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 2026-08-28

DOE calibrated as-of 2026-08-28

Window 2026-06-29 → 2026-08-25

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年8月31日上午7:45 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=80

DOE results snapshot · Window: 2026-06-29 → 2026-08-25 · anchors: 120 · latest snapshot: 2026-08-28 · computed at: 2026年8月31日上午7:45 HKT

Median abs error2.55%

Mean abs error3.57%

Bias-0.54%

Inside P25/P7546.7%

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 2.55%

Bias -0.54%

P25/P75 hit 46.7%

n 120

Rank Best setting

Setting 3D · n=500

Median abs 2.59%

Bias -0.63%

P25/P75 hit 45.8%

n 120

Rank #2 Candidate

Setting 3D · n=40

Median abs 2.55%

Bias -0.54%

P25/P75 hit 46.7%

n 120

Rank #3 Candidate

Setting 3D · n=320

Median abs 2.65%

Bias -0.62%

P25/P75 hit 45.8%

n 120

Rank #4 Candidate

Setting 3D · n=160

Median abs 2.66%

Bias -0.53%

P25/P75 hit 45%

n 120

Rank #5 Candidate

Setting 3D · n=120

Median abs 2.7%

Bias -0.49%

P25/P75 hit 45.8%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.75%

Bias -0.61%

P25/P75 hit 45.8%

n 120

Rank #7 Candidate

Setting 5D · n=120

Median abs 2.8%

Bias -0.25%

P25/P75 hit 50.9%

n 112

Rank #8 Candidate

Setting 5D · n=240

Median abs 2.83%

Bias -0.39%

P25/P75 hit 51.8%

n 112

Rank #9 Candidate

Setting 5D · n=40

Median abs 2.69%

Bias +0.01%

P25/P75 hit 48.2%

n 112

Rank #10 Candidate

Setting 5D · n=320

Median abs 2.86%

Bias -0.50%

P25/P75 hit 50.9%

n 112

Rank #11 Candidate

Setting 5D · n=500

Median abs 2.87%

Bias -0.63%

P25/P75 hit 50%

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: -0.98%

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	2.55%	3.57%	-0.54%	46.7%	120	2.489
#2	3D	500	2.59%	3.57%	-0.63%	45.8%	120	2.524
#3	3D	40	2.55%	3.7%	-0.54%	46.7%	120	2.534
#4	3D	320	2.65%	3.59%	-0.62%	45.8%	120	2.56
#5	3D	160	2.66%	3.63%	-0.53%	45%	120	2.568
#6	3D	120	2.7%	3.63%	-0.49%	45.8%	120	2.58
#7	3D	240	2.75%	3.6%	-0.61%	45.8%	120	2.612
#8	5D	120	2.8%	4.29%	-0.25%	50.9%	112	2.812
#9	5D	240	2.83%	4.23%	-0.39%	51.8%	112	2.825
#10	5D	40	2.69%	4.63%	+0.01%	48.2%	112	2.847
#11	5D	320	2.86%	4.23%	-0.50%	50.9%	112	2.858
#12	5D	500	2.87%	4.21%	-0.63%	50%	112	2.878
#13	5D	160	3.03%	4.32%	-0.32%	49.1%	112	2.952
#14	5D	80	3.04%	4.42%	-0.13%	50.9%	112	2.959
#15	10D	500	3.25%	4.75%	-0.30%	62.5%	96	3.176
#16	10D	320	3.26%	4.89%	-0.06%	62.5%	96	3.194
#17	10D	240	3.53%	4.96%	+0.02%	64.6%	96	3.343
#18	10D	40	3.35%	5.27%	+0.53%	53.1%	96	3.466
#19	10D	120	3.87%	5.18%	+0.07%	63.5%	96	3.6
#20	10D	160	3.96%	5.17%	+0.13%	62.5%	96	3.653
#21	10D	80	4.1%	5.25%	+0.16%	57.3%	96	3.768
#22	15D	500	3.82%	5.48%	-0.89%	64.1%	92	3.801
#23	15D	320	4.31%	5.73%	-0.56%	64.1%	92	4.084
#24	15D	240	4.49%	5.98%	-0.37%	65.2%	92	4.231
#25	15D	160	4.8%	6.18%	-0.17%	62%	92	4.434
#26	15D	120	4.82%	6.24%	-0.06%	63%	92	4.446
#27	20D	500	4.81%	6.37%	-0.04%	73.8%	84	4.456
#28	15D	80	4.8%	6.46%	+0.01%	63%	92	4.505
#29	20D	320	4.96%	6.59%	+0.30%	67.9%	84	4.662
#30	20D	240	4.81%	6.84%	+0.46%	66.7%	84	4.701