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 2026-08-27

DOE calibrated as-of 2026-08-27

Window 2026-06-26 → 2026-08-24

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年8月28日上午7:46 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=80

DOE results snapshot · Window: 2026-06-26 → 2026-08-24 · anchors: 120 · latest snapshot: 2026-08-27 · computed at: 2026年8月28日上午7:46 HKT

Median abs error2.49%

Mean abs error3.54%

Bias-0.54%

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=80

Median abs 2.49%

Bias -0.54%

P25/P75 hit 48.3%

n 120

Rank Best setting

Setting 3D · n=40

Median abs 2.45%

Bias -0.52%

P25/P75 hit 45.8%

n 120

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.55%

Bias -0.51%

P25/P75 hit 45.8%

n 120

Rank #3 Candidate

Setting 3D · n=500

Median abs 2.61%

Bias -0.63%

P25/P75 hit 47.5%

n 120

Rank #4 Candidate

Setting 3D · n=320

Median abs 2.66%

Bias -0.62%

P25/P75 hit 47.5%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.65%

Bias -0.54%

P25/P75 hit 45.8%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.7%

Bias -0.61%

P25/P75 hit 46.7%

n 120

Rank #7 Candidate

Setting 5D · n=40

Median abs 2.7%

Bias -0.05%

P25/P75 hit 47.3%

n 112

Rank #8 Candidate

Setting 5D · n=240

Median abs 2.91%

Bias -0.50%

P25/P75 hit 50.9%

n 112

Rank #9 Candidate

Setting 5D · n=320

Median abs 2.91%

Bias -0.60%

P25/P75 hit 51.8%

n 112

Rank #10 Candidate

Setting 5D · n=500

Median abs 2.96%

Bias -0.73%

P25/P75 hit 49.1%

n 112

Rank #11 Candidate

Setting 5D · n=120

Median abs 3.07%

Bias -0.35%

P25/P75 hit 52.7%

n 112

Rank #12 Candidate

Best setting 3D · n=80: 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: -0.96%

Best setting 3D · n=80: 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: -0.54%

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	80	2.49%	3.54%	-0.54%	48.3%	120	2.444
#2	3D	40	2.45%	3.68%	-0.52%	45.8%	120	2.476
#3	3D	120	2.55%	3.6%	-0.51%	45.8%	120	2.497
#4	3D	500	2.61%	3.55%	-0.63%	47.5%	120	2.523
#5	3D	320	2.66%	3.57%	-0.62%	47.5%	120	2.554
#6	3D	160	2.65%	3.61%	-0.54%	45.8%	120	2.555
#7	3D	240	2.7%	3.59%	-0.61%	46.7%	120	2.581
#8	5D	40	2.7%	4.69%	-0.05%	47.3%	112	2.881
#9	5D	240	2.91%	4.3%	-0.50%	50.9%	112	2.908
#10	5D	320	2.91%	4.3%	-0.60%	51.8%	112	2.92
#11	5D	500	2.96%	4.29%	-0.73%	49.1%	112	2.968
#12	5D	120	3.07%	4.34%	-0.35%	52.7%	112	2.975
#13	5D	80	3%	4.49%	-0.20%	49.1%	112	2.979
#14	5D	160	3.07%	4.4%	-0.38%	50.9%	112	3.005
#15	10D	500	3.08%	4.67%	-0.28%	63%	100	3.059
#16	10D	320	3.26%	4.81%	-0.06%	63%	100	3.165
#17	10D	240	3.51%	4.86%	+0.02%	65%	100	3.297
#18	10D	40	3.34%	5.22%	+0.53%	55%	100	3.439
#19	10D	80	3.73%	5.12%	+0.23%	58%	100	3.547
#20	10D	160	3.85%	5.06%	+0.15%	63%	100	3.561
#21	10D	120	3.87%	5.09%	+0.10%	64%	100	3.572
#22	15D	500	3.82%	5.47%	-1.05%	65.6%	96	3.818
#23	15D	320	4.44%	5.68%	-0.73%	63.5%	96	4.159
#24	15D	240	4.7%	5.92%	-0.57%	65.6%	96	4.344
#25	15D	160	4.76%	6.11%	-0.31%	62.5%	96	4.409
#26	15D	120	4.77%	6.16%	-0.18%	62.5%	96	4.412
#27	15D	80	4.7%	6.39%	-0.07%	61.5%	96	4.443
#28	20D	500	4.99%	6.54%	-0.61%	71.4%	84	4.697
#29	15D	40	4.99%	6.81%	0.00%	59.4%	96	4.73
#30	20D	320	5.06%	6.77%	-0.31%	65.5%	84	4.782