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 2026-09-16

DOE calibrated as-of 2026-09-16

Window 2026-07-09 → 2026-09-11

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年9月17日上午7:45 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=80

DOE results snapshot · Window: 2026-07-09 → 2026-09-11 · anchors: 120 · latest snapshot: 2026-09-16 · computed at: 2026年9月17日上午7:45 HKT

Median abs error2.49%

Mean abs error3.44%

Bias-0.04%

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 2.49%

Bias -0.04%

P25/P75 hit 48.3%

n 120

Rank Best setting

Setting 3D · n=40

Median abs 2.42%

Bias -0.08%

P25/P75 hit 45.8%

n 120

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.54%

Bias -0.07%

P25/P75 hit 47.5%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 2.55%

Bias -0.13%

P25/P75 hit 45.8%

n 120

Rank #4 Candidate

Setting 3D · n=320

Median abs 2.61%

Bias -0.26%

P25/P75 hit 45%

n 120

Rank #5 Candidate

Setting 3D · n=500

Median abs 2.62%

Bias -0.29%

P25/P75 hit 45%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.71%

Bias -0.22%

P25/P75 hit 46.7%

n 120

Rank #7 Candidate

Setting 5D · n=500

Median abs 2.95%

Bias +0.03%

P25/P75 hit 49.1%

n 116

Rank #8 Candidate

Setting 5D · n=320

Median abs 2.89%

Bias +0.16%

P25/P75 hit 48.3%

n 116

Rank #9 Candidate

Setting 5D · n=240

Median abs 2.95%

Bias +0.27%

P25/P75 hit 46.6%

n 116

Rank #10 Candidate

Setting 10D · n=500

Median abs 3.24%

Bias -0.05%

P25/P75 hit 64.2%

n 106

Rank #11 Candidate

Setting 5D · n=160

Median abs 3.09%

Bias +0.40%

P25/P75 hit 48.3%

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: -0.83%

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: -0.04%

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	2.49%	3.44%	-0.04%	48.3%	120	2.334
#2	3D	40	2.42%	3.54%	-0.08%	45.8%	120	2.347
#3	3D	120	2.54%	3.47%	-0.07%	47.5%	120	2.376
#4	3D	160	2.55%	3.48%	-0.13%	45.8%	120	2.398
#5	3D	320	2.61%	3.44%	-0.26%	45%	120	2.436
#6	3D	500	2.62%	3.42%	-0.29%	45%	120	2.438
#7	3D	240	2.71%	3.46%	-0.22%	46.7%	120	2.482
#8	5D	500	2.95%	4.15%	+0.03%	49.1%	116	2.809
#9	5D	320	2.89%	4.18%	+0.16%	48.3%	116	2.811
#10	5D	240	2.95%	4.2%	+0.27%	46.6%	116	2.869
#11	10D	500	3.24%	4.15%	-0.05%	64.2%	106	2.92
#12	5D	160	3.09%	4.23%	+0.40%	48.3%	116	2.965
#13	5D	80	3.06%	4.31%	+0.65%	46.6%	116	3.02
#14	10D	320	3.33%	4.25%	+0.19%	62.3%	106	3.025
#15	5D	120	3.23%	4.22%	+0.43%	49.1%	116	3.034
#16	5D	40	2.96%	4.54%	+0.77%	45.7%	116	3.07
#17	10D	240	3.47%	4.28%	+0.29%	64.2%	106	3.116
#18	10D	120	3.46%	4.41%	+0.39%	66%	106	3.167
#19	10D	80	3.48%	4.45%	+0.58%	60.4%	106	3.234
#20	10D	160	3.59%	4.44%	+0.39%	62.3%	106	3.252
#21	10D	40	3.35%	4.68%	+0.90%	55.7%	106	3.309
#22	15D	500	3.72%	4.94%	-0.30%	61.3%	93	3.481
#23	15D	320	4.08%	5.09%	+0.16%	61.3%	93	3.692
#24	20D	240	3.79%	5.11%	+1.54%	66.2%	77	3.749
#25	20D	500	4.33%	5.01%	+0.47%	68.8%	77	3.817
#26	20D	320	4.28%	5.03%	+1.08%	68.8%	77	3.891
#27	20D	160	3.96%	5.29%	+2.01%	70.1%	77	3.958
#28	15D	240	4.51%	5.3%	+0.42%	62.4%	93	4.017
#29	15D	160	4.47%	5.43%	+0.75%	61.3%	93	4.095
#30	15D	120	4.43%	5.51%	+0.97%	61.3%	93	4.136