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 2026-09-01

DOE calibrated as-of 2026-09-01

Window 2026-06-30 → 2026-08-27

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年9月2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 → 2026-08-27 · anchors: 120 · latest snapshot: 2026-09-01 · computed at: 2026年9月2日上午7:46 HKT

Median abs error2.41%

Mean abs error3.17%

Bias-0.06%

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 2.41%

Bias -0.06%

P25/P75 hit 48.3%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 2.42%

Bias -0.21%

P25/P75 hit 48.3%

n 120

Rank #2 Candidate

Setting 3D · n=500

Median abs 2.45%

Bias -0.22%

P25/P75 hit 47.5%

n 120

Rank #3 Candidate

Setting 3D · n=120

Median abs 2.47%

Bias -0.06%

P25/P75 hit 46.7%

n 120

Rank #4 Candidate

Setting 3D · n=240

Median abs 2.47%

Bias -0.18%

P25/P75 hit 47.5%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.49%

Bias -0.09%

P25/P75 hit 46.7%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 2.46%

Bias -0.02%

P25/P75 hit 45.8%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 2.76%

Bias -0.16%

P25/P75 hit 52.2%

n 115

Rank #8 Candidate

Setting 5D · n=320

Median abs 2.78%

Bias -0.26%

P25/P75 hit 51.3%

n 115

Rank #9 Candidate

Setting 5D · n=120

Median abs 2.86%

Bias -0.01%

P25/P75 hit 52.2%

n 115

Rank #10 Candidate

Setting 5D · n=500

Median abs 2.84%

Bias -0.38%

P25/P75 hit 50.4%

n 115

Rank #11 Candidate

Setting 5D · n=160

Median abs 3.03%

Bias -0.04%

P25/P75 hit 50.4%

n 115

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: -0.59%

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: -0.06%

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	2.41%	3.17%	-0.06%	48.3%	120	2.203
#2	3D	320	2.42%	3.2%	-0.21%	48.3%	120	2.241
#3	3D	500	2.45%	3.18%	-0.22%	47.5%	120	2.252
#4	3D	120	2.47%	3.22%	-0.06%	46.7%	120	2.254
#5	3D	240	2.47%	3.21%	-0.18%	47.5%	120	2.267
#6	3D	160	2.49%	3.23%	-0.09%	46.7%	120	2.272
#7	3D	40	2.46%	3.34%	-0.02%	45.8%	120	2.288
#8	5D	240	2.76%	3.84%	-0.16%	52.2%	115	2.617
#9	5D	320	2.78%	3.83%	-0.26%	51.3%	115	2.641
#10	5D	120	2.86%	3.89%	-0.01%	52.2%	115	2.663
#11	5D	500	2.84%	3.82%	-0.38%	50.4%	115	2.688
#12	5D	160	3.03%	3.9%	-0.04%	50.4%	115	2.76
#13	5D	40	2.69%	4.27%	+0.37%	49.6%	115	2.771
#14	5D	80	2.98%	4.05%	+0.15%	51.3%	115	2.802
#15	10D	500	3.02%	4.3%	+0.13%	64.6%	99	2.873
#16	10D	320	3.18%	4.4%	+0.40%	64.6%	99	3.029
#17	10D	240	3.36%	4.45%	+0.50%	66.7%	99	3.146
#18	10D	40	3.07%	4.86%	+1.17%	56.6%	99	3.27
#19	10D	120	3.43%	4.65%	+0.61%	65.7%	99	3.27
#20	10D	160	3.46%	4.63%	+0.65%	64.6%	99	3.287
#21	10D	80	3.48%	4.7%	+0.76%	59.6%	99	3.35
#22	15D	500	3.69%	4.73%	+0.11%	67%	91	3.35
#23	15D	320	4.08%	4.94%	+0.55%	65.9%	91	3.687
#24	15D	240	4.43%	5.16%	+0.79%	67%	91	3.972
#25	20D	500	4.54%	5.26%	+1.27%	75.9%	83	4.112
#26	15D	160	4.47%	5.39%	+1.04%	64.8%	91	4.115
#27	20D	240	4.17%	5.52%	+2.05%	71.1%	83	4.147
#28	15D	120	4.68%	5.45%	+1.23%	63.7%	91	4.273
#29	20D	320	4.65%	5.4%	+1.74%	71.1%	83	4.298
#30	15D	80	4.62%	5.62%	+1.38%	64.8%	91	4.322