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 2026-10-16

DOE calibrated as-of 2026-10-16

Window 2026-08-18 → 2026-10-13

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年10月19日上午7:51 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-08-18 → 2026-10-13 · anchors: 120 · latest snapshot: 2026-10-16 · computed at: 2026年10月19日上午7:51 HKT

Median abs error2.74%

Mean abs error3.48%

Bias+0.40%

Inside P25/P7544.2%

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 +0.40%

P25/P75 hit 44.2%

n 120

Rank Best setting

Setting 3D · n=80

Median abs 2.71%

Bias +0.54%

P25/P75 hit 45%

n 120

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.84%

Bias +0.59%

P25/P75 hit 44.2%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 2.88%

Bias +0.59%

P25/P75 hit 42.5%

n 120

Rank #4 Candidate

Setting 3D · n=500

Median abs 2.88%

Bias +0.55%

P25/P75 hit 40%

n 120

Rank #5 Candidate

Setting 3D · n=320

Median abs 2.89%

Bias +0.59%

P25/P75 hit 41.7%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.9%

Bias +0.59%

P25/P75 hit 41.7%

n 120

Rank #7 Candidate

Setting 5D · n=320

Median abs 3.17%

Bias -0.21%

P25/P75 hit 44.1%

n 111

Rank #8 Candidate

Setting 5D · n=160

Median abs 3.19%

Bias -0.25%

P25/P75 hit 45%

n 111

Rank #9 Candidate

Setting 5D · n=240

Median abs 3.29%

Bias -0.21%

P25/P75 hit 43.2%

n 111

Rank #10 Candidate

Setting 5D · n=120

Median abs 3.36%

Bias -0.28%

P25/P75 hit 45%

n 111

Rank #11 Candidate

Setting 5D · n=40

Median abs 3.26%

Bias -0.56%

P25/P75 hit 42.3%

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: -0.23%

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: +0.40%

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%	3.48%	+0.40%	44.2%	120	2.538
#2	3D	80	2.71%	3.49%	+0.54%	45%	120	2.545
#3	3D	120	2.84%	3.54%	+0.59%	44.2%	120	2.637
#4	3D	160	2.88%	3.55%	+0.59%	42.5%	120	2.665
#5	3D	500	2.88%	3.55%	+0.55%	40%	120	2.665
#6	3D	320	2.89%	3.56%	+0.59%	41.7%	120	2.675
#7	3D	240	2.9%	3.58%	+0.59%	41.7%	120	2.687
#8	5D	320	3.17%	4.54%	-0.21%	44.1%	111	3.095
#9	5D	160	3.19%	4.61%	-0.25%	45%	111	3.134
#10	5D	240	3.29%	4.6%	-0.21%	43.2%	111	3.178
#11	5D	120	3.36%	4.63%	-0.28%	45%	111	3.23
#12	5D	40	3.26%	4.64%	-0.56%	42.3%	111	3.232
#13	5D	80	3.35%	4.62%	-0.37%	44.1%	111	3.237
#14	5D	500	3.48%	4.5%	-0.29%	44.1%	111	3.248
#15	10D	500	4.1%	6.16%	-1.18%	45.2%	93	4.27
#16	10D	320	4.1%	6.25%	-1.18%	43%	93	4.307
#17	10D	240	4.13%	6.3%	-1.16%	43%	93	4.337
#18	10D	160	4.32%	6.36%	-1.20%	43%	93	4.459
#19	10D	120	4.42%	6.39%	-1.22%	46.2%	93	4.514
#20	10D	80	4.91%	6.5%	-1.23%	43%	93	4.807
#21	10D	40	5.01%	6.65%	-1.35%	38.7%	93	4.938
#22	15D	320	6.28%	7.52%	-2.11%	39%	77	5.991
#23	15D	500	6.36%	7.56%	-2.20%	39%	77	6.059
#24	15D	240	6.58%	7.65%	-2.10%	37.7%	77	6.188
#25	15D	160	6.66%	7.65%	-2.01%	37.7%	77	6.215
#26	15D	80	6.57%	7.92%	-2.19%	42.9%	77	6.278
#27	15D	120	6.76%	7.71%	-2.08%	39%	77	6.293
#28	15D	40	6.52%	8.05%	-2.37%	39%	77	6.336
#29	20D	80	7.76%	8.47%	-2.25%	40.3%	62	7.081
#30	20D	40	7.76%	8.45%	-2.31%	40.3%	62	7.083