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 2026-09-17

DOE calibrated as-of 2026-09-17

Window 2026-07-10 → 2026-09-14

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年9月18日上午7:46 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=80

DOE results snapshot · Window: 2026-07-10 → 2026-09-14 · anchors: 120 · latest snapshot: 2026-09-17 · computed at: 2026年9月18日上午7:46 HKT

Median abs error2.46%

Mean abs error3.42%

Bias-0.08%

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 2.46%

Bias -0.08%

P25/P75 hit 48.3%

n 120

Rank Best setting

Setting 3D · n=40

Median abs 2.45%

Bias -0.13%

P25/P75 hit 46.7%

n 120

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.57%

Bias -0.11%

P25/P75 hit 46.7%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 2.6%

Bias -0.17%

P25/P75 hit 45.8%

n 120

Rank #4 Candidate

Setting 3D · n=320

Median abs 2.63%

Bias -0.29%

P25/P75 hit 45.8%

n 120

Rank #5 Candidate

Setting 3D · n=500

Median abs 2.63%

Bias -0.32%

P25/P75 hit 45%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.69%

Bias -0.27%

P25/P75 hit 46.7%

n 120

Rank #7 Candidate

Setting 5D · n=500

Median abs 2.89%

Bias -0.02%

P25/P75 hit 50%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 2.87%

Bias +0.09%

P25/P75 hit 50%

n 112

Rank #9 Candidate

Setting 5D · n=240

Median abs 2.95%

Bias +0.19%

P25/P75 hit 48.2%

n 112

Rank #10 Candidate

Setting 5D · n=160

Median abs 3.07%

Bias +0.30%

P25/P75 hit 49.1%

n 112

Rank #11 Candidate

Setting 5D · n=120

Median abs 3.12%

Bias +0.35%

P25/P75 hit 48.2%

n 112

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: -0.86%

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: -0.08%

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	2.46%	3.42%	-0.08%	48.3%	120	2.318
#2	3D	40	2.45%	3.48%	-0.13%	46.7%	120	2.346
#3	3D	120	2.57%	3.45%	-0.11%	46.7%	120	2.392
#4	3D	160	2.6%	3.45%	-0.17%	45.8%	120	2.419
#5	3D	320	2.63%	3.42%	-0.29%	45.8%	120	2.441
#6	3D	500	2.63%	3.41%	-0.32%	45%	120	2.444
#7	3D	240	2.69%	3.44%	-0.27%	46.7%	120	2.473
#8	5D	500	2.89%	4.1%	-0.02%	50%	112	2.758
#9	5D	320	2.87%	4.13%	+0.09%	50%	112	2.769
#10	5D	240	2.95%	4.16%	+0.19%	48.2%	112	2.839
#11	5D	160	3.07%	4.17%	+0.30%	49.1%	112	2.917
#12	5D	120	3.12%	4.18%	+0.35%	48.2%	112	2.955
#13	5D	80	3.05%	4.27%	+0.56%	47.3%	112	2.985
#14	5D	40	2.85%	4.5%	+0.70%	45.5%	112	2.991
#15	10D	500	3.35%	4.16%	-0.13%	62.7%	102	2.994
#16	10D	320	3.31%	4.26%	+0.11%	61.8%	102	3.008
#17	10D	240	3.44%	4.3%	+0.23%	62.7%	102	3.103
#18	10D	120	3.5%	4.41%	+0.35%	65.7%	102	3.182
#19	10D	160	3.56%	4.43%	+0.34%	62.7%	102	3.225
#20	10D	80	3.48%	4.49%	+0.58%	59.8%	102	3.249
#21	10D	40	3.39%	4.73%	+0.84%	54.9%	102	3.339
#22	15D	500	3.73%	4.98%	-0.20%	60.2%	93	3.488
#23	15D	320	4.08%	5.11%	+0.27%	60.2%	93	3.719
#24	20D	240	3.79%	5.22%	+1.13%	66.2%	77	3.726
#25	20D	500	4.33%	5.19%	+0.05%	66.2%	77	3.823
#26	20D	320	4.29%	5.18%	+0.67%	67.5%	77	3.89
#27	20D	160	3.98%	5.42%	+1.62%	68.8%	77	3.958
#28	15D	240	4.43%	5.32%	+0.54%	62.4%	93	4.002
#29	15D	120	4.43%	5.48%	+1.08%	60.2%	93	4.145
#30	15D	160	4.56%	5.45%	+0.89%	60.2%	93	4.171