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 2026-10-14

DOE calibrated as-of 2026-10-14

Window 2026-08-10 → 2026-10-09

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年10月15日上午7:47 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-08-10 → 2026-10-09 · anchors: 120 · latest snapshot: 2026-10-14 · computed at: 2026年10月15日上午7:47 HKT

Median abs error2.73%

Mean abs error3.56%

Bias+0.05%

Inside P25/P7545.8%

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 2.73%

Bias +0.05%

P25/P75 hit 45.8%

n 120

Rank Best setting

Setting 3D · n=80

Median abs 2.69%

Bias +0.19%

P25/P75 hit 45.8%

n 120

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.82%

Bias +0.25%

P25/P75 hit 45%

n 120

Rank #3 Candidate

Setting 3D · n=500

Median abs 2.87%

Bias +0.19%

P25/P75 hit 40%

n 120

Rank #4 Candidate

Setting 3D · n=160

Median abs 2.88%

Bias +0.23%

P25/P75 hit 42.5%

n 120

Rank #5 Candidate

Setting 3D · n=320

Median abs 2.88%

Bias +0.23%

P25/P75 hit 41.7%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.89%

Bias +0.24%

P25/P75 hit 41.7%

n 120

Rank #7 Candidate

Setting 5D · n=320

Median abs 3.03%

Bias -0.34%

P25/P75 hit 46.8%

n 111

Rank #8 Candidate

Setting 5D · n=240

Median abs 3%

Bias -0.33%

P25/P75 hit 45%

n 111

Rank #9 Candidate

Setting 5D · n=500

Median abs 3.04%

Bias -0.43%

P25/P75 hit 46.8%

n 111

Rank #10 Candidate

Setting 5D · n=40

Median abs 2.92%

Bias -0.67%

P25/P75 hit 42.3%

n 111

Rank #11 Candidate

Setting 5D · n=160

Median abs 3.09%

Bias -0.36%

P25/P75 hit 46.8%

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: -0.57%

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	2.73%	3.56%	+0.05%	45.8%	120	2.504
#2	3D	80	2.69%	3.57%	+0.19%	45.8%	120	2.509
#3	3D	120	2.82%	3.6%	+0.25%	45%	120	2.595
#4	3D	500	2.87%	3.62%	+0.19%	40%	120	2.631
#5	3D	160	2.88%	3.61%	+0.23%	42.5%	120	2.632
#6	3D	320	2.88%	3.61%	+0.23%	41.7%	120	2.634
#7	3D	240	2.89%	3.64%	+0.24%	41.7%	120	2.651
#8	5D	320	3.03%	4.46%	-0.34%	46.8%	111	3.01
#9	5D	240	3%	4.51%	-0.33%	45%	111	3.016
#10	5D	500	3.04%	4.44%	-0.43%	46.8%	111	3.021
#11	5D	40	2.92%	4.56%	-0.67%	42.3%	111	3.051
#12	5D	160	3.09%	4.52%	-0.36%	46.8%	111	3.064
#13	5D	80	3.11%	4.55%	-0.49%	45%	111	3.109
#14	5D	120	3.17%	4.54%	-0.40%	46.8%	111	3.117
#15	10D	320	3.68%	5.44%	-0.18%	48.4%	93	3.65
#16	10D	240	3.69%	5.47%	-0.14%	48.4%	93	3.66
#17	10D	160	3.89%	5.52%	-0.14%	48.4%	93	3.777
#18	10D	500	4.02%	5.39%	-0.21%	49.5%	93	3.804
#19	10D	120	4.03%	5.56%	-0.14%	51.6%	93	3.853
#20	10D	80	4.38%	5.61%	-0.14%	49.5%	93	4.051
#21	10D	40	4.58%	5.74%	-0.18%	44.1%	93	4.216
#22	15D	320	5.73%	7.08%	-1.27%	40.3%	77	5.433
#23	15D	160	5.77%	7.2%	-1.07%	40.3%	77	5.465
#24	15D	80	6.01%	7.34%	-1.08%	46.8%	77	5.619
#25	15D	500	6.07%	7.15%	-1.41%	41.6%	77	5.645
#26	15D	40	5.99%	7.39%	-1.22%	42.9%	77	5.657
#27	15D	240	6.27%	7.18%	-1.21%	40.3%	77	5.729
#28	15D	120	6.35%	7.2%	-1.06%	41.6%	77	5.75
#29	20D	40	7.6%	8.18%	-1.98%	38.7%	62	6.863
#30	20D	80	8.16%	8.39%	-2.16%	37.1%	62	7.248