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 2026-08-25

DOE calibrated as-of 2026-08-25

Window 2026-06-24 → 2026-08-19

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年8月26日上午7:48 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-06-24 → 2026-08-19 · anchors: 120 · latest snapshot: 2026-08-25 · computed at: 2026年8月26日上午7:48 HKT

Median abs error2.62%

Mean abs error3.8%

Bias-0.35%

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=40

Median abs 2.62%

Bias -0.35%

P25/P75 hit 44.2%

n 120

Rank Best setting

Setting 3D · n=80

Median abs 2.71%

Bias -0.37%

P25/P75 hit 45%

n 120

Rank #2 Candidate

Setting 3D · n=500

Median abs 2.69%

Bias -0.53%

P25/P75 hit 45.8%

n 120

Rank #3 Candidate

Setting 3D · n=320

Median abs 2.73%

Bias -0.52%

P25/P75 hit 45.8%

n 120

Rank #4 Candidate

Setting 3D · n=160

Median abs 2.75%

Bias -0.45%

P25/P75 hit 44.2%

n 120

Rank #5 Candidate

Setting 3D · n=120

Median abs 2.8%

Bias -0.40%

P25/P75 hit 45%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.83%

Bias -0.51%

P25/P75 hit 45%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 2.85%

Bias -0.26%

P25/P75 hit 52.6%

n 116

Rank #8 Candidate

Setting 5D · n=120

Median abs 2.95%

Bias -0.07%

P25/P75 hit 53.4%

n 116

Rank #9 Candidate

Setting 5D · n=320

Median abs 2.89%

Bias -0.35%

P25/P75 hit 51.7%

n 116

Rank #10 Candidate

Setting 5D · n=500

Median abs 2.94%

Bias -0.48%

P25/P75 hit 50.9%

n 116

Rank #11 Candidate

Setting 5D · n=80

Median abs 3%

Bias +0.05%

P25/P75 hit 51.7%

n 116

Rank #12 Candidate

Best setting 3D · n=40: 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: -0.80%

Best setting 3D · n=40: 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: -0.35%

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	40	2.62%	3.8%	-0.35%	44.2%	120	2.582
#2	3D	80	2.71%	3.67%	-0.37%	45%	120	2.583
#3	3D	500	2.69%	3.64%	-0.53%	45.8%	120	2.584
#4	3D	320	2.73%	3.66%	-0.52%	45.8%	120	2.609
#5	3D	160	2.75%	3.71%	-0.45%	44.2%	120	2.63
#6	3D	120	2.8%	3.71%	-0.40%	45%	120	2.646
#7	3D	240	2.83%	3.68%	-0.51%	45%	120	2.667
#8	5D	240	2.85%	4.29%	-0.26%	52.6%	116	2.834
#9	5D	120	2.95%	4.33%	-0.07%	53.4%	116	2.867
#10	5D	320	2.89%	4.29%	-0.35%	51.7%	116	2.87
#11	5D	500	2.94%	4.29%	-0.48%	50.9%	116	2.916
#12	5D	80	3%	4.51%	+0.05%	51.7%	116	2.957
#13	5D	160	3.09%	4.41%	-0.17%	50.9%	116	2.987
#14	5D	40	2.92%	4.73%	+0.26%	48.3%	116	3.034
#15	10D	500	3.05%	4.68%	-0.28%	63.9%	108	3.045
#16	10D	320	3.21%	4.79%	-0.08%	63%	108	3.136
#17	10D	240	3.32%	4.85%	+0.01%	64.8%	108	3.197
#18	10D	40	3.34%	5.21%	+0.57%	54.6%	108	3.443
#19	10D	160	3.73%	5.03%	+0.12%	63%	108	3.486
#20	10D	120	3.81%	5.04%	+0.09%	63.9%	108	3.523
#21	10D	80	3.89%	5.17%	+0.23%	58.3%	108	3.643
#22	15D	500	3.83%	5.75%	-1.22%	64%	100	3.951
#23	15D	320	4.45%	6%	-0.98%	65%	100	4.31
#24	15D	240	4.62%	6.23%	-0.83%	64%	100	4.455
#25	15D	120	4.82%	6.47%	-0.50%	62%	100	4.595
#26	15D	80	4.8%	6.62%	-0.38%	60%	100	4.624
#27	15D	160	4.93%	6.41%	-0.67%	61%	100	4.657
#28	15D	40	4.99%	6.97%	-0.20%	57%	100	4.822
#29	20D	500	5.34%	7.11%	-1.25%	69%	84	5.174
#30	20D	320	5.41%	7.35%	-1.09%	63.1%	84	5.283