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 2026-09-10

DOE calibrated as-of 2026-09-10

Window 2026-07-07 → 2026-09-04

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年9月11日上午7:47 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=80

DOE results snapshot · Window: 2026-07-07 → 2026-09-04 · anchors: 120 · latest snapshot: 2026-09-10 · computed at: 2026年9月11日上午7:47 HKT

Median abs error2.55%

Mean abs error3.24%

Bias-0.03%

Inside P25/P7546.7%

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 -0.03%

P25/P75 hit 46.7%

n 120

Rank Best setting

Setting 3D · n=120

Median abs 2.56%

Bias -0.02%

P25/P75 hit 45.8%

n 120

Rank #2 Candidate

Setting 3D · n=40

Median abs 2.5%

Bias -0.03%

P25/P75 hit 45%

n 120

Rank #3 Candidate

Setting 3D · n=320

Median abs 2.53%

Bias -0.21%

P25/P75 hit 45%

n 120

Rank #4 Candidate

Setting 3D · n=500

Median abs 2.56%

Bias -0.23%

P25/P75 hit 45.8%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.6%

Bias -0.09%

P25/P75 hit 45%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.61%

Bias -0.18%

P25/P75 hit 45.8%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 2.87%

Bias +0.07%

P25/P75 hit 48.7%

n 115

Rank #8 Candidate

Setting 5D · n=320

Median abs 2.9%

Bias -0.06%

P25/P75 hit 49.6%

n 115

Rank #9 Candidate

Setting 5D · n=500

Median abs 2.9%

Bias -0.17%

P25/P75 hit 50.4%

n 115

Rank #10 Candidate

Setting 5D · n=120

Median abs 2.98%

Bias +0.24%

P25/P75 hit 49.6%

n 115

Rank #11 Candidate

Setting 5D · n=160

Median abs 3.03%

Bias +0.18%

P25/P75 hit 48.7%

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: -0.03%

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%	3.24%	-0.03%	46.7%	120	2.297
#2	3D	120	2.56%	3.29%	-0.02%	45.8%	120	2.32
#3	3D	40	2.5%	3.37%	-0.03%	45%	120	2.322
#4	3D	320	2.53%	3.26%	-0.21%	45%	120	2.325
#5	3D	500	2.56%	3.24%	-0.23%	45.8%	120	2.334
#6	3D	160	2.6%	3.31%	-0.09%	45%	120	2.36
#7	3D	240	2.61%	3.28%	-0.18%	45.8%	120	2.366
#8	5D	240	2.87%	3.87%	+0.07%	48.7%	115	2.678
#9	5D	320	2.9%	3.85%	-0.06%	49.6%	115	2.682
#10	5D	500	2.9%	3.84%	-0.17%	50.4%	115	2.694
#11	5D	120	2.98%	3.89%	+0.24%	49.6%	115	2.763
#12	5D	160	3.03%	3.88%	+0.18%	48.7%	115	2.778
#13	5D	40	2.77%	4.21%	+0.54%	45.2%	115	2.827
#14	5D	80	2.98%	4.02%	+0.45%	49.6%	115	2.84
#15	10D	500	3.43%	4.31%	+0.02%	61%	105	3.074
#16	10D	320	3.4%	4.41%	+0.26%	60%	105	3.133
#17	10D	240	3.48%	4.45%	+0.35%	61.9%	105	3.195
#18	10D	120	3.5%	4.59%	+0.43%	62.9%	105	3.264
#19	15D	500	3.37%	4.85%	+0.35%	62.9%	89	3.278
#20	10D	40	3.36%	4.76%	+0.83%	56.2%	105	3.33
#21	10D	160	3.67%	4.6%	+0.46%	61%	105	3.362
#22	10D	80	3.86%	4.65%	+0.53%	58.1%	105	3.492
#23	20D	320	3.73%	4.81%	+1.63%	71.4%	77	3.614
#24	20D	240	3.48%	4.98%	+2.06%	70.1%	77	3.617
#25	20D	500	4.18%	4.72%	+1.05%	75.3%	77	3.711
#26	15D	320	4.08%	5.06%	+0.82%	61.8%	89	3.779
#27	20D	160	3.95%	5.27%	+2.30%	70.1%	77	3.989
#28	15D	240	4.43%	5.27%	+1.11%	64%	89	4.066
#29	15D	120	4.53%	5.48%	+1.59%	61.8%	89	4.267
#30	20D	120	4.42%	5.44%	+2.37%	70.1%	77	4.294