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 2026-10-02

DOE calibrated as-of 2026-10-02

Window 2026-07-24 → 2026-09-28

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年10月5日上午7:45 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-07-24 → 2026-09-28 · anchors: 120 · latest snapshot: 2026-10-02 · computed at: 2026年10月5日上午7:45 HKT

Median abs error2.55%

Mean abs error3.75%

Bias-0.17%

Inside P25/P7545.8%

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 -0.17%

P25/P75 hit 45.8%

n 120

Rank Best setting

Setting 3D · n=80

Median abs 2.64%

Bias -0.13%

P25/P75 hit 45%

n 120

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.82%

Bias -0.11%

P25/P75 hit 45%

n 120

Rank #3 Candidate

Setting 3D · n=320

Median abs 2.86%

Bias -0.22%

P25/P75 hit 41.7%

n 120

Rank #4 Candidate

Setting 3D · n=160

Median abs 2.89%

Bias -0.15%

P25/P75 hit 43.3%

n 120

Rank #5 Candidate

Setting 3D · n=500

Median abs 2.88%

Bias -0.24%

P25/P75 hit 40%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.89%

Bias -0.20%

P25/P75 hit 42.5%

n 120

Rank #7 Candidate

Setting 5D · n=320

Median abs 2.81%

Bias -0.22%

P25/P75 hit 50.9%

n 116

Rank #8 Candidate

Setting 5D · n=40

Median abs 2.66%

Bias -0.07%

P25/P75 hit 45.7%

n 116

Rank #9 Candidate

Setting 5D · n=240

Median abs 2.81%

Bias -0.15%

P25/P75 hit 50.9%

n 116

Rank #10 Candidate

Setting 5D · n=500

Median abs 2.86%

Bias -0.34%

P25/P75 hit 49.1%

n 116

Rank #11 Candidate

Setting 5D · n=160

Median abs 3.03%

Bias -0.10%

P25/P75 hit 52.6%

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: -0.96%

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: -0.17%

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%	3.75%	-0.17%	45.8%	120	2.499
#2	3D	80	2.64%	3.7%	-0.13%	45%	120	2.522
#3	3D	120	2.82%	3.72%	-0.11%	45%	120	2.616
#4	3D	320	2.86%	3.71%	-0.22%	41.7%	120	2.657
#5	3D	160	2.89%	3.72%	-0.15%	43.3%	120	2.661
#6	3D	500	2.88%	3.7%	-0.24%	40%	120	2.671
#7	3D	240	2.89%	3.74%	-0.20%	42.5%	120	2.678
#8	5D	320	2.81%	4.25%	-0.22%	50.9%	116	2.798
#9	5D	40	2.66%	4.5%	-0.07%	45.7%	116	2.801
#10	5D	240	2.81%	4.29%	-0.15%	50.9%	116	2.802
#11	5D	500	2.86%	4.22%	-0.34%	49.1%	116	2.835
#12	5D	160	3.03%	4.32%	-0.10%	52.6%	116	2.911
#13	5D	80	3.02%	4.39%	-0.06%	48.3%	116	2.935
#14	5D	120	3.07%	4.34%	-0.09%	49.1%	116	2.945
#15	10D	320	3.67%	5.1%	+0.18%	53%	100	3.515
#16	10D	240	3.63%	5.13%	+0.31%	53%	100	3.525
#17	10D	500	3.82%	5.03%	+0.01%	54%	100	3.537
#18	10D	160	3.91%	5.28%	+0.38%	50%	100	3.735
#19	10D	120	3.96%	5.26%	+0.39%	54%	100	3.744
#20	10D	80	4.12%	5.36%	+0.59%	51%	100	3.897
#21	10D	40	4.12%	5.58%	+0.82%	48%	100	4.016
#22	15D	320	4.83%	6.13%	-0.73%	52.4%	84	4.539
#23	15D	500	4.84%	6.05%	-1.18%	52.4%	84	4.583
#24	15D	240	5.12%	6.26%	-0.51%	53.6%	84	4.693
#25	15D	120	5.14%	6.54%	-0.01%	56%	84	4.721
#26	15D	160	5.34%	6.45%	-0.17%	52.4%	84	4.822
#27	15D	80	5.4%	6.78%	+0.14%	54.8%	84	4.957
#28	15D	40	5.46%	6.95%	+0.32%	50%	84	5.086
#29	20D	40	5.67%	7.2%	+0.21%	50%	74	5.262
#30	20D	160	5.84%	6.81%	-0.65%	55.4%	74	5.263