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 2026-10-22

DOE calibrated as-of 2026-10-22

Window 2026-08-25 → 2026-10-19

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年10月23日上午7:44 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-08-25 → 2026-10-19 · anchors: 120 · latest snapshot: 2026-10-22 · computed at: 2026年10月23日上午7:44 HKT

Median abs error2.66%

Mean abs error3.16%

Bias+0.78%

Inside P25/P7541.7%

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 +0.78%

P25/P75 hit 41.7%

n 120

Rank Best setting

Setting 3D · n=80

Median abs 2.68%

Bias +0.93%

P25/P75 hit 42.5%

n 120

Rank #2 Candidate

Setting 3D · n=500

Median abs 2.75%

Bias +0.91%

P25/P75 hit 41.7%

n 120

Rank #3 Candidate

Setting 3D · n=120

Median abs 2.75%

Bias +0.96%

P25/P75 hit 42.5%

n 120

Rank #4 Candidate

Setting 3D · n=320

Median abs 2.75%

Bias +0.94%

P25/P75 hit 43.3%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.76%

Bias +0.95%

P25/P75 hit 41.7%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.82%

Bias +0.95%

P25/P75 hit 41.7%

n 120

Rank #7 Candidate

Setting 5D · n=160

Median abs 3.37%

Bias +0.79%

P25/P75 hit 43.2%

n 111

Rank #8 Candidate

Setting 5D · n=240

Median abs 3.39%

Bias +0.79%

P25/P75 hit 41.4%

n 111

Rank #9 Candidate

Setting 5D · n=320

Median abs 3.46%

Bias +0.79%

P25/P75 hit 43.2%

n 111

Rank #10 Candidate

Setting 5D · n=40

Median abs 3.4%

Bias +0.54%

P25/P75 hit 37.8%

n 111

Rank #11 Candidate

Setting 5D · n=80

Median abs 3.42%

Bias +0.65%

P25/P75 hit 40.5%

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: +0.10%

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: +0.78%

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%	3.16%	+0.78%	41.7%	120	2.449
#2	3D	80	2.68%	3.25%	+0.93%	42.5%	120	2.511
#3	3D	500	2.75%	3.26%	+0.91%	41.7%	120	2.548
#4	3D	120	2.75%	3.25%	+0.96%	42.5%	120	2.55
#5	3D	320	2.75%	3.27%	+0.94%	43.3%	120	2.552
#6	3D	160	2.76%	3.27%	+0.95%	41.7%	120	2.563
#7	3D	240	2.82%	3.3%	+0.95%	41.7%	120	2.603
#8	5D	160	3.37%	4.62%	+0.79%	43.2%	111	3.313
#9	5D	240	3.39%	4.59%	+0.79%	41.4%	111	3.317
#10	5D	320	3.46%	4.53%	+0.79%	43.2%	111	3.326
#11	5D	40	3.4%	4.7%	+0.54%	37.8%	111	3.331
#12	5D	80	3.42%	4.67%	+0.65%	40.5%	111	3.341
#13	5D	500	3.54%	4.49%	+0.71%	42.3%	111	3.342
#14	5D	120	3.5%	4.64%	+0.74%	42.3%	111	3.379
#15	10D	500	4.84%	6.99%	-1.41%	43.3%	90	4.97
#16	10D	240	4.89%	7.16%	-1.36%	42.2%	90	5.049
#17	10D	320	5.01%	7.11%	-1.39%	42.2%	90	5.097
#18	10D	160	5.05%	7.21%	-1.35%	42.2%	90	5.145
#19	10D	120	5.07%	7.3%	-1.46%	43.3%	90	5.201
#20	10D	80	5.43%	7.44%	-1.47%	41.1%	90	5.437
#21	10D	40	5.6%	7.6%	-1.60%	37.8%	90	5.605
#22	15D	500	6.85%	8.19%	-1.41%	38.9%	72	6.406
#23	15D	320	6.91%	8.19%	-1.35%	38.9%	72	6.427
#24	15D	160	6.87%	8.34%	-1.18%	36.1%	72	6.441
#25	15D	240	6.92%	8.3%	-1.29%	37.5%	72	6.465
#26	15D	120	7.21%	8.45%	-1.35%	37.5%	72	6.671
#27	15D	80	7.39%	8.66%	-1.43%	40.3%	72	6.84
#28	15D	40	7.33%	8.79%	-1.56%	40.3%	72	6.875
#29	20D	40	8.15%	9.06%	-3.15%	42.1%	57	7.613
#30	20D	80	8.15%	9.18%	-3.24%	40.4%	57	7.673