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 2026-10-13

DOE calibrated as-of 2026-10-13

Window 2026-08-05 → 2026-10-08

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年10月14日上午7:47 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-08-05 → 2026-10-08 · anchors: 120 · latest snapshot: 2026-10-13 · computed at: 2026年10月14日上午7:47 HKT

Median abs error2.66%

Mean abs error3.55%

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 2.66%

Bias +0.05%

P25/P75 hit 46.7%

n 120

Rank Best setting

Setting 3D · n=80

Median abs 2.71%

Bias +0.16%

P25/P75 hit 45.8%

n 120

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.81%

Bias +0.25%

P25/P75 hit 45%

n 120

Rank #3 Candidate

Setting 3D · n=500

Median abs 2.85%

Bias +0.19%

P25/P75 hit 40.8%

n 120

Rank #4 Candidate

Setting 3D · n=320

Median abs 2.86%

Bias +0.23%

P25/P75 hit 41.7%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.88%

Bias +0.24%

P25/P75 hit 43.3%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.9%

Bias +0.24%

P25/P75 hit 42.5%

n 120

Rank #7 Candidate

Setting 5D · n=320

Median abs 2.83%

Bias -0.27%

P25/P75 hit 48.7%

n 113

Rank #8 Candidate

Setting 5D · n=40

Median abs 2.75%

Bias -0.59%

P25/P75 hit 44.2%

n 113

Rank #9 Candidate

Setting 5D · n=80

Median abs 2.86%

Bias -0.41%

P25/P75 hit 46.9%

n 113

Rank #10 Candidate

Setting 5D · n=500

Median abs 3.01%

Bias -0.35%

P25/P75 hit 48.7%

n 113

Rank #11 Candidate

Setting 5D · n=240

Median abs 2.99%

Bias -0.25%

P25/P75 hit 47.8%

n 113

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: -0.56%

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	2.66%	3.55%	+0.05%	46.7%	120	2.463
#2	3D	80	2.71%	3.6%	+0.16%	45.8%	120	2.525
#3	3D	120	2.81%	3.6%	+0.25%	45%	120	2.59
#4	3D	500	2.85%	3.62%	+0.19%	40.8%	120	2.619
#5	3D	320	2.86%	3.62%	+0.23%	41.7%	120	2.627
#6	3D	160	2.88%	3.62%	+0.24%	43.3%	120	2.635
#7	3D	240	2.9%	3.64%	+0.24%	42.5%	120	2.654
#8	5D	320	2.83%	4.32%	-0.27%	48.7%	113	2.846
#9	5D	40	2.75%	4.41%	-0.59%	44.2%	113	2.896
#10	5D	80	2.86%	4.37%	-0.41%	46.9%	113	2.904
#11	5D	500	3.01%	4.29%	-0.35%	48.7%	113	2.937
#12	5D	240	2.99%	4.36%	-0.25%	47.8%	113	2.939
#13	5D	120	3.01%	4.38%	-0.32%	48.7%	113	2.964
#14	5D	160	3.08%	4.37%	-0.29%	49.6%	113	2.989
#15	10D	320	3.68%	5.31%	-0.08%	50%	94	3.586
#16	10D	240	3.71%	5.34%	-0.02%	50%	94	3.602
#17	10D	500	3.87%	5.26%	-0.11%	51.1%	94	3.665
#18	10D	160	3.88%	5.38%	-0.03%	50%	94	3.702
#19	10D	120	3.95%	5.4%	-0.05%	52.1%	94	3.742
#20	10D	80	4.18%	5.44%	-0.06%	50%	94	3.878
#21	10D	40	4.26%	5.53%	-0.13%	47.9%	94	3.965
#22	15D	320	5.61%	7.06%	-1.08%	40.3%	77	5.337
#23	15D	500	5.68%	7.1%	-1.26%	44.2%	77	5.403
#24	15D	80	6.01%	7.41%	-0.77%	45.5%	77	5.6
#25	15D	40	5.99%	7.54%	-0.79%	40.3%	77	5.652
#26	15D	240	6.27%	7.19%	-0.98%	40.3%	77	5.698
#27	15D	120	6.35%	7.25%	-0.79%	41.6%	77	5.727
#28	15D	160	6.66%	7.24%	-0.80%	40.3%	77	5.883
#29	20D	40	7.92%	8.54%	-1.74%	35.5%	62	7.121
#30	20D	80	8.16%	8.47%	-2.00%	37.1%	62	7.252