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 2026-10-12

DOE calibrated as-of 2026-10-12

Window 2026-08-04 → 2026-10-06

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年10月13日上午7:48 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: 2026-10-12 · computed at: 2026年10月13日上午7:48 HKT

Median abs error2.82%

Mean abs error3.72%

Bias+0.11%

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 2.82%

Bias +0.11%

P25/P75 hit 45%

n 120

Rank Best setting

Setting 3D · n=80

Median abs 2.85%

Bias +0.18%

P25/P75 hit 44.2%

n 120

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.94%

Bias +0.25%

P25/P75 hit 44.2%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 2.99%

Bias +0.22%

P25/P75 hit 42.5%

n 120

Rank #4 Candidate

Setting 5D · n=500

Median abs 2.76%

Bias -0.04%

P25/P75 hit 50.4%

n 115

Rank #5 Candidate

Setting 3D · n=320

Median abs 3.07%

Bias +0.20%

P25/P75 hit 40%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 3.07%

Bias +0.23%

P25/P75 hit 40.8%

n 120

Rank #7 Candidate

Setting 5D · n=320

Median abs 2.78%

Bias +0.06%

P25/P75 hit 50.4%

n 115

Rank #8 Candidate

Setting 3D · n=500

Median abs 3.13%

Bias +0.17%

P25/P75 hit 39.2%

n 120

Rank #9 Candidate

Setting 5D · n=120

Median abs 2.79%

Bias +0.07%

P25/P75 hit 49.6%

n 115

Rank #10 Candidate

Setting 5D · n=40

Median abs 2.69%

Bias -0.06%

P25/P75 hit 46.1%

n 115

Rank #11 Candidate

Setting 5D · n=80

Median abs 2.86%

Bias +0.02%

P25/P75 hit 48.7%

n 115

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: +0.11%

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	2.82%	3.72%	+0.11%	45%	120	2.616
#2	3D	80	2.85%	3.7%	+0.18%	44.2%	120	2.637
#3	3D	120	2.94%	3.7%	+0.25%	44.2%	120	2.692
#4	3D	160	2.99%	3.71%	+0.22%	42.5%	120	2.72
#5	5D	500	2.76%	4.26%	-0.04%	50.4%	115	2.751
#6	3D	320	3.07%	3.7%	+0.20%	40%	120	2.76
#7	3D	240	3.07%	3.74%	+0.23%	40.8%	120	2.777
#8	5D	320	2.78%	4.3%	+0.06%	50.4%	115	2.778
#9	3D	500	3.13%	3.71%	+0.17%	39.2%	120	2.791
#10	5D	120	2.79%	4.37%	+0.07%	49.6%	115	2.811
#11	5D	40	2.69%	4.5%	-0.06%	46.1%	115	2.814
#12	5D	80	2.86%	4.38%	+0.02%	48.7%	115	2.844
#13	5D	240	2.87%	4.35%	+0.10%	48.7%	115	2.851
#14	5D	160	3.08%	4.37%	+0.08%	50.4%	115	2.956
#15	10D	320	3.68%	5.28%	-0.12%	51%	100	3.578
#16	10D	240	3.71%	5.33%	-0.07%	51%	100	3.604
#17	10D	500	3.81%	5.23%	-0.19%	51%	100	3.637
#18	10D	160	3.88%	5.37%	-0.05%	51%	100	3.699
#19	10D	120	3.95%	5.37%	-0.03%	53%	100	3.727
#20	10D	80	4.18%	5.46%	+0.07%	51%	100	3.884
#21	10D	40	4.32%	5.68%	+0.15%	47%	100	4.053
#22	15D	120	5.6%	7.23%	-0.43%	42.2%	83	5.289
#23	15D	320	5.66%	7.01%	-0.94%	41%	83	5.322
#24	15D	500	5.68%	7.02%	-1.19%	43.4%	83	5.367
#25	15D	80	5.77%	7.42%	-0.35%	45.8%	83	5.42
#26	15D	40	5.99%	7.6%	-0.29%	39.8%	83	5.599
#27	15D	240	6.24%	7.14%	-0.80%	41%	83	5.637
#28	15D	160	6.66%	7.23%	-0.54%	41%	83	5.839
#29	20D	40	7.63%	8.59%	-1.07%	36.8%	68	6.89
#30	20D	120	7.95%	8.27%	-1.74%	38.2%	68	7.035