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 2026-09-14

DOE calibrated as-of 2026-09-14

Window 2026-07-08 → 2026-09-08

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年9月15日上午7:46 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=80

DOE results snapshot · Window: 2026-07-08 → 2026-09-08 · anchors: 120 · latest snapshot: 2026-09-14 · computed at: 2026年9月15日上午7:46 HKT

Median abs error2.54%

Mean abs error3.37%

Bias+0.17%

Inside P25/P7547.5%

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 2.54%

Bias +0.17%

P25/P75 hit 47.5%

n 120

Rank Best setting

Setting 3D · n=40

Median abs 2.47%

Bias +0.14%

P25/P75 hit 46.7%

n 120

Rank #2 Candidate

Setting 3D · n=320

Median abs 2.61%

Bias -0.02%

P25/P75 hit 43.3%

n 120

Rank #3 Candidate

Setting 3D · n=500

Median abs 2.63%

Bias -0.04%

P25/P75 hit 44.2%

n 120

Rank #4 Candidate

Setting 3D · n=160

Median abs 2.6%

Bias +0.11%

P25/P75 hit 45%

n 120

Rank #5 Candidate

Setting 3D · n=120

Median abs 2.66%

Bias +0.17%

P25/P75 hit 47.5%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.73%

Bias +0.02%

P25/P75 hit 45.8%

n 120

Rank #7 Candidate

Setting 5D · n=320

Median abs 2.91%

Bias +0.11%

P25/P75 hit 49.1%

n 116

Rank #8 Candidate

Setting 5D · n=500

Median abs 2.96%

Bias -0.01%

P25/P75 hit 50%

n 116

Rank #9 Candidate

Setting 5D · n=240

Median abs 2.91%

Bias +0.23%

P25/P75 hit 47.4%

n 116

Rank #10 Candidate

Setting 5D · n=120

Median abs 3.01%

Bias +0.38%

P25/P75 hit 49.1%

n 116

Rank #11 Candidate

Setting 5D · n=160

Median abs 3.04%

Bias +0.34%

P25/P75 hit 50%

n 116

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: -0.55%

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: +0.17%

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	2.54%	3.37%	+0.17%	47.5%	120	2.356
#2	3D	40	2.47%	3.48%	+0.14%	46.7%	120	2.357
#3	3D	320	2.61%	3.41%	-0.02%	43.3%	120	2.393
#4	3D	500	2.63%	3.39%	-0.04%	44.2%	120	2.397
#5	3D	160	2.6%	3.45%	+0.11%	45%	120	2.412
#6	3D	120	2.66%	3.44%	+0.17%	47.5%	120	2.441
#7	3D	240	2.73%	3.43%	+0.02%	45.8%	120	2.454
#8	5D	320	2.91%	3.94%	+0.11%	49.1%	116	2.728
#9	5D	500	2.96%	3.94%	-0.01%	50%	116	2.736
#10	5D	240	2.91%	3.95%	+0.23%	47.4%	116	2.754
#11	5D	120	3.01%	3.96%	+0.38%	49.1%	116	2.825
#12	5D	160	3.04%	3.95%	+0.34%	50%	116	2.829
#13	5D	80	3%	4.05%	+0.60%	48.3%	116	2.887
#14	5D	40	2.94%	4.26%	+0.71%	45.7%	116	2.953
#15	10D	500	3.34%	4.21%	+0.24%	62.3%	106	3.024
#16	10D	320	3.33%	4.31%	+0.49%	61.3%	106	3.094
#17	10D	240	3.48%	4.36%	+0.60%	63.2%	106	3.198
#18	10D	120	3.47%	4.47%	+0.64%	65.1%	106	3.233
#19	15D	500	3.35%	4.86%	+0.37%	65.2%	89	3.269
#20	10D	160	3.57%	4.48%	+0.70%	61.3%	106	3.305
#21	10D	80	3.58%	4.51%	+0.76%	60.4%	106	3.332
#22	10D	40	3.34%	4.68%	+1.10%	55.7%	106	3.334
#23	20D	320	3.73%	4.66%	+1.64%	71.2%	73	3.564
#24	20D	240	3.48%	4.83%	+2.08%	71.2%	73	3.565
#25	20D	500	4.18%	4.56%	+1.03%	76.7%	73	3.649
#26	15D	320	4.08%	5.06%	+0.83%	61.8%	89	3.781
#27	20D	160	3.9%	5.13%	+2.39%	72.6%	73	3.923
#28	15D	240	4.43%	5.3%	+1.12%	65.2%	89	4.075
#29	15D	160	4.4%	5.48%	+1.45%	61.8%	89	4.181
#30	15D	120	4.57%	5.53%	+1.61%	61.8%	89	4.308