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 2026-09-09

DOE calibrated as-of 2026-09-09

Window 2026-07-06 → 2026-09-03

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年9月10日上午7:47 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=80

DOE results snapshot · Window: 2026-07-06 → 2026-09-03 · anchors: 120 · latest snapshot: 2026-09-09 · computed at: 2026年9月10日上午7:47 HKT

Median abs error2.55%

Mean abs error3.29%

Bias0.00%

Inside P25/P7545.8%

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 2.55%

Bias 0.00%

P25/P75 hit 45.8%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 2.55%

Bias -0.21%

P25/P75 hit 45.8%

n 120

Rank #2 Candidate

Setting 3D · n=500

Median abs 2.57%

Bias -0.23%

P25/P75 hit 45.8%

n 120

Rank #3 Candidate

Setting 3D · n=40

Median abs 2.55%

Bias -0.01%

P25/P75 hit 44.2%

n 120

Rank #4 Candidate

Setting 3D · n=160

Median abs 2.6%

Bias -0.08%

P25/P75 hit 45%

n 120

Rank #5 Candidate

Setting 3D · n=240

Median abs 2.6%

Bias -0.17%

P25/P75 hit 45.8%

n 120

Rank #6 Candidate

Setting 3D · n=120

Median abs 2.65%

Bias -0.01%

P25/P75 hit 46.7%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 2.83%

Bias +0.04%

P25/P75 hit 50.4%

n 115

Rank #8 Candidate

Setting 5D · n=320

Median abs 2.83%

Bias -0.08%

P25/P75 hit 51.3%

n 115

Rank #9 Candidate

Setting 5D · n=500

Median abs 2.86%

Bias -0.20%

P25/P75 hit 51.3%

n 115

Rank #10 Candidate

Setting 5D · n=120

Median abs 2.98%

Bias +0.23%

P25/P75 hit 51.3%

n 115

Rank #11 Candidate

Setting 5D · n=160

Median abs 3.03%

Bias +0.19%

P25/P75 hit 51.3%

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: -0.70%

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: +0.00%

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	2.55%	3.29%	0.00%	45.8%	120	2.312
#2	3D	320	2.55%	3.26%	-0.21%	45.8%	120	2.333
#3	3D	500	2.57%	3.23%	-0.23%	45.8%	120	2.335
#4	3D	40	2.55%	3.39%	-0.01%	44.2%	120	2.353
#5	3D	160	2.6%	3.31%	-0.08%	45%	120	2.358
#6	3D	240	2.6%	3.28%	-0.17%	45.8%	120	2.359
#7	3D	120	2.65%	3.31%	-0.01%	46.7%	120	2.368
#8	5D	240	2.83%	3.85%	+0.04%	50.4%	115	2.643
#9	5D	320	2.83%	3.85%	-0.08%	51.3%	115	2.646
#10	5D	500	2.86%	3.82%	-0.20%	51.3%	115	2.669
#11	5D	120	2.98%	3.89%	+0.23%	51.3%	115	2.758
#12	5D	160	3.03%	3.89%	+0.19%	51.3%	115	2.777
#13	5D	80	2.98%	4.03%	+0.43%	49.6%	115	2.841
#14	5D	40	2.8%	4.27%	+0.57%	45.2%	115	2.867
#15	10D	500	3.3%	4.32%	+0.15%	62.7%	102	3.028
#16	10D	320	3.34%	4.41%	+0.39%	60.8%	102	3.12
#17	10D	240	3.48%	4.46%	+0.50%	62.7%	102	3.219
#18	15D	500	3.32%	4.58%	+0.88%	66.3%	86	3.229
#19	10D	120	3.52%	4.62%	+0.60%	64.7%	102	3.305
#20	10D	160	3.56%	4.61%	+0.62%	61.8%	102	3.332
#21	10D	80	3.55%	4.66%	+0.74%	57.8%	102	3.373
#22	10D	40	3.35%	4.85%	+1.08%	56.9%	102	3.392
#23	15D	320	3.85%	4.8%	+1.39%	65.1%	86	3.651
#24	20D	240	3.67%	4.98%	+2.11%	70.5%	78	3.718
#25	20D	320	3.94%	4.79%	+1.68%	71.8%	78	3.719
#26	20D	500	4.34%	4.71%	+1.11%	75.6%	78	3.796
#27	20D	160	3.97%	5.3%	+2.38%	71.8%	78	4.018
#28	15D	240	4.36%	5.06%	+1.72%	67.4%	86	4.04
#29	15D	160	4.31%	5.2%	+2.06%	64%	86	4.124
#30	15D	120	4.23%	5.29%	+2.29%	64%	86	4.15