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 2026-10-06

DOE calibrated as-of 2026-10-06

Window 2026-07-29 → 2026-10-01

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年10月7日上午7:46 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=80

DOE results snapshot · Window: 2026-07-29 → 2026-10-01 · anchors: 120 · latest snapshot: 2026-10-06 · computed at: 2026年10月7日上午7:46 HKT

Median abs error2.72%

Mean abs error3.8%

Bias+0.12%

Inside P25/P7542.5%

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=80

Median abs 2.72%

Bias +0.12%

P25/P75 hit 42.5%

n 120

Rank Best setting

Setting 3D · n=40

Median abs 2.85%

Bias +0.02%

P25/P75 hit 45%

n 120

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.94%

Bias +0.19%

P25/P75 hit 42.5%

n 120

Rank #3 Candidate

Setting 3D · n=320

Median abs 3.05%

Bias +0.12%

P25/P75 hit 39.2%

n 120

Rank #4 Candidate

Setting 3D · n=500

Median abs 3.05%

Bias +0.11%

P25/P75 hit 38.3%

n 120

Rank #5 Candidate

Setting 5D · n=500

Median abs 2.79%

Bias -0.20%

P25/P75 hit 50%

n 112

Rank #6 Candidate

Setting 5D · n=320

Median abs 2.81%

Bias -0.10%

P25/P75 hit 50.9%

n 112

Rank #7 Candidate

Setting 3D · n=160

Median abs 3.09%

Bias +0.16%

P25/P75 hit 40.8%

n 120

Rank #8 Candidate

Setting 3D · n=240

Median abs 3.09%

Bias +0.14%

P25/P75 hit 40%

n 120

Rank #9 Candidate

Setting 5D · n=40

Median abs 2.7%

Bias -0.08%

P25/P75 hit 44.6%

n 112

Rank #10 Candidate

Setting 5D · n=240

Median abs 2.92%

Bias -0.05%

P25/P75 hit 50%

n 112

Rank #11 Candidate

Setting 5D · n=80

Median abs 2.93%

Bias -0.05%

P25/P75 hit 47.3%

n 112

Rank #12 Candidate

Best setting 3D · n=80: 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: -0.64%

Best setting 3D · n=80: 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: +0.12%

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	80	2.72%	3.8%	+0.12%	42.5%	120	2.602
#2	3D	40	2.85%	3.83%	+0.02%	45%	120	2.656
#3	3D	120	2.94%	3.83%	+0.19%	42.5%	120	2.733
#4	3D	320	3.05%	3.84%	+0.12%	39.2%	120	2.789
#5	3D	500	3.05%	3.84%	+0.11%	38.3%	120	2.79
#6	5D	500	2.79%	4.28%	-0.20%	50%	112	2.798
#7	5D	320	2.81%	4.32%	-0.10%	50.9%	112	2.805
#8	3D	160	3.09%	3.85%	+0.16%	40.8%	120	2.815
#9	3D	240	3.09%	3.86%	+0.14%	40%	120	2.817
#10	5D	40	2.7%	4.57%	-0.08%	44.6%	112	2.85
#11	5D	240	2.92%	4.38%	-0.05%	50%	112	2.875
#12	5D	80	2.93%	4.45%	-0.05%	47.3%	112	2.912
#13	5D	120	3.05%	4.42%	-0.02%	48.2%	112	2.955
#14	5D	160	3.08%	4.42%	-0.04%	50%	112	2.968
#15	10D	320	3.84%	5.24%	+0.09%	51%	96	3.64
#16	10D	240	3.84%	5.28%	+0.20%	52.1%	96	3.668
#17	10D	500	3.96%	5.19%	-0.06%	51%	96	3.678
#18	10D	160	3.97%	5.37%	+0.23%	50%	96	3.774
#19	10D	120	4.06%	5.34%	+0.20%	53.1%	96	3.796
#20	10D	80	4.29%	5.42%	+0.28%	50%	96	3.959
#21	10D	40	4.26%	5.61%	+0.48%	46.9%	96	4.048
#22	15D	500	5.26%	6.59%	-1.40%	47.5%	80	5.028
#23	15D	120	5.39%	6.93%	-0.39%	50%	80	5.054
#24	15D	240	5.42%	6.75%	-0.81%	48.8%	80	5.072
#25	15D	160	5.45%	6.87%	-0.46%	47.5%	80	5.08
#26	15D	320	5.51%	6.63%	-1.02%	46.3%	80	5.113
#27	15D	40	5.52%	7.27%	-0.14%	45%	80	5.213
#28	15D	80	5.7%	7.14%	-0.25%	51.3%	80	5.258
#29	20D	120	6.78%	7.45%	-0.75%	46.5%	71	5.994
#30	20D	160	6.78%	7.37%	-0.96%	47.9%	71	5.994