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 2026-10-20

DOE calibrated as-of 2026-10-20

Window 2026-08-21 → 2026-10-15

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年10月21日上午7:44 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-08-21 → 2026-10-15 · anchors: 120 · latest snapshot: 2026-10-20 · computed at: 2026年10月21日上午7:44 HKT

Median abs error2.66%

Mean abs error3.19%

Bias+0.77%

Inside P25/P7543.3%

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 +0.77%

P25/P75 hit 43.3%

n 120

Rank Best setting

Setting 3D · n=80

Median abs 2.68%

Bias +0.90%

P25/P75 hit 44.2%

n 120

Rank #2 Candidate

Setting 3D · n=160

Median abs 2.67%

Bias +0.94%

P25/P75 hit 43.3%

n 120

Rank #3 Candidate

Setting 3D · n=500

Median abs 2.73%

Bias +0.90%

P25/P75 hit 41.7%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 2.77%

Bias +0.95%

P25/P75 hit 43.3%

n 120

Rank #5 Candidate

Setting 3D · n=320

Median abs 2.76%

Bias +0.93%

P25/P75 hit 44.2%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.81%

Bias +0.94%

P25/P75 hit 41.7%

n 120

Rank #7 Candidate

Setting 5D · n=40

Median abs 3.33%

Bias +0.11%

P25/P75 hit 40.5%

n 111

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.36%

Bias +0.43%

P25/P75 hit 44.1%

n 111

Rank #9 Candidate

Setting 5D · n=80

Median abs 3.36%

Bias +0.28%

P25/P75 hit 44.1%

n 111

Rank #10 Candidate

Setting 5D · n=240

Median abs 3.36%

Bias +0.43%

P25/P75 hit 43.2%

n 111

Rank #11 Candidate

Setting 5D · n=120

Median abs 3.38%

Bias +0.38%

P25/P75 hit 44.1%

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: +0.08%

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: +0.77%

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%	3.19%	+0.77%	43.3%	120	2.454
#2	3D	80	2.68%	3.24%	+0.90%	44.2%	120	2.499
#3	3D	160	2.67%	3.28%	+0.94%	43.3%	120	2.516
#4	3D	500	2.73%	3.28%	+0.90%	41.7%	120	2.544
#5	3D	120	2.77%	3.26%	+0.95%	43.3%	120	2.56
#6	3D	320	2.76%	3.29%	+0.93%	44.2%	120	2.561
#7	3D	240	2.81%	3.31%	+0.94%	41.7%	120	2.6
#8	5D	40	3.33%	4.57%	+0.11%	40.5%	111	3.18
#9	5D	320	3.36%	4.44%	+0.43%	44.1%	111	3.188
#10	5D	80	3.36%	4.54%	+0.28%	44.1%	111	3.201
#11	5D	240	3.36%	4.5%	+0.43%	43.2%	111	3.211
#12	5D	120	3.38%	4.53%	+0.38%	44.1%	111	3.222
#13	5D	160	3.37%	4.53%	+0.41%	44.1%	111	3.222
#14	5D	500	3.51%	4.41%	+0.36%	44.1%	111	3.242
#15	10D	320	4.37%	6.84%	-1.66%	41.9%	93	4.723
#16	10D	240	4.34%	6.89%	-1.65%	41.9%	93	4.724
#17	10D	160	4.45%	6.92%	-1.68%	41.9%	93	4.794
#18	10D	500	4.58%	6.76%	-1.66%	43%	93	4.797
#19	10D	120	4.82%	6.98%	-1.75%	44.1%	93	5.005
#20	10D	80	5.11%	7.11%	-1.79%	40.9%	93	5.21
#21	15D	120	5.32%	7.24%	-1.25%	42.5%	73	5.275
#22	10D	40	5.16%	7.26%	-1.89%	38.7%	93	5.308
#23	15D	320	5.53%	7.03%	-1.28%	42.5%	73	5.311
#24	15D	160	5.63%	7.17%	-1.15%	41.1%	73	5.394
#25	15D	500	6.07%	7.07%	-1.34%	43.8%	73	5.601
#26	15D	40	5.99%	7.45%	-1.47%	45.2%	73	5.71
#27	15D	240	6.27%	7.15%	-1.26%	41.1%	73	5.724
#28	15D	80	6.16%	7.42%	-1.36%	45.2%	73	5.768
#29	20D	40	7.92%	8.9%	-2.26%	38.6%	57	7.318
#30	20D	80	8.63%	9.09%	-2.37%	36.8%	57	7.76