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 2026-10-08

DOE calibrated as-of 2026-10-08

Window 2026-07-31 → 2026-10-05

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年10月9日上午7:45 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-07-31 → 2026-10-05 · anchors: 120 · latest snapshot: 2026-10-08 · computed at: 2026年10月9日上午7:45 HKT

Median abs error2.85%

Mean abs error3.77%

Bias+0.08%

Inside P25/P7545%

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 2.85%

Bias +0.08%

P25/P75 hit 45%

n 120

Rank Best setting

Setting 3D · n=80

Median abs 2.88%

Bias +0.16%

P25/P75 hit 43.3%

n 120

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.94%

Bias +0.21%

P25/P75 hit 44.2%

n 120

Rank #3 Candidate

Setting 5D · n=500

Median abs 2.72%

Bias -0.07%

P25/P75 hit 49.5%

n 111

Rank #4 Candidate

Setting 5D · n=320

Median abs 2.74%

Bias +0.05%

P25/P75 hit 51.4%

n 111

Rank #5 Candidate

Setting 3D · n=320

Median abs 3.06%

Bias +0.15%

P25/P75 hit 40%

n 120

Rank #6 Candidate

Setting 3D · n=160

Median abs 3.09%

Bias +0.18%

P25/P75 hit 41.7%

n 120

Rank #7 Candidate

Setting 3D · n=240

Median abs 3.09%

Bias +0.17%

P25/P75 hit 40.8%

n 120

Rank #8 Candidate

Setting 3D · n=500

Median abs 3.16%

Bias +0.12%

P25/P75 hit 39.2%

n 120

Rank #9 Candidate

Setting 5D · n=240

Median abs 2.84%

Bias +0.08%

P25/P75 hit 49.5%

n 111

Rank #10 Candidate

Setting 5D · n=40

Median abs 2.69%

Bias +0.04%

P25/P75 hit 44.1%

n 111

Rank #11 Candidate

Setting 5D · n=80

Median abs 2.92%

Bias +0.08%

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: -0.65%

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: +0.08%

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	2.85%	3.77%	+0.08%	45%	120	2.644
#2	3D	80	2.88%	3.75%	+0.16%	43.3%	120	2.668
#3	3D	120	2.94%	3.74%	+0.21%	44.2%	120	2.7
#4	5D	500	2.72%	4.19%	-0.07%	49.5%	111	2.713
#5	5D	320	2.74%	4.24%	+0.05%	51.4%	111	2.733
#6	3D	320	3.06%	3.73%	+0.15%	40%	120	2.758
#7	3D	160	3.09%	3.74%	+0.18%	41.7%	120	2.777
#8	3D	240	3.09%	3.76%	+0.17%	40.8%	120	2.785
#9	3D	500	3.16%	3.73%	+0.12%	39.2%	120	2.806
#10	5D	240	2.84%	4.3%	+0.08%	49.5%	111	2.813
#11	5D	40	2.69%	4.52%	+0.04%	44.1%	111	2.823
#12	5D	80	2.92%	4.39%	+0.08%	47.7%	111	2.889
#13	5D	120	3.01%	4.35%	+0.09%	49.5%	111	2.917
#14	5D	160	3.03%	4.34%	+0.09%	50.5%	111	2.921
#15	10D	240	3.78%	5.19%	-0.06%	51%	96	3.588
#16	10D	320	3.8%	5.16%	-0.12%	51%	96	3.596
#17	10D	160	3.9%	5.23%	-0.05%	51%	96	3.661
#18	10D	500	3.95%	5.11%	-0.21%	51%	96	3.668
#19	10D	120	3.99%	5.24%	-0.03%	53.1%	96	3.701
#20	10D	80	4.21%	5.3%	+0.09%	50%	96	3.849
#21	10D	40	4.32%	5.56%	+0.25%	46.9%	96	4.026
#22	15D	120	5.29%	7.08%	-0.49%	43.8%	80	5.087
#23	15D	500	5.34%	6.86%	-1.33%	46.3%	80	5.155
#24	15D	320	5.51%	6.87%	-1.02%	42.5%	80	5.206
#25	15D	80	5.5%	7.19%	-0.42%	46.3%	80	5.214
#26	15D	160	5.8%	7.04%	-0.61%	42.5%	80	5.349
#27	15D	40	5.68%	7.38%	-0.26%	41.3%	80	5.359
#28	15D	240	5.86%	6.97%	-0.86%	43.8%	80	5.389
#29	20D	160	7.33%	7.83%	-1.91%	43.8%	64	6.583
#30	20D	40	7.52%	8.04%	-0.95%	39.1%	64	6.619