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 2026-10-07

DOE calibrated as-of 2026-10-07

Window 2026-07-30 → 2026-10-02

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年10月8日上午7:45 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-07-30 → 2026-10-02 · anchors: 120 · latest snapshot: 2026-10-07 · computed at: 2026年10月8日上午7:45 HKT

Median abs error2.94%

Mean abs error3.96%

Bias+0.14%

Inside P25/P7543.3%

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 2.94%

Bias +0.14%

P25/P75 hit 43.3%

n 120

Rank Best setting

Setting 3D · n=80

Median abs 3.07%

Bias +0.18%

P25/P75 hit 40.8%

n 120

Rank #2 Candidate

Setting 5D · n=500

Median abs 2.87%

Bias -0.07%

P25/P75 hit 48.6%

n 111

Rank #3 Candidate

Setting 5D · n=320

Median abs 2.87%

Bias +0.04%

P25/P75 hit 49.5%

n 111

Rank #4 Candidate

Setting 3D · n=320

Median abs 3.14%

Bias +0.20%

P25/P75 hit 37.5%

n 120

Rank #5 Candidate

Setting 3D · n=500

Median abs 3.16%

Bias +0.18%

P25/P75 hit 37.5%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 3.16%

Bias +0.22%

P25/P75 hit 38.3%

n 120

Rank #7 Candidate

Setting 3D · n=120

Median abs 3.18%

Bias +0.27%

P25/P75 hit 40.8%

n 120

Rank #8 Candidate

Setting 3D · n=160

Median abs 3.18%

Bias +0.24%

P25/P75 hit 39.2%

n 120

Rank #9 Candidate

Setting 5D · n=240

Median abs 2.96%

Bias +0.11%

P25/P75 hit 47.7%

n 111

Rank #10 Candidate

Setting 5D · n=40

Median abs 2.92%

Bias +0.10%

P25/P75 hit 43.2%

n 111

Rank #11 Candidate

Setting 5D · n=160

Median abs 3.09%

Bias +0.13%

P25/P75 hit 47.7%

n 111

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: -0.58%

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: +0.14%

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	2.94%	3.96%	+0.14%	43.3%	120	2.769
#2	3D	80	3.07%	3.9%	+0.18%	40.8%	120	2.825
#3	5D	500	2.87%	4.39%	-0.07%	48.6%	111	2.86
#4	5D	320	2.87%	4.44%	+0.04%	49.5%	111	2.871
#5	3D	320	3.14%	3.92%	+0.20%	37.5%	120	2.878
#6	3D	500	3.16%	3.92%	+0.18%	37.5%	120	2.885
#7	3D	240	3.16%	3.95%	+0.22%	38.3%	120	2.9
#8	3D	120	3.18%	3.93%	+0.27%	40.8%	120	2.904
#9	3D	160	3.18%	3.94%	+0.24%	39.2%	120	2.907
#10	5D	240	2.96%	4.52%	+0.11%	47.7%	111	2.959
#11	5D	40	2.92%	4.72%	+0.10%	43.2%	111	3.019
#12	5D	160	3.09%	4.55%	+0.13%	47.7%	111	3.038
#13	5D	80	3.11%	4.6%	+0.13%	45%	111	3.072
#14	5D	120	3.18%	4.56%	+0.13%	47.7%	111	3.086
#15	10D	320	3.88%	5.26%	+0.05%	51%	96	3.661
#16	10D	240	3.88%	5.29%	+0.12%	51%	96	3.682
#17	10D	160	3.91%	5.38%	+0.13%	49%	96	3.735
#18	10D	500	4.05%	5.25%	-0.06%	51%	96	3.744
#19	10D	120	4.05%	5.38%	+0.17%	52.1%	96	3.803
#20	10D	80	4.29%	5.45%	+0.29%	50%	96	3.971
#21	10D	40	4.32%	5.63%	+0.49%	46.9%	96	4.087
#22	15D	120	5.24%	6.85%	-0.46%	46.3%	80	4.971
#23	15D	80	5.22%	7.01%	-0.28%	46.3%	80	4.99
#24	15D	500	5.26%	6.61%	-1.34%	47.5%	80	5.026
#25	15D	160	5.42%	6.79%	-0.55%	43.8%	80	5.06
#26	15D	240	5.5%	6.69%	-0.85%	46.3%	80	5.103
#27	15D	320	5.51%	6.6%	-1.00%	45%	80	5.103
#28	15D	40	5.52%	7.16%	-0.11%	45%	80	5.17
#29	20D	240	6.8%	7.72%	-1.56%	41.8%	67	6.232
#30	20D	40	7.18%	8%	-0.12%	41.8%	67	6.304