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 2026-09-24

DOE calibrated as-of 2026-09-24

Window 2026-07-20 → 2026-09-21

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年9月25日上午7:47 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-07-20 → 2026-09-21 · anchors: 120 · latest snapshot: 2026-09-24 · computed at: 2026年9月25日上午7:47 HKT

Median abs error2.55%

Mean abs error3.77%

Bias+0.25%

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 2.55%

Bias +0.25%

P25/P75 hit 46.7%

n 120

Rank Best setting

Setting 3D · n=500

Median abs 2.67%

Bias +0.06%

P25/P75 hit 42.5%

n 120

Rank #2 Candidate

Setting 3D · n=80

Median abs 2.62%

Bias +0.24%

P25/P75 hit 45.8%

n 120

Rank #3 Candidate

Setting 3D · n=320

Median abs 2.77%

Bias +0.07%

P25/P75 hit 43.3%

n 120

Rank #4 Candidate

Setting 3D · n=160

Median abs 2.72%

Bias +0.19%

P25/P75 hit 43.3%

n 120

Rank #5 Candidate

Setting 3D · n=120

Median abs 2.78%

Bias +0.23%

P25/P75 hit 45%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.88%

Bias +0.11%

P25/P75 hit 44.2%

n 120

Rank #7 Candidate

Setting 5D · n=500

Median abs 2.89%

Bias -0.01%

P25/P75 hit 49.1%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 2.9%

Bias +0.13%

P25/P75 hit 49.1%

n 112

Rank #9 Candidate

Setting 5D · n=240

Median abs 2.93%

Bias +0.21%

P25/P75 hit 50%

n 112

Rank #10 Candidate

Setting 5D · n=40

Median abs 2.73%

Bias +0.62%

P25/P75 hit 46.4%

n 112

Rank #11 Candidate

Setting 5D · n=80

Median abs 3.05%

Bias +0.47%

P25/P75 hit 47.3%

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: -0.56%

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: +0.25%

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	2.55%	3.77%	+0.25%	46.7%	120	2.515
#2	3D	500	2.67%	3.68%	+0.06%	42.5%	120	2.526
#3	3D	80	2.62%	3.71%	+0.24%	45.8%	120	2.53
#4	3D	320	2.77%	3.69%	+0.07%	43.3%	120	2.579
#5	3D	160	2.72%	3.74%	+0.19%	43.3%	120	2.589
#6	3D	120	2.78%	3.73%	+0.23%	45%	120	2.618
#7	3D	240	2.88%	3.72%	+0.11%	44.2%	120	2.648
#8	5D	500	2.89%	4.23%	-0.01%	49.1%	112	2.804
#9	5D	320	2.9%	4.28%	+0.13%	49.1%	112	2.845
#10	5D	240	2.93%	4.31%	+0.21%	50%	112	2.88
#11	5D	40	2.73%	4.59%	+0.62%	46.4%	112	2.948
#12	5D	80	3.05%	4.4%	+0.47%	47.3%	112	3.017
#13	5D	160	3.15%	4.34%	+0.29%	47.3%	112	3.019
#14	5D	120	3.14%	4.33%	+0.33%	45.5%	112	3.021
#15	10D	500	3.35%	4.55%	-0.01%	60.4%	96	3.118
#16	10D	320	3.31%	4.65%	+0.22%	59.4%	96	3.167
#17	10D	240	3.53%	4.68%	+0.30%	60.4%	96	3.297
#18	10D	120	3.56%	4.8%	+0.44%	60.4%	96	3.375
#19	10D	160	3.66%	4.83%	+0.40%	57.3%	96	3.437
#20	10D	40	3.39%	5.14%	+0.95%	51%	96	3.509
#21	10D	80	3.71%	4.92%	+0.67%	56.3%	96	3.537
#22	15D	500	4.46%	5.4%	-0.47%	52.9%	85	4.058
#23	15D	320	4.58%	5.52%	-0.04%	55.3%	85	4.09
#24	20D	500	4.52%	5.97%	+0.15%	55.3%	76	4.234
#25	20D	160	4.2%	5.91%	+1.57%	63.2%	76	4.246
#26	15D	240	5.09%	5.72%	+0.22%	55.3%	85	4.442
#27	15D	160	4.95%	5.91%	+0.58%	54.1%	85	4.495
#28	20D	320	4.96%	5.89%	+0.70%	56.6%	76	4.505
#29	15D	120	4.96%	5.95%	+0.77%	57.6%	85	4.534
#30	20D	240	4.93%	5.89%	+1.06%	55.3%	76	4.547