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 2026-10-09

DOE calibrated as-of 2026-10-09

Window 2026-08-04 → 2026-10-06

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年10月12日上午7:46 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-08-04 → 2026-10-06 · anchors: 120 · latest snapshot: 2026-10-09 · computed at: 2026年10月12日上午7:46 HKT

Median abs error2.77%

Mean abs error3.66%

Bias+0.05%

Inside P25/P7546.7%

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 2.77%

Bias +0.05%

P25/P75 hit 46.7%

n 120

Rank Best setting

Setting 3D · n=80

Median abs 2.82%

Bias +0.16%

P25/P75 hit 44.2%

n 120

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.94%

Bias +0.23%

P25/P75 hit 44.2%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 2.98%

Bias +0.21%

P25/P75 hit 42.5%

n 120

Rank #4 Candidate

Setting 5D · n=120

Median abs 2.61%

Bias +0.06%

P25/P75 hit 49.5%

n 111

Rank #5 Candidate

Setting 3D · n=320

Median abs 3.08%

Bias +0.19%

P25/P75 hit 40.8%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 3.07%

Bias +0.22%

P25/P75 hit 40.8%

n 120

Rank #7 Candidate

Setting 5D · n=320

Median abs 2.78%

Bias +0.06%

P25/P75 hit 50.5%

n 111

Rank #8 Candidate

Setting 5D · n=500

Median abs 2.82%

Bias -0.04%

P25/P75 hit 50.5%

n 111

Rank #9 Candidate

Setting 3D · n=500

Median abs 3.12%

Bias +0.17%

P25/P75 hit 39.2%

n 120

Rank #10 Candidate

Setting 5D · n=160

Median abs 2.79%

Bias +0.07%

P25/P75 hit 51.4%

n 111

Rank #11 Candidate

Setting 5D · n=40

Median abs 2.75%

Bias -0.06%

P25/P75 hit 45%

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: -0.61%

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: +0.05%

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	2.77%	3.66%	+0.05%	46.7%	120	2.557
#2	3D	80	2.82%	3.66%	+0.16%	44.2%	120	2.605
#3	3D	120	2.94%	3.68%	+0.23%	44.2%	120	2.682
#4	3D	160	2.98%	3.7%	+0.21%	42.5%	120	2.71
#5	5D	120	2.61%	4.37%	+0.06%	49.5%	111	2.72
#6	3D	320	3.08%	3.7%	+0.19%	40.8%	120	2.762
#7	3D	240	3.07%	3.73%	+0.22%	40.8%	120	2.771
#8	5D	320	2.78%	4.3%	+0.06%	50.5%	111	2.778
#9	5D	500	2.82%	4.26%	-0.04%	50.5%	111	2.781
#10	3D	500	3.12%	3.7%	+0.17%	39.2%	120	2.783
#11	5D	160	2.79%	4.37%	+0.07%	51.4%	111	2.807
#12	5D	40	2.75%	4.48%	-0.06%	45%	111	2.84
#13	5D	240	2.87%	4.36%	+0.09%	49.5%	111	2.851
#14	5D	80	2.9%	4.37%	+0.01%	47.7%	111	2.862
#15	10D	320	3.75%	5.24%	-0.27%	50%	96	3.625
#16	10D	240	3.78%	5.27%	-0.19%	50%	96	3.638
#17	10D	500	3.92%	5.19%	-0.34%	50%	96	3.703
#18	10D	160	3.92%	5.3%	-0.18%	49%	96	3.719
#19	10D	120	3.95%	5.31%	-0.18%	52.1%	96	3.73
#20	10D	80	4.24%	5.38%	-0.16%	51%	96	3.9
#21	10D	40	4.26%	5.54%	-0.02%	45.8%	96	3.958
#22	15D	320	5.78%	7.02%	-0.77%	38.8%	80	5.365
#23	15D	500	5.8%	7.03%	-1.03%	43.8%	80	5.406
#24	15D	80	5.92%	7.34%	-0.31%	46.3%	80	5.46
#25	15D	40	5.9%	7.44%	-0.17%	41.3%	80	5.476
#26	15D	120	6.1%	7.21%	-0.36%	41.3%	80	5.524
#27	15D	160	6.23%	7.19%	-0.37%	40%	80	5.587
#28	15D	240	6.21%	7.13%	-0.63%	41.3%	80	5.592
#29	20D	40	7.62%	8.59%	-1.47%	39.1%	64	6.939
#30	20D	120	7.95%	8.34%	-1.92%	40.6%	64	7.081