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 2026-10-21

DOE calibrated as-of 2026-10-21

Window 2026-08-24 → 2026-10-16

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年10月22日上午7:45 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-08-24 → 2026-10-16 · anchors: 120 · latest snapshot: 2026-10-21 · computed at: 2026年10月22日上午7:45 HKT

Median abs error2.66%

Mean abs error3.19%

Bias+0.79%

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 +0.79%

P25/P75 hit 43.3%

n 120

Rank Best setting

Setting 3D · n=80

Median abs 2.66%

Bias +0.93%

P25/P75 hit 43.3%

n 120

Rank #2 Candidate

Setting 3D · n=160

Median abs 2.66%

Bias +0.95%

P25/P75 hit 43.3%

n 120

Rank #3 Candidate

Setting 3D · n=120

Median abs 2.72%

Bias +0.97%

P25/P75 hit 43.3%

n 120

Rank #4 Candidate

Setting 3D · n=500

Median abs 2.73%

Bias +0.90%

P25/P75 hit 41.7%

n 120

Rank #5 Candidate

Setting 3D · n=320

Median abs 2.75%

Bias +0.94%

P25/P75 hit 43.3%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.78%

Bias +0.94%

P25/P75 hit 41.7%

n 120

Rank #7 Candidate

Setting 5D · n=320

Median abs 3.14%

Bias +0.56%

P25/P75 hit 44.1%

n 111

Rank #8 Candidate

Setting 5D · n=160

Median abs 3.19%

Bias +0.55%

P25/P75 hit 44.1%

n 111

Rank #9 Candidate

Setting 5D · n=240

Median abs 3.23%

Bias +0.55%

P25/P75 hit 43.2%

n 111

Rank #10 Candidate

Setting 5D · n=80

Median abs 3.32%

Bias +0.43%

P25/P75 hit 44.1%

n 111

Rank #11 Candidate

Setting 5D · n=40

Median abs 3.33%

Bias +0.29%

P25/P75 hit 39.6%

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: +0.79%

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%	+0.79%	43.3%	120	2.457
#2	3D	80	2.66%	3.25%	+0.93%	43.3%	120	2.499
#3	3D	160	2.66%	3.27%	+0.95%	43.3%	120	2.509
#4	3D	120	2.72%	3.25%	+0.97%	43.3%	120	2.535
#5	3D	500	2.73%	3.26%	+0.90%	41.7%	120	2.537
#6	3D	320	2.75%	3.28%	+0.94%	43.3%	120	2.556
#7	3D	240	2.78%	3.29%	+0.94%	41.7%	120	2.578
#8	5D	320	3.14%	4.43%	+0.56%	44.1%	111	3.094
#9	5D	160	3.19%	4.52%	+0.55%	44.1%	111	3.149
#10	5D	240	3.23%	4.5%	+0.55%	43.2%	111	3.165
#11	5D	80	3.32%	4.55%	+0.43%	44.1%	111	3.207
#12	5D	40	3.33%	4.59%	+0.29%	39.6%	111	3.216
#13	5D	120	3.36%	4.52%	+0.52%	45%	111	3.227
#14	5D	500	3.48%	4.4%	+0.49%	44.1%	111	3.243
#15	10D	240	4.39%	6.87%	-1.95%	43.3%	90	4.784
#16	10D	320	4.47%	6.82%	-1.94%	43.3%	90	4.805
#17	10D	160	4.45%	6.9%	-1.98%	43.3%	90	4.829
#18	10D	500	4.59%	6.74%	-1.94%	44.4%	90	4.834
#19	10D	120	4.71%	6.98%	-2.05%	44.4%	90	4.995
#20	10D	80	5.07%	7.13%	-2.08%	42.2%	90	5.237
#21	10D	40	5.41%	7.3%	-2.22%	40%	90	5.493
#22	15D	320	6.31%	7.43%	-1.26%	40.3%	72	5.844
#23	15D	500	6.35%	7.47%	-1.32%	41.7%	72	5.883
#24	15D	240	6.47%	7.56%	-1.24%	38.9%	72	5.97
#25	15D	160	6.8%	7.57%	-1.13%	37.5%	72	6.125
#26	15D	120	6.86%	7.68%	-1.23%	38.9%	72	6.205
#27	15D	80	6.95%	7.81%	-1.28%	41.7%	72	6.296
#28	15D	40	6.92%	7.93%	-1.30%	43.1%	72	6.323
#29	20D	40	7.45%	8.61%	-2.71%	40.4%	57	7.044
#30	20D	80	8.07%	8.74%	-2.79%	40.4%	57	7.411