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 2026-09-21

DOE calibrated as-of 2026-09-21

Window 2026-07-13 → 2026-09-16

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年9月22日上午7:44 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=120

DOE results snapshot · Window: 2026-07-13 → 2026-09-16 · anchors: 120 · latest snapshot: 2026-09-21 · computed at: 2026年9月22日上午7:44 HKT

Median abs error2.46%

Mean abs error3.42%

Bias-0.31%

Inside P25/P7549.2%

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=120

Median abs 2.46%

Bias -0.31%

P25/P75 hit 49.2%

n 120

Rank Best setting

Setting 3D · n=40

Median abs 2.42%

Bias -0.32%

P25/P75 hit 46.7%

n 120

Rank #2 Candidate

Setting 3D · n=80

Median abs 2.49%

Bias -0.32%

P25/P75 hit 47.5%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 2.51%

Bias -0.36%

P25/P75 hit 45.8%

n 120

Rank #4 Candidate

Setting 3D · n=500

Median abs 2.55%

Bias -0.49%

P25/P75 hit 44.2%

n 120

Rank #5 Candidate

Setting 3D · n=320

Median abs 2.57%

Bias -0.48%

P25/P75 hit 45.8%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.6%

Bias -0.45%

P25/P75 hit 46.7%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 2.55%

Bias -0.02%

P25/P75 hit 50%

n 116

Rank #8 Candidate

Setting 5D · n=500

Median abs 2.69%

Bias -0.23%

P25/P75 hit 53.4%

n 116

Rank #9 Candidate

Setting 5D · n=320

Median abs 2.7%

Bias -0.11%

P25/P75 hit 51.7%

n 116

Rank #10 Candidate

Setting 5D · n=160

Median abs 2.83%

Bias +0.07%

P25/P75 hit 51.7%

n 116

Rank #11 Candidate

Setting 5D · n=120

Median abs 2.85%

Bias +0.09%

P25/P75 hit 50.9%

n 116

Rank #12 Candidate

Best setting 3D · n=120: 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: -1.01%

Best setting 3D · n=120: 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: -0.31%

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	120	2.46%	3.42%	-0.31%	49.2%	120	2.35
#2	3D	40	2.42%	3.5%	-0.32%	46.7%	120	2.366
#3	3D	80	2.49%	3.41%	-0.32%	47.5%	120	2.368
#4	3D	160	2.51%	3.44%	-0.36%	45.8%	120	2.398
#5	3D	500	2.55%	3.39%	-0.49%	44.2%	120	2.425
#6	3D	320	2.57%	3.41%	-0.48%	45.8%	120	2.436
#7	3D	240	2.6%	3.43%	-0.45%	46.7%	120	2.451
#8	5D	240	2.55%	4.02%	-0.02%	50%	116	2.56
#9	5D	500	2.69%	3.96%	-0.23%	53.4%	116	2.632
#10	5D	320	2.7%	3.99%	-0.11%	51.7%	116	2.634
#11	5D	160	2.83%	4.03%	+0.07%	51.7%	116	2.707
#12	5D	120	2.85%	4.04%	+0.09%	50.9%	116	2.725
#13	5D	40	2.63%	4.33%	+0.32%	47.4%	116	2.76
#14	5D	80	2.85%	4.13%	+0.22%	50%	116	2.778
#15	10D	500	3.19%	4.07%	+0.03%	63.1%	103	2.866
#16	10D	320	3.27%	4.19%	+0.25%	60.2%	103	2.989
#17	10D	240	3.46%	4.2%	+0.33%	63.1%	103	3.092
#18	10D	120	3.43%	4.3%	+0.42%	66%	103	3.118
#19	10D	80	3.41%	4.4%	+0.61%	59.2%	103	3.189
#20	10D	160	3.64%	4.35%	+0.41%	63.1%	103	3.246
#21	10D	40	3.36%	4.63%	+0.81%	57.3%	103	3.279
#22	15D	500	3.82%	4.89%	-0.48%	61.3%	93	3.54
#23	15D	320	4.32%	5.02%	-0.01%	61.3%	93	3.765
#24	20D	240	3.82%	5.35%	+1.36%	64.5%	76	3.825
#25	20D	320	4.05%	5.31%	+0.97%	67.1%	76	3.861
#26	15D	240	4.43%	5.2%	+0.24%	61.3%	93	3.918
#27	20D	500	4.46%	5.34%	+0.33%	65.8%	76	3.984
#28	15D	120	4.43%	5.36%	+0.68%	61.3%	93	4.04
#29	20D	160	4.06%	5.46%	+1.81%	68.4%	76	4.041
#30	15D	80	4.36%	5.54%	+0.82%	63.4%	93	4.084