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 2026-08-26

DOE calibrated as-of 2026-08-26

Window 2026-06-25 → 2026-08-21

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年8月27日上午7:47 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-06-25 → 2026-08-21 · anchors: 120 · latest snapshot: 2026-08-26 · computed at: 2026年8月27日上午7:47 HKT

Median abs error2.61%

Mean abs error3.79%

Bias-0.38%

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 2.61%

Bias -0.38%

P25/P75 hit 44.2%

n 120

Rank Best setting

Setting 3D · n=80

Median abs 2.71%

Bias -0.39%

P25/P75 hit 45.8%

n 120

Rank #2 Candidate

Setting 3D · n=500

Median abs 2.7%

Bias -0.51%

P25/P75 hit 45.8%

n 120

Rank #3 Candidate

Setting 3D · n=320

Median abs 2.74%

Bias -0.50%

P25/P75 hit 45%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 2.8%

Bias -0.37%

P25/P75 hit 44.2%

n 120

Rank #5 Candidate

Setting 3D · n=240

Median abs 2.79%

Bias -0.49%

P25/P75 hit 45%

n 120

Rank #6 Candidate

Setting 3D · n=160

Median abs 2.81%

Bias -0.42%

P25/P75 hit 43.3%

n 120

Rank #7 Candidate

Setting 5D · n=40

Median abs 2.83%

Bias +0.02%

P25/P75 hit 46.6%

n 116

Rank #8 Candidate

Setting 5D · n=240

Median abs 3%

Bias -0.47%

P25/P75 hit 50.9%

n 116

Rank #9 Candidate

Setting 5D · n=320

Median abs 3.01%

Bias -0.57%

P25/P75 hit 50.9%

n 116

Rank #10 Candidate

Setting 5D · n=500

Median abs 3.08%

Bias -0.69%

P25/P75 hit 48.3%

n 116

Rank #11 Candidate

Setting 5D · n=120

Median abs 3.21%

Bias -0.32%

P25/P75 hit 50.9%

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: -0.81%

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: -0.38%

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	2.61%	3.79%	-0.38%	44.2%	120	2.578
#2	3D	80	2.71%	3.66%	-0.39%	45.8%	120	2.58
#3	3D	500	2.7%	3.66%	-0.51%	45.8%	120	2.593
#4	3D	320	2.74%	3.68%	-0.50%	45%	120	2.621
#5	3D	120	2.8%	3.72%	-0.37%	44.2%	120	2.647
#6	3D	240	2.79%	3.7%	-0.49%	45%	120	2.651
#7	3D	160	2.81%	3.72%	-0.42%	43.3%	120	2.662
#8	5D	40	2.83%	4.79%	+0.02%	46.6%	116	2.978
#9	5D	240	3%	4.39%	-0.47%	50.9%	116	2.98
#10	5D	320	3.01%	4.4%	-0.57%	50.9%	116	3.003
#11	5D	500	3.08%	4.39%	-0.69%	48.3%	116	3.059
#12	5D	120	3.21%	4.44%	-0.32%	50.9%	116	3.08
#13	5D	160	3.22%	4.51%	-0.38%	49.1%	116	3.123
#14	5D	80	3.26%	4.59%	-0.18%	48.3%	116	3.143
#15	10D	500	3.25%	4.75%	-0.38%	63.5%	104	3.186
#16	10D	320	3.23%	4.87%	-0.16%	62.5%	104	3.187
#17	10D	240	3.53%	4.93%	-0.08%	64.4%	104	3.342
#18	10D	40	3.35%	5.31%	+0.46%	54.8%	104	3.466
#19	10D	160	3.85%	5.14%	+0.03%	62.5%	104	3.572
#20	10D	120	3.87%	5.14%	-0.01%	63.5%	104	3.577
#21	10D	80	3.97%	5.23%	+0.14%	57.7%	104	3.692
#22	15D	500	3.85%	5.69%	-1.24%	66%	100	3.938
#23	15D	320	4.58%	5.94%	-0.96%	64%	100	4.353
#24	15D	240	4.67%	6.18%	-0.81%	65%	100	4.457
#25	15D	120	4.83%	6.43%	-0.41%	62%	100	4.572
#26	15D	160	4.89%	6.37%	-0.58%	62%	100	4.607
#27	15D	80	4.8%	6.63%	-0.31%	60%	100	4.617
#28	15D	40	4.99%	6.98%	-0.20%	58%	100	4.823
#29	20D	500	5.22%	6.88%	-1.09%	71.4%	84	5.003
#30	20D	320	5.16%	7.13%	-0.89%	65.5%	84	5.045