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 2026-09-03

DOE calibrated as-of 2026-09-03

Window 2026-07-02 → 2026-08-31

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年9月4日上午7:46 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-07-02 → 2026-08-31 · anchors: 120 · latest snapshot: 2026-09-03 · computed at: 2026年9月4日上午7:46 HKT

Median abs error2.33%

Mean abs error3.14%

Bias-0.28%

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=500

Median abs 2.33%

Bias -0.28%

P25/P75 hit 48.3%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 2.38%

Bias -0.25%

P25/P75 hit 47.5%

n 120

Rank #2 Candidate

Setting 3D · n=80

Median abs 2.44%

Bias -0.06%

P25/P75 hit 48.3%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 2.42%

Bias -0.12%

P25/P75 hit 47.5%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 2.47%

Bias -0.05%

P25/P75 hit 49.2%

n 120

Rank #5 Candidate

Setting 3D · n=40

Median abs 2.42%

Bias -0.07%

P25/P75 hit 46.7%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.47%

Bias -0.22%

P25/P75 hit 48.3%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 2.84%

Bias +0.01%

P25/P75 hit 48.6%

n 111

Rank #8 Candidate

Setting 5D · n=320

Median abs 2.87%

Bias -0.11%

P25/P75 hit 48.6%

n 111

Rank #9 Candidate

Setting 5D · n=500

Median abs 2.9%

Bias -0.24%

P25/P75 hit 49.5%

n 111

Rank #10 Candidate

Setting 5D · n=120

Median abs 3.05%

Bias +0.20%

P25/P75 hit 50.5%

n 111

Rank #11 Candidate

Setting 5D · n=160

Median abs 3.08%

Bias +0.16%

P25/P75 hit 47.7%

n 111

Rank #12 Candidate

Best setting 3D · n=500: 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: -0.71%

Best setting 3D · n=500: 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: -0.28%

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	500	2.33%	3.14%	-0.28%	48.3%	120	2.185
#2	3D	320	2.38%	3.16%	-0.25%	47.5%	120	2.215
#3	3D	80	2.44%	3.17%	-0.06%	48.3%	120	2.218
#4	3D	160	2.42%	3.21%	-0.12%	47.5%	120	2.233
#5	3D	120	2.47%	3.21%	-0.05%	49.2%	120	2.243
#6	3D	40	2.42%	3.29%	-0.07%	46.7%	120	2.255
#7	3D	240	2.47%	3.19%	-0.22%	48.3%	120	2.264
#8	5D	240	2.84%	3.95%	+0.01%	48.6%	111	2.683
#9	5D	320	2.87%	3.95%	-0.11%	48.6%	111	2.713
#10	5D	500	2.9%	3.92%	-0.24%	49.5%	111	2.734
#11	5D	120	3.05%	3.99%	+0.20%	50.5%	111	2.825
#12	5D	160	3.08%	4%	+0.16%	47.7%	111	2.845
#13	5D	80	2.98%	4.15%	+0.40%	48.6%	111	2.881
#14	10D	500	3.06%	4.4%	+0.01%	64.2%	95	2.911
#15	5D	40	2.92%	4.38%	+0.50%	42.3%	111	2.962
#16	10D	320	3.18%	4.51%	+0.28%	62.1%	95	3.055
#17	10D	240	3.41%	4.56%	+0.41%	64.2%	95	3.202
#18	15D	500	3.43%	4.68%	+0.62%	65.1%	83	3.283
#19	10D	120	3.43%	4.74%	+0.54%	66.3%	95	3.289
#20	10D	160	3.47%	4.72%	+0.57%	63.2%	95	3.315
#21	10D	80	3.41%	4.78%	+0.68%	58.9%	95	3.333
#22	10D	40	3.34%	4.92%	+1.03%	56.8%	95	3.405
#23	15D	320	3.85%	4.91%	+1.11%	65.1%	83	3.647
#24	15D	240	4.13%	5.14%	+1.41%	66.3%	83	3.91
#25	20D	240	3.79%	5.46%	+2.22%	69.6%	79	3.965
#26	20D	500	4.41%	5.15%	+1.28%	73.4%	79	4.016
#27	15D	160	4.21%	5.3%	+1.68%	63.9%	83	4.052
#28	15D	120	4.16%	5.38%	+1.85%	62.7%	83	4.084
#29	20D	320	4.45%	5.28%	+1.81%	69.6%	79	4.171
#30	15D	80	4.33%	5.54%	+2.08%	61.4%	83	4.263