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 2026-09-15

DOE calibrated as-of 2026-09-15

Window 2026-07-08 → 2026-09-08

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年9月16日上午7:45 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: 2026-09-15 · computed at: 2026年9月16日上午7:45 HKT

Median abs error2.52%

Mean abs error3.45%

Bias+0.21%

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 2.52%

Bias +0.21%

P25/P75 hit 47.5%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 2.61%

Bias -0.02%

P25/P75 hit 45%

n 120

Rank #2 Candidate

Setting 3D · n=500

Median abs 2.63%

Bias -0.04%

P25/P75 hit 44.2%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 2.65%

Bias +0.11%

P25/P75 hit 45%

n 120

Rank #4 Candidate

Setting 3D · n=240

Median abs 2.72%

Bias +0.02%

P25/P75 hit 45.8%

n 120

Rank #5 Candidate

Setting 3D · n=40

Median abs 2.6%

Bias +0.20%

P25/P75 hit 45%

n 120

Rank #6 Candidate

Setting 3D · n=120

Median abs 2.7%

Bias +0.18%

P25/P75 hit 46.7%

n 120

Rank #7 Candidate

Setting 5D · n=320

Median abs 2.95%

Bias +0.20%

P25/P75 hit 48.3%

n 120

Rank #8 Candidate

Setting 5D · n=240

Median abs 2.91%

Bias +0.33%

P25/P75 hit 48.3%

n 120

Rank #9 Candidate

Setting 5D · n=500

Median abs 3.01%

Bias +0.08%

P25/P75 hit 48.3%

n 120

Rank #10 Candidate

Setting 5D · n=120

Median abs 3.03%

Bias +0.51%

P25/P75 hit 49.2%

n 120

Rank #11 Candidate

Setting 5D · n=160

Median abs 3.06%

Bias +0.46%

P25/P75 hit 48.3%

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: -0.55%

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: +0.21%

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	2.52%	3.45%	+0.21%	47.5%	120	2.38
#2	3D	320	2.61%	3.41%	-0.02%	45%	120	2.389
#3	3D	500	2.63%	3.39%	-0.04%	44.2%	120	2.397
#4	3D	160	2.65%	3.47%	+0.11%	45%	120	2.444
#5	3D	240	2.72%	3.44%	+0.02%	45.8%	120	2.453
#6	3D	40	2.6%	3.55%	+0.20%	45%	120	2.46
#7	3D	120	2.7%	3.47%	+0.18%	46.7%	120	2.475
#8	5D	320	2.95%	4.14%	+0.20%	48.3%	120	2.833
#9	5D	240	2.91%	4.16%	+0.33%	48.3%	120	2.84
#10	5D	500	3.01%	4.13%	+0.08%	48.3%	120	2.842
#11	5D	120	3.03%	4.17%	+0.51%	49.2%	120	2.928
#12	5D	160	3.06%	4.19%	+0.46%	48.3%	120	2.945
#13	5D	80	3%	4.28%	+0.71%	49.2%	120	2.982
#14	5D	40	2.98%	4.51%	+0.86%	45.8%	120	3.083
#15	10D	500	3.42%	4.32%	+0.20%	62.7%	110	3.095
#16	10D	320	3.42%	4.41%	+0.44%	60.9%	110	3.167
#17	10D	240	3.51%	4.46%	+0.53%	62.7%	110	3.239
#18	10D	120	3.48%	4.56%	+0.62%	64.5%	110	3.268
#19	10D	160	3.66%	4.59%	+0.62%	61.8%	110	3.375
#20	10D	80	3.58%	4.64%	+0.80%	59.1%	110	3.386
#21	10D	40	3.35%	4.84%	+1.13%	55.5%	110	3.4
#22	15D	500	3.69%	4.96%	+0.06%	61.3%	93	3.437
#23	20D	240	3.79%	5.15%	+1.88%	68.8%	77	3.807
#24	20D	320	4.14%	5.03%	+1.42%	70.1%	77	3.868
#25	15D	320	4.28%	5.15%	+0.54%	61.3%	93	3.87
#26	20D	500	4.42%	4.99%	+0.78%	72.7%	77	3.892
#27	20D	160	3.98%	5.3%	+2.31%	70.1%	77	4.016
#28	15D	240	4.51%	5.37%	+0.80%	62.4%	93	4.099
#29	15D	120	4.43%	5.58%	+1.34%	61.3%	93	4.216
#30	15D	160	4.74%	5.52%	+1.15%	61.3%	93	4.321