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 2026-08-31

DOE calibrated as-of 2026-08-31

Window 2026-06-30 → 2026-08-26

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年9月1日上午7:46 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=80

DOE results snapshot · Window: 2026-06-30 → 2026-08-26 · anchors: 120 · latest snapshot: 2026-08-31 · computed at: 2026年9月1日上午7:46 HKT

Median abs error2.46%

Mean abs error3.35%

Bias-0.23%

Inside P25/P7547.5%

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 2.46%

Bias -0.23%

P25/P75 hit 47.5%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 2.44%

Bias -0.36%

P25/P75 hit 46.7%

n 120

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.49%

Bias -0.21%

P25/P75 hit 46.7%

n 120

Rank #3 Candidate

Setting 3D · n=240

Median abs 2.49%

Bias -0.32%

P25/P75 hit 45.8%

n 120

Rank #4 Candidate

Setting 3D · n=500

Median abs 2.51%

Bias -0.37%

P25/P75 hit 46.7%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.55%

Bias -0.26%

P25/P75 hit 45.8%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 2.55%

Bias -0.20%

P25/P75 hit 45%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 2.73%

Bias -0.16%

P25/P75 hit 53.6%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 2.75%

Bias -0.28%

P25/P75 hit 52.7%

n 112

Rank #9 Candidate

Setting 5D · n=120

Median abs 2.87%

Bias -0.03%

P25/P75 hit 53.6%

n 112

Rank #10 Candidate

Setting 5D · n=500

Median abs 2.85%

Bias -0.40%

P25/P75 hit 51.8%

n 112

Rank #11 Candidate

Setting 5D · n=80

Median abs 2.83%

Bias +0.12%

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: -0.75%

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: -0.23%

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	2.46%	3.35%	-0.23%	47.5%	120	2.318
#2	3D	320	2.44%	3.36%	-0.36%	46.7%	120	2.333
#3	3D	120	2.49%	3.4%	-0.21%	46.7%	120	2.35
#4	3D	240	2.49%	3.37%	-0.32%	45.8%	120	2.358
#5	3D	500	2.51%	3.34%	-0.37%	46.7%	120	2.363
#6	3D	160	2.55%	3.39%	-0.26%	45.8%	120	2.386
#7	3D	40	2.55%	3.5%	-0.20%	45%	120	2.418
#8	5D	240	2.73%	3.94%	-0.16%	53.6%	112	2.634
#9	5D	320	2.75%	3.94%	-0.28%	52.7%	112	2.664
#10	5D	120	2.87%	4.02%	-0.03%	53.6%	112	2.713
#11	5D	500	2.85%	3.93%	-0.40%	51.8%	112	2.731
#12	5D	80	2.83%	4.13%	+0.12%	52.7%	112	2.747
#13	5D	40	2.6%	4.36%	+0.33%	49.1%	112	2.753
#14	5D	160	2.95%	4.03%	-0.06%	50.9%	112	2.767
#15	10D	500	3.12%	4.61%	-0.17%	63.5%	96	3.04
#16	10D	320	3.21%	4.73%	+0.08%	63.5%	96	3.114
#17	10D	240	3.45%	4.79%	+0.22%	65.6%	96	3.27
#18	10D	160	3.66%	4.97%	+0.31%	63.5%	96	3.457
#19	10D	40	3.35%	5.18%	+0.78%	54.2%	96	3.469
#20	15D	500	3.79%	5%	-0.24%	66.3%	92	3.515
#21	10D	120	3.87%	5.02%	+0.26%	64.6%	96	3.569
#22	10D	80	3.84%	5.1%	+0.41%	58.3%	96	3.621
#23	15D	320	4.18%	5.23%	+0.17%	64.1%	92	3.786
#24	15D	240	4.45%	5.46%	+0.39%	66.3%	92	4.029
#25	20D	500	4.59%	5.54%	+0.77%	76.3%	80	4.159
#26	20D	240	4.18%	5.88%	+1.38%	70%	80	4.18
#27	15D	80	4.41%	5.91%	+0.94%	62%	92	4.26
#28	15D	120	4.57%	5.77%	+0.78%	63%	92	4.264
#29	15D	160	4.7%	5.68%	+0.66%	64.1%	92	4.277
#30	20D	320	4.72%	5.73%	+1.16%	70%	80	4.365