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 2026-09-18

DOE calibrated as-of 2026-09-18

Window 2026-07-10 → 2026-09-14

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年9月19日上午7:47 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=80

DOE results snapshot · Window: 2026-07-10 → 2026-09-14 · anchors: 120 · latest snapshot: 2026-09-18 · computed at: 2026年9月19日上午7:47 HKT

Median abs error2.46%

Mean abs error3.37%

Bias-0.14%

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 -0.14%

P25/P75 hit 48.3%

n 120

Rank Best setting

Setting 3D · n=40

Median abs 2.49%

Bias -0.13%

P25/P75 hit 46.7%

n 120

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.61%

Bias -0.13%

P25/P75 hit 48.3%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 2.6%

Bias -0.18%

P25/P75 hit 45.8%

n 120

Rank #4 Candidate

Setting 3D · n=500

Median abs 2.63%

Bias -0.33%

P25/P75 hit 45%

n 120

Rank #5 Candidate

Setting 3D · n=320

Median abs 2.63%

Bias -0.30%

P25/P75 hit 45%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.7%

Bias -0.28%

P25/P75 hit 46.7%

n 120

Rank #7 Candidate

Setting 5D · n=320

Median abs 2.73%

Bias +0.09%

P25/P75 hit 51.7%

n 116

Rank #8 Candidate

Setting 5D · n=500

Median abs 2.85%

Bias -0.04%

P25/P75 hit 52.6%

n 116

Rank #9 Candidate

Setting 5D · n=240

Median abs 2.76%

Bias +0.19%

P25/P75 hit 50.9%

n 116

Rank #10 Candidate

Setting 5D · n=160

Median abs 2.84%

Bias +0.29%

P25/P75 hit 51.7%

n 116

Rank #11 Candidate

Setting 5D · n=120

Median abs 2.87%

Bias +0.33%

P25/P75 hit 50.9%

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: -0.86%

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: -0.14%

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%	3.37%	-0.14%	48.3%	120	2.31
#2	3D	40	2.49%	3.49%	-0.13%	46.7%	120	2.369
#3	3D	120	2.61%	3.44%	-0.13%	48.3%	120	2.408
#4	3D	160	2.6%	3.45%	-0.18%	45.8%	120	2.42
#5	3D	500	2.63%	3.4%	-0.33%	45%	120	2.442
#6	3D	320	2.63%	3.42%	-0.30%	45%	120	2.444
#7	3D	240	2.7%	3.43%	-0.28%	46.7%	120	2.476
#8	5D	320	2.73%	4.02%	+0.09%	51.7%	116	2.656
#9	5D	500	2.85%	3.99%	-0.04%	52.6%	116	2.696
#10	5D	240	2.76%	4.06%	+0.19%	50.9%	116	2.702
#11	5D	160	2.84%	4.04%	+0.29%	51.7%	116	2.748
#12	5D	120	2.87%	4.06%	+0.33%	50.9%	116	2.778
#13	5D	80	2.86%	4.11%	+0.48%	50.9%	116	2.813
#14	5D	40	2.66%	4.33%	+0.60%	47.4%	116	2.817
#15	10D	500	3.29%	4.16%	-0.03%	62.6%	107	2.949
#16	10D	320	3.28%	4.25%	+0.21%	61.7%	107	3.005
#17	10D	240	3.47%	4.3%	+0.31%	63.6%	107	3.128
#18	10D	120	3.5%	4.41%	+0.36%	66.4%	107	3.182
#19	10D	160	3.61%	4.43%	+0.38%	64.5%	107	3.251
#20	10D	80	3.54%	4.49%	+0.56%	60.7%	107	3.274
#21	10D	40	3.36%	4.65%	+0.84%	55.1%	107	3.296
#22	15D	500	3.76%	4.97%	-0.17%	60.6%	94	3.493
#23	15D	320	4.09%	5.1%	+0.29%	60.6%	94	3.722
#24	20D	240	3.8%	5.25%	+1.09%	64.9%	77	3.739
#25	20D	320	4.28%	5.18%	+0.64%	67.5%	77	3.88
#26	20D	500	4.48%	5.2%	+0.05%	66.2%	77	3.902
#27	15D	240	4.39%	5.31%	+0.55%	61.7%	94	3.982
#28	20D	160	4.12%	5.37%	+1.56%	68.8%	77	4.002
#29	15D	120	4.47%	5.46%	+1.02%	60.6%	94	4.147
#30	15D	160	4.56%	5.43%	+0.89%	60.6%	94	4.162