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 2026-09-23

DOE calibrated as-of 2026-09-23

Window 2026-07-16 → 2026-09-18

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年9月24日上午7:46 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-07-16 → 2026-09-18 · anchors: 120 · latest snapshot: 2026-09-23 · computed at: 2026年9月24日上午7:46 HKT

Median abs error2.42%

Mean abs error3.72%

Bias-0.02%

Inside P25/P7546.7%

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 2.42%

Bias -0.02%

P25/P75 hit 46.7%

n 120

Rank Best setting

Setting 3D · n=80

Median abs 2.59%

Bias -0.03%

P25/P75 hit 46.7%

n 120

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.61%

Bias -0.03%

P25/P75 hit 45.8%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 2.6%

Bias -0.06%

P25/P75 hit 44.2%

n 120

Rank #4 Candidate

Setting 3D · n=500

Median abs 2.67%

Bias -0.19%

P25/P75 hit 42.5%

n 120

Rank #5 Candidate

Setting 3D · n=320

Median abs 2.75%

Bias -0.17%

P25/P75 hit 43.3%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.79%

Bias -0.15%

P25/P75 hit 45%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 2.79%

Bias -0.08%

P25/P75 hit 49.1%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 2.8%

Bias -0.16%

P25/P75 hit 50.9%

n 112

Rank #9 Candidate

Setting 5D · n=500

Median abs 2.82%

Bias -0.28%

P25/P75 hit 51.8%

n 112

Rank #10 Candidate

Setting 5D · n=120

Median abs 2.93%

Bias +0.03%

P25/P75 hit 49.1%

n 112

Rank #11 Candidate

Setting 5D · n=40

Median abs 2.7%

Bias +0.29%

P25/P75 hit 45.5%

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: -0.76%

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: -0.02%

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	2.42%	3.72%	-0.02%	46.7%	120	2.398
#2	3D	80	2.59%	3.65%	-0.03%	46.7%	120	2.46
#3	3D	120	2.61%	3.67%	-0.03%	45.8%	120	2.48
#4	3D	160	2.6%	3.69%	-0.06%	44.2%	120	2.49
#5	3D	500	2.67%	3.65%	-0.19%	42.5%	120	2.535
#6	3D	320	2.75%	3.66%	-0.17%	43.3%	120	2.573
#7	3D	240	2.79%	3.69%	-0.15%	45%	120	2.597
#8	5D	240	2.79%	4.08%	-0.08%	49.1%	112	2.712
#9	5D	320	2.8%	4.06%	-0.16%	50.9%	112	2.718
#10	5D	500	2.82%	4.03%	-0.28%	51.8%	112	2.733
#11	5D	120	2.93%	4.1%	+0.03%	49.1%	112	2.782
#12	5D	40	2.7%	4.41%	+0.29%	45.5%	112	2.823
#13	5D	160	3.03%	4.12%	+0.01%	50%	112	2.834
#14	5D	80	2.96%	4.2%	+0.17%	48.2%	112	2.855
#15	10D	500	3.29%	4.35%	+0.08%	62.6%	99	3.023
#16	10D	320	3.29%	4.47%	+0.31%	60.6%	99	3.105
#17	10D	240	3.46%	4.46%	+0.40%	61.6%	99	3.197
#18	10D	120	3.46%	4.59%	+0.52%	62.6%	99	3.258
#19	10D	160	3.64%	4.64%	+0.48%	59.6%	99	3.367
#20	10D	80	3.55%	4.7%	+0.74%	58.6%	99	3.385
#21	10D	40	3.36%	4.97%	+1.00%	53.5%	99	3.436
#22	15D	500	4.2%	5.31%	-0.62%	57.3%	89	3.908
#23	20D	240	4.18%	5.42%	+0.98%	61.8%	76	3.979
#24	15D	320	4.51%	5.41%	-0.17%	57.3%	89	4.031
#25	20D	500	4.52%	5.53%	+0.07%	59.2%	76	4.058
#26	20D	160	4.14%	5.53%	+1.46%	64.5%	76	4.063
#27	20D	320	4.42%	5.45%	+0.66%	60.5%	76	4.065
#28	15D	240	4.69%	5.59%	+0.08%	58.4%	89	4.167
#29	15D	160	4.68%	5.76%	+0.37%	57.3%	89	4.268
#30	20D	80	4.39%	5.79%	+1.90%	64.5%	76	4.345