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 2026-10-15

DOE calibrated as-of 2026-10-15

Window 2026-08-17 → 2026-10-12

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年10月16日上午7:47 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-08-17 → 2026-10-12 · anchors: 120 · latest snapshot: 2026-10-15 · computed at: 2026年10月16日上午7:47 HKT

Median abs error2.74%

Mean abs error3.5%

Bias+0.24%

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 2.74%

Bias +0.24%

P25/P75 hit 45%

n 120

Rank Best setting

Setting 3D · n=80

Median abs 2.72%

Bias +0.38%

P25/P75 hit 45%

n 120

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.84%

Bias +0.46%

P25/P75 hit 44.2%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 2.89%

Bias +0.45%

P25/P75 hit 42.5%

n 120

Rank #4 Candidate

Setting 3D · n=240

Median abs 2.9%

Bias +0.45%

P25/P75 hit 41.7%

n 120

Rank #5 Candidate

Setting 3D · n=500

Median abs 2.95%

Bias +0.41%

P25/P75 hit 40%

n 120

Rank #6 Candidate

Setting 3D · n=320

Median abs 2.98%

Bias +0.44%

P25/P75 hit 41.7%

n 120

Rank #7 Candidate

Setting 5D · n=320

Median abs 3.06%

Bias -0.30%

P25/P75 hit 45.9%

n 111

Rank #8 Candidate

Setting 5D · n=500

Median abs 3.16%

Bias -0.39%

P25/P75 hit 45.9%

n 111

Rank #9 Candidate

Setting 5D · n=240

Median abs 3.15%

Bias -0.30%

P25/P75 hit 44.1%

n 111

Rank #10 Candidate

Setting 5D · n=160

Median abs 3.18%

Bias -0.32%

P25/P75 hit 45.9%

n 111

Rank #11 Candidate

Setting 5D · n=80

Median abs 3.13%

Bias -0.47%

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: -0.37%

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: +0.24%

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	2.74%	3.5%	+0.24%	45%	120	2.519
#2	3D	80	2.72%	3.52%	+0.38%	45%	120	2.537
#3	3D	120	2.84%	3.54%	+0.46%	44.2%	120	2.617
#4	3D	160	2.89%	3.56%	+0.45%	42.5%	120	2.652
#5	3D	240	2.9%	3.59%	+0.45%	41.7%	120	2.67
#6	3D	500	2.95%	3.56%	+0.41%	40%	120	2.683
#7	3D	320	2.98%	3.57%	+0.44%	41.7%	120	2.701
#8	5D	320	3.06%	4.5%	-0.30%	45.9%	111	3.035
#9	5D	500	3.16%	4.48%	-0.39%	45.9%	111	3.092
#10	5D	240	3.15%	4.55%	-0.30%	44.1%	111	3.102
#11	5D	160	3.18%	4.56%	-0.32%	45.9%	111	3.119
#12	5D	80	3.13%	4.59%	-0.47%	45%	111	3.13
#13	5D	120	3.19%	4.57%	-0.35%	46.8%	111	3.13
#14	5D	40	3.08%	4.6%	-0.62%	43.2%	111	3.135
#15	10D	320	3.92%	5.49%	-0.30%	46.2%	93	3.811
#16	10D	240	3.93%	5.53%	-0.29%	46.2%	93	3.829
#17	10D	160	3.94%	5.58%	-0.32%	46.2%	93	3.856
#18	10D	500	4.05%	5.46%	-0.31%	48.4%	93	3.862
#19	10D	120	4.14%	5.59%	-0.33%	49.5%	93	3.952
#20	10D	80	4.58%	5.7%	-0.35%	46.2%	93	4.222
#21	10D	40	4.67%	5.85%	-0.36%	39.8%	93	4.337
#22	15D	320	5.73%	7.08%	-1.41%	41.6%	77	5.451
#23	15D	160	5.9%	7.26%	-1.30%	37.7%	77	5.592
#24	15D	500	6.07%	7.12%	-1.49%	41.6%	77	5.647
#25	15D	240	6.27%	7.23%	-1.38%	40.3%	77	5.772
#26	15D	120	6.36%	7.35%	-1.32%	39%	77	5.853
#27	15D	80	6.44%	7.47%	-1.40%	42.9%	77	5.937
#28	15D	40	6.37%	7.63%	-1.53%	40.3%	77	5.984
#29	20D	40	7.63%	8.45%	-2.55%	37.1%	62	7.062
#30	20D	80	7.95%	8.55%	-2.38%	37.1%	62	7.232