	7.94
#20	10D	80	7.83%	10.35%	+4.63%	35.9%	92	8.142
#21	10D	40	8.13%	10.66%	+4.80%	34.8%	92	8.429
#22	15D	500	10.23%	12.62%	+7.08%	27.8%	72	10.525
#23	15D	120	9.88%	13.21%	+7.07%	29.2%	72	10.551
#24	15D	160	10.36%	13.24%	+7.27%	27.8%	72	10.835
#25	15D	320	10.71%	12.83%	+7.15%	30.6%	72	10.842
#26	15D	240	10.77%	13.02%	+7.26%	30.6%	72	10.955
#27	15D	40	10.38%	13.71%	+7.14%	29.2%	72	10.987
#28	15D	80	10.6%	13.44%	+7.17%	27.8%	72	11.01
#29	20D	500	11.02%	14.28%	+9.33%	21.2%	52	11.854
#30	20D	320	11.72%	14.56%	+9.06%	19.2%	52	12.267