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 2026-09-08

DOE calibrated as-of 2026-09-08

Window 2026-07-02 → 2026-08-31

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年9月9日上午7:48 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=80

DOE results snapshot · Window: 2026-07-02 → 2026-08-31 · anchors: 120 · latest snapshot: 2026-09-08 · computed at: 2026年9月9日上午7:48 HKT

Median abs error2.44%

Mean abs error3.15%

Bias-0.16%

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 2.44%

Bias -0.16%

P25/P75 hit 48.3%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 2.4%

Bias -0.33%

P25/P75 hit 47.5%

n 120

Rank #2 Candidate

Setting 3D · n=40

Median abs 2.42%

Bias -0.17%

P25/P75 hit 47.5%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 2.43%

Bias -0.20%

P25/P75 hit 46.7%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 2.47%

Bias -0.13%

P25/P75 hit 46.7%

n 120

Rank #5 Candidate

Setting 3D · n=500

Median abs 2.45%

Bias -0.34%

P25/P75 hit 47.5%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.46%

Bias -0.30%

P25/P75 hit 47.5%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 2.85%

Bias -0.10%

P25/P75 hit 50.8%

n 120

Rank #8 Candidate

Setting 5D · n=320

Median abs 2.87%

Bias -0.21%

P25/P75 hit 50.8%

n 120

Rank #9 Candidate

Setting 5D · n=120

Median abs 2.93%

Bias +0.07%

P25/P75 hit 50.8%

n 120

Rank #10 Candidate

Setting 5D · n=500

Median abs 2.89%

Bias -0.31%

P25/P75 hit 50%

n 120

Rank #11 Candidate

Setting 5D · n=160

Median abs 3.03%

Bias +0.01%

P25/P75 hit 50%

n 120

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: -0.78%

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: -0.16%

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	2.44%	3.15%	-0.16%	48.3%	120	2.226
#2	3D	320	2.4%	3.2%	-0.33%	47.5%	120	2.251
#3	3D	40	2.42%	3.26%	-0.17%	47.5%	120	2.258
#4	3D	160	2.43%	3.23%	-0.20%	46.7%	120	2.259
#5	3D	120	2.47%	3.21%	-0.13%	46.7%	120	2.261
#6	3D	500	2.45%	3.17%	-0.34%	47.5%	120	2.267
#7	3D	240	2.46%	3.21%	-0.30%	47.5%	120	2.28
#8	5D	240	2.85%	3.87%	-0.10%	50.8%	120	2.668
#9	5D	320	2.87%	3.86%	-0.21%	50.8%	120	2.691
#10	5D	120	2.93%	3.89%	+0.07%	50.8%	120	2.71
#11	5D	500	2.89%	3.84%	-0.31%	50%	120	2.71
#12	5D	160	3.03%	3.89%	+0.01%	50%	120	2.753
#13	5D	40	2.7%	4.2%	+0.37%	45.8%	120	2.761
#14	5D	80	2.92%	3.99%	+0.23%	49.2%	120	2.768
#15	10D	500	3.19%	4.42%	-0.03%	61.2%	103	2.994
#16	10D	320	3.27%	4.5%	+0.24%	60.2%	103	3.096
#17	10D	240	3.49%	4.55%	+0.36%	62.1%	103	3.236
#18	10D	120	3.46%	4.69%	+0.40%	63.1%	103	3.274
#19	10D	160	3.5%	4.68%	+0.46%	61.2%	103	3.304
#20	15D	500	3.43%	4.81%	+0.45%	64.4%	87	3.305
#21	10D	40	3.32%	4.77%	+0.85%	56.3%	103	3.316
#22	10D	80	3.51%	4.71%	+0.48%	58.3%	103	3.33
#23	15D	320	3.85%	5.01%	+0.93%	63.2%	87	3.66
#24	20D	240	3.77%	5.15%	+1.85%	71.1%	83	3.787
#25	20D	500	4.33%	4.92%	+0.95%	74.7%	83	3.843
#26	20D	320	4.22%	5.02%	+1.48%	69.9%	83	3.914
#27	20D	160	3.95%	5.47%	+2.12%	71.1%	83	4.03
#28	15D	240	4.43%	5.23%	+1.23%	66.7%	87	4.063
#29	15D	160	4.65%	5.42%	+1.59%	63.2%	87	4.302
#30	15D	120	4.68%	5.45%	+1.74%	63.2%	87	4.35