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 2026-09-02

DOE calibrated as-of 2026-09-02

Window 2026-07-01 → 2026-08-28

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年9月3日上午7:46 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=80

DOE results snapshot · Window: 2026-07-01 → 2026-08-28 · anchors: 120 · latest snapshot: 2026-09-02 · computed at: 2026年9月3日上午7:46 HKT

Median abs error2.42%

Mean abs error3.21%

Bias-0.05%

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 2.42%

Bias -0.05%

P25/P75 hit 48.3%

n 120

Rank Best setting

Setting 3D · n=500

Median abs 2.43%

Bias -0.29%

P25/P75 hit 47.5%

n 120

Rank #2 Candidate

Setting 3D · n=320

Median abs 2.42%

Bias -0.27%

P25/P75 hit 46.7%

n 120

Rank #3 Candidate

Setting 3D · n=120

Median abs 2.5%

Bias -0.06%

P25/P75 hit 47.5%

n 120

Rank #4 Candidate

Setting 3D · n=160

Median abs 2.49%

Bias -0.14%

P25/P75 hit 46.7%

n 120

Rank #5 Candidate

Setting 3D · n=240

Median abs 2.51%

Bias -0.23%

P25/P75 hit 47.5%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 2.5%

Bias -0.05%

P25/P75 hit 45.8%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 2.76%

Bias -0.03%

P25/P75 hit 51.3%

n 115

Rank #8 Candidate

Setting 5D · n=320

Median abs 2.78%

Bias -0.15%

P25/P75 hit 51.3%

n 115

Rank #9 Candidate

Setting 5D · n=120

Median abs 2.86%

Bias +0.14%

P25/P75 hit 52.2%

n 115

Rank #10 Candidate

Setting 5D · n=500

Median abs 2.87%

Bias -0.29%

P25/P75 hit 51.3%

n 115

Rank #11 Candidate

Setting 5D · n=160

Median abs 3.03%

Bias +0.09%

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: -0.69%

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: -0.05%

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	2.42%	3.21%	-0.05%	48.3%	120	2.22
#2	3D	500	2.43%	3.18%	-0.29%	47.5%	120	2.253
#3	3D	320	2.42%	3.2%	-0.27%	46.7%	120	2.254
#4	3D	120	2.5%	3.24%	-0.06%	47.5%	120	2.274
#5	3D	160	2.49%	3.24%	-0.14%	46.7%	120	2.283
#6	3D	240	2.51%	3.22%	-0.23%	47.5%	120	2.298
#7	3D	40	2.5%	3.33%	-0.05%	45.8%	120	2.308
#8	5D	240	2.76%	3.88%	-0.03%	51.3%	115	2.614
#9	5D	320	2.78%	3.87%	-0.15%	51.3%	115	2.639
#10	5D	120	2.86%	3.91%	+0.14%	52.2%	115	2.689
#11	5D	500	2.87%	3.85%	-0.29%	51.3%	115	2.698
#12	5D	160	3.03%	3.93%	+0.09%	50.4%	115	2.778
#13	5D	80	2.93%	4.05%	+0.32%	50.4%	115	2.805
#14	5D	40	2.77%	4.32%	+0.52%	47%	115	2.858
#15	10D	500	3.02%	4.41%	-0.14%	64.6%	99	2.913
#16	10D	320	3.11%	4.51%	+0.13%	62.6%	99	2.996
#17	10D	240	3.47%	4.56%	+0.27%	64.6%	99	3.21
#18	10D	160	3.47%	4.71%	+0.42%	61.6%	99	3.293
#19	10D	120	3.54%	4.73%	+0.39%	64.6%	99	3.323
#20	10D	80	3.48%	4.76%	+0.52%	58.6%	99	3.337
#21	15D	500	3.69%	4.77%	+0.30%	66.7%	87	3.393
#22	10D	40	3.33%	4.93%	+0.96%	53.5%	99	3.401
#23	15D	320	3.85%	4.97%	+0.77%	64.4%	87	3.619
#24	15D	240	4.28%	5.16%	+1.07%	66.7%	87	3.94
#25	20D	500	4.5%	5.2%	+1.06%	73.5%	83	4.045
#26	20D	240	4.3%	5.49%	+2.00%	68.7%	83	4.2
#27	20D	320	4.59%	5.29%	+1.60%	69.9%	83	4.212
#28	15D	160	4.56%	5.38%	+1.40%	62.1%	87	4.218
#29	15D	80	4.48%	5.56%	+1.69%	62.1%	87	4.284
#30	15D	120	4.76%	5.48%	+1.57%	60.9%	87	4.381