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 2026-09-25

DOE calibrated as-of 2026-09-25

Window 2026-07-20 → 2026-09-21

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年9月28日上午7:45 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: 2026-09-25 · computed at: 2026年9月28日上午7:45 HKT

Median abs error2.55%

Mean abs error3.76%

Bias+0.23%

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 +0.23%

P25/P75 hit 46.7%

n 120

Rank Best setting

Setting 3D · n=500

Median abs 2.66%

Bias +0.06%

P25/P75 hit 42.5%

n 120

Rank #2 Candidate

Setting 3D · n=80

Median abs 2.64%

Bias +0.23%

P25/P75 hit 45.8%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 2.66%

Bias +0.19%

P25/P75 hit 43.3%

n 120

Rank #4 Candidate

Setting 3D · n=320

Median abs 2.76%

Bias +0.07%

P25/P75 hit 43.3%

n 120

Rank #5 Candidate

Setting 3D · n=240

Median abs 2.79%

Bias +0.10%

P25/P75 hit 44.2%

n 120

Rank #6 Candidate

Setting 3D · n=120

Median abs 2.78%

Bias +0.23%

P25/P75 hit 45%

n 120

Rank #7 Candidate

Setting 5D · n=500

Median abs 3.01%

Bias +0.17%

P25/P75 hit 47.4%

n 116

Rank #8 Candidate

Setting 5D · n=320

Median abs 2.95%

Bias +0.30%

P25/P75 hit 47.4%

n 116

Rank #9 Candidate

Setting 5D · n=240

Median abs 2.99%

Bias +0.38%

P25/P75 hit 46.6%

n 116

Rank #10 Candidate

Setting 10D · n=500

Median abs 3.24%

Bias -0.07%

P25/P75 hit 62%

n 100

Rank #11 Candidate

Setting 5D · n=40

Median abs 2.84%

Bias +0.74%

P25/P75 hit 44%

n 116

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: +0.23%

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%	3.76%	+0.23%	46.7%	120	2.509
#2	3D	500	2.66%	3.68%	+0.06%	42.5%	120	2.521
#3	3D	80	2.64%	3.72%	+0.23%	45.8%	120	2.542
#4	3D	160	2.66%	3.73%	+0.19%	43.3%	120	2.556
#5	3D	320	2.76%	3.69%	+0.07%	43.3%	120	2.574
#6	3D	240	2.79%	3.72%	+0.10%	44.2%	120	2.602
#7	3D	120	2.78%	3.73%	+0.23%	45%	120	2.618
#8	5D	500	3.01%	4.38%	+0.17%	47.4%	116	2.945
#9	5D	320	2.95%	4.44%	+0.30%	47.4%	116	2.956
#10	5D	240	2.99%	4.47%	+0.38%	46.6%	116	3
#11	10D	500	3.24%	4.52%	-0.07%	62%	100	3.058
#12	5D	40	2.84%	4.71%	+0.74%	44%	116	3.07
#13	5D	160	3.09%	4.5%	+0.46%	47.4%	116	3.071
#14	5D	80	3.07%	4.56%	+0.63%	46.6%	116	3.109
#15	5D	120	3.2%	4.5%	+0.49%	45.7%	116	3.134
#16	10D	320	3.28%	4.63%	+0.17%	60%	100	3.136
#17	10D	240	3.48%	4.64%	+0.26%	61%	100	3.251
#18	10D	120	3.5%	4.8%	+0.40%	61%	100	3.338
#19	10D	160	3.66%	4.83%	+0.36%	57%	100	3.432
#20	10D	80	3.56%	4.92%	+0.61%	56%	100	3.453
#21	10D	40	3.39%	5.12%	+0.84%	52%	100	3.483
#22	15D	500	4.39%	5.36%	-0.47%	55.6%	90	4.002
#23	15D	320	4.55%	5.48%	-0.04%	55.6%	90	4.06
#24	20D	500	4.49%	5.89%	+0.13%	55.8%	77	4.187
#25	20D	160	4.19%	5.82%	+1.51%	64.9%	77	4.196
#26	15D	240	4.84%	5.66%	+0.17%	56.7%	90	4.285
#27	20D	240	4.63%	5.8%	+1.02%	57.1%	77	4.355
#28	20D	320	4.86%	5.82%	+0.70%	57.1%	77	4.429
#29	15D	160	4.91%	5.83%	+0.47%	53.3%	90	4.433
#30	15D	120	4.97%	5.88%	+0.59%	56.7%	90	4.49