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 2026-09-22

DOE calibrated as-of 2026-09-22

Window 2026-07-15 → 2026-09-17

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年9月23日上午7:54 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-07-15 → 2026-09-17 · anchors: 120 · latest snapshot: 2026-09-22 · computed at: 2026年9月23日上午7:54 HKT

Median abs error2.36%

Mean abs error3.53%

Bias-0.15%

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=40

Median abs 2.36%

Bias -0.15%

P25/P75 hit 48.3%

n 120

Rank Best setting

Setting 3D · n=80

Median abs 2.46%

Bias -0.16%

P25/P75 hit 48.3%

n 120

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.49%

Bias -0.16%

P25/P75 hit 48.3%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 2.55%

Bias -0.19%

P25/P75 hit 45.8%

n 120

Rank #4 Candidate

Setting 3D · n=320

Median abs 2.56%

Bias -0.32%

P25/P75 hit 45.8%

n 120

Rank #5 Candidate

Setting 3D · n=500

Median abs 2.57%

Bias -0.33%

P25/P75 hit 44.2%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.59%

Bias -0.29%

P25/P75 hit 46.7%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 2.62%

Bias -0.03%

P25/P75 hit 50.9%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 2.71%

Bias -0.12%

P25/P75 hit 52.7%

n 112

Rank #9 Candidate

Setting 5D · n=500

Median abs 2.71%

Bias -0.25%

P25/P75 hit 53.6%

n 112

Rank #10 Candidate

Setting 5D · n=160

Median abs 2.83%

Bias +0.06%

P25/P75 hit 51.8%

n 112

Rank #11 Candidate

Setting 5D · n=120

Median abs 2.84%

Bias +0.08%

P25/P75 hit 50.9%

n 112

Rank #12 Candidate

Best setting 3D · n=40: 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: -0.88%

Best setting 3D · n=40: 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: -0.15%

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	40	2.36%	3.53%	-0.15%	48.3%	120	2.317
#2	3D	80	2.46%	3.46%	-0.16%	48.3%	120	2.344
#3	3D	120	2.49%	3.48%	-0.16%	48.3%	120	2.366
#4	3D	160	2.55%	3.51%	-0.19%	45.8%	120	2.418
#5	3D	320	2.56%	3.47%	-0.32%	45.8%	120	2.428
#6	3D	500	2.57%	3.47%	-0.33%	44.2%	120	2.439
#7	3D	240	2.59%	3.5%	-0.29%	46.7%	120	2.447
#8	5D	240	2.62%	4.03%	-0.03%	50.9%	112	2.598
#9	5D	320	2.71%	4%	-0.12%	52.7%	112	2.641
#10	5D	500	2.71%	3.97%	-0.25%	53.6%	112	2.648
#11	5D	160	2.83%	4.05%	+0.06%	51.8%	112	2.712
#12	5D	120	2.84%	4.04%	+0.08%	50.9%	112	2.719
#13	5D	40	2.6%	4.29%	+0.34%	49.1%	112	2.73
#14	5D	80	2.88%	4.11%	+0.22%	50.9%	112	2.784
#15	10D	500	3.41%	4.38%	-0.01%	61.2%	103	3.087
#16	10D	320	3.33%	4.5%	+0.23%	59.2%	103	3.127
#17	10D	240	3.49%	4.49%	+0.33%	61.2%	103	3.213
#18	10D	120	3.5%	4.61%	+0.44%	62.1%	103	3.274
#19	10D	160	3.64%	4.66%	+0.43%	58.3%	103	3.37
#20	10D	80	3.56%	4.71%	+0.64%	58.3%	103	3.379
#21	10D	40	3.41%	4.94%	+0.86%	53.4%	103	3.43
#22	20D	320	3.82%	5.23%	+0.85%	65.8%	76	3.704
#23	20D	240	3.78%	5.26%	+1.21%	63.2%	76	3.754
#24	15D	500	4.11%	5.26%	-0.67%	57%	93	3.854
#25	20D	500	4.26%	5.3%	+0.21%	64.5%	76	3.855
#26	20D	160	3.97%	5.39%	+1.67%	68.4%	76	3.951
#27	15D	320	4.46%	5.36%	-0.23%	58.1%	93	3.995
#28	15D	240	4.69%	5.54%	+0.03%	59.1%	93	4.141
#29	20D	80	4.25%	5.68%	+2.06%	67.1%	76	4.254
#30	15D	160	4.75%	5.7%	+0.33%	58.1%	93	4.274