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 2026-09-30

DOE calibrated as-of 2026-09-30

Window 2026-07-23 → 2026-09-25

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年10月1日上午7:46 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-07-23 → 2026-09-25 · anchors: 120 · latest snapshot: 2026-09-30 · computed at: 2026年10月1日上午7:46 HKT

Median abs error2.51%

Mean abs error3.69%

Bias-0.13%

Inside P25/P7549.2%

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 2.51%

Bias -0.13%

P25/P75 hit 49.2%

n 120

Rank Best setting

Setting 3D · n=80

Median abs 2.6%

Bias -0.09%

P25/P75 hit 45.8%

n 120

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.72%

Bias -0.05%

P25/P75 hit 46.7%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 2.76%

Bias -0.08%

P25/P75 hit 43.3%

n 120

Rank #4 Candidate

Setting 3D · n=320

Median abs 2.77%

Bias -0.17%

P25/P75 hit 41.7%

n 120

Rank #5 Candidate

Setting 3D · n=500

Median abs 2.78%

Bias -0.19%

P25/P75 hit 40.8%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.88%

Bias -0.15%

P25/P75 hit 42.5%

n 120

Rank #7 Candidate

Setting 5D · n=320

Median abs 2.87%

Bias -0.15%

P25/P75 hit 50%

n 112

Rank #8 Candidate

Setting 5D · n=240

Median abs 2.91%

Bias -0.07%

P25/P75 hit 49.1%

n 112

Rank #9 Candidate

Setting 5D · n=500

Median abs 2.96%

Bias -0.26%

P25/P75 hit 49.1%

n 112

Rank #10 Candidate

Setting 5D · n=40

Median abs 2.84%

Bias +0.09%

P25/P75 hit 43.8%

n 112

Rank #11 Candidate

Setting 5D · n=160

Median abs 3.04%

Bias -0.02%

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: -0.88%

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: -0.13%

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	2.51%	3.69%	-0.13%	49.2%	120	2.443
#2	3D	80	2.6%	3.65%	-0.09%	45.8%	120	2.476
#3	3D	120	2.72%	3.7%	-0.05%	46.7%	120	2.546
#4	3D	160	2.76%	3.71%	-0.08%	43.3%	120	2.582
#5	3D	320	2.77%	3.69%	-0.17%	41.7%	120	2.598
#6	3D	500	2.78%	3.68%	-0.19%	40.8%	120	2.605
#7	3D	240	2.88%	3.72%	-0.15%	42.5%	120	2.658
#8	5D	320	2.87%	4.29%	-0.15%	50%	112	2.834
#9	5D	240	2.91%	4.32%	-0.07%	49.1%	112	2.855
#10	5D	500	2.96%	4.26%	-0.26%	49.1%	112	2.887
#11	5D	40	2.84%	4.47%	+0.09%	43.8%	112	2.888
#12	5D	160	3.04%	4.33%	-0.02%	48.2%	112	2.918
#13	5D	80	3.02%	4.37%	+0.07%	47.3%	112	2.932
#14	5D	120	3.07%	4.34%	0.00%	47.3%	112	2.936
#15	10D	320	3.51%	4.79%	-0.05%	55.2%	96	3.301
#16	10D	240	3.55%	4.81%	+0.07%	55.2%	96	3.331
#17	10D	500	3.59%	4.71%	-0.27%	55.2%	96	3.346
#18	10D	120	3.52%	4.9%	+0.13%	57.3%	96	3.351
#19	10D	160	3.81%	4.95%	+0.14%	55.2%	96	3.521
#20	10D	80	3.85%	4.99%	+0.27%	54.2%	96	3.577
#21	10D	40	3.77%	5.17%	+0.46%	51%	96	3.636
#22	15D	500	4.6%	5.79%	-0.95%	54.2%	83	4.333
#23	15D	320	4.75%	5.88%	-0.50%	53%	83	4.376
#24	15D	240	5.01%	6.03%	-0.29%	55.4%	83	4.521
#25	15D	120	5.1%	6.18%	+0.05%	56.6%	83	4.579
#26	15D	160	5.14%	6.18%	+0.01%	53%	83	4.602
#27	15D	40	5.02%	6.46%	+0.39%	50.6%	83	4.703
#28	20D	80	5.07%	6.7%	+0.09%	57.5%	73	4.75
#29	15D	80	5.37%	6.35%	+0.17%	56.6%	83	4.792
#30	20D	320	5.07%	6.7%	-1.07%	53.4%	73	4.907