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 2026-09-29

DOE calibrated as-of 2026-09-29

Window 2026-07-22 → 2026-09-24

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年9月30日上午7:46 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-07-22 → 2026-09-24 · anchors: 120 · latest snapshot: 2026-09-29 · computed at: 2026年9月30日上午7:46 HKT

Median abs error2.55%

Mean abs error3.78%

Bias+0.18%

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 +0.18%

P25/P75 hit 46.7%

n 120

Rank Best setting

Setting 3D · n=80

Median abs 2.6%

Bias +0.18%

P25/P75 hit 45%

n 120

Rank #2 Candidate

Setting 3D · n=500

Median abs 2.78%

Bias +0.05%

P25/P75 hit 40.8%

n 120

Rank #3 Candidate

Setting 3D · n=320

Median abs 2.77%

Bias +0.07%

P25/P75 hit 40.8%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 2.75%

Bias +0.20%

P25/P75 hit 45%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.74%

Bias +0.17%

P25/P75 hit 43.3%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.88%

Bias +0.10%

P25/P75 hit 42.5%

n 120

Rank #7 Candidate

Setting 5D · n=320

Median abs 2.91%

Bias +0.01%

P25/P75 hit 50%

n 112

Rank #8 Candidate

Setting 5D · n=500

Median abs 2.96%

Bias -0.12%

P25/P75 hit 49.1%

n 112

Rank #9 Candidate

Setting 5D · n=240

Median abs 2.96%

Bias +0.10%

P25/P75 hit 48.2%

n 112

Rank #10 Candidate

Setting 5D · n=40

Median abs 2.73%

Bias +0.40%

P25/P75 hit 43.8%

n 112

Rank #11 Candidate

Setting 5D · n=160

Median abs 3.09%

Bias +0.17%

P25/P75 hit 48.2%

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: -0.63%

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: +0.18%

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%	3.78%	+0.18%	46.7%	120	2.508
#2	3D	80	2.6%	3.71%	+0.18%	45%	120	2.513
#3	3D	500	2.78%	3.7%	+0.05%	40.8%	120	2.59
#4	3D	320	2.77%	3.71%	+0.07%	40.8%	120	2.592
#5	3D	120	2.75%	3.73%	+0.20%	45%	120	2.598
#6	3D	160	2.74%	3.75%	+0.17%	43.3%	120	2.6
#7	3D	240	2.88%	3.75%	+0.10%	42.5%	120	2.661
#8	5D	320	2.91%	4.34%	+0.01%	50%	112	2.851
#9	5D	500	2.96%	4.29%	-0.12%	49.1%	112	2.877
#10	5D	240	2.96%	4.38%	+0.10%	48.2%	112	2.908
#11	5D	40	2.73%	4.64%	+0.40%	43.8%	112	2.94
#12	5D	160	3.09%	4.41%	+0.17%	48.2%	112	2.994
#13	5D	80	3.06%	4.48%	+0.31%	47.3%	112	3.026
#14	5D	120	3.19%	4.4%	+0.18%	48.2%	112	3.042
#15	10D	500	3.45%	4.65%	-0.18%	59.4%	96	3.231
#16	10D	320	3.45%	4.76%	+0.09%	59.4%	96	3.256
#17	10D	240	3.5%	4.78%	+0.20%	59.4%	96	3.305
#18	10D	120	3.48%	4.9%	+0.34%	60.4%	96	3.355
#19	10D	160	3.68%	4.95%	+0.31%	57.3%	96	3.476
#20	10D	80	3.71%	5.02%	+0.58%	57.3%	96	3.556
#21	10D	40	3.78%	5.25%	+0.78%	52.1%	96	3.714
#22	15D	320	4.58%	5.79%	-0.33%	55.2%	87	4.228
#23	15D	500	4.55%	5.68%	-0.78%	54%	87	4.245
#24	15D	240	4.89%	5.96%	-0.10%	56.3%	87	4.405
#25	15D	160	4.96%	6.13%	+0.20%	55.2%	87	4.518
#26	15D	120	4.99%	6.15%	+0.37%	57.5%	87	4.559
#27	15D	80	5.01%	6.37%	+0.53%	57.5%	87	4.67
#28	20D	160	5.06%	6.51%	-0.09%	58.4%	77	4.676
#29	20D	80	4.95%	6.76%	+0.29%	58.4%	77	4.738
#30	15D	40	5.02%	6.57%	+0.75%	52.9%	87	4.79