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 2026-10-23

DOE calibrated as-of 2026-10-23

Window 2026-08-26 → 2026-10-20

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年10月26日上午7:45 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-08-26 → 2026-10-20 · anchors: 120 · latest snapshot: 2026-10-23 · computed at: 2026年10月26日上午7:45 HKT

Median abs error2.66%

Mean abs error3.19%

Bias+0.97%

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 +0.97%

P25/P75 hit 43.3%

n 120

Rank Best setting

Setting 3D · n=80

Median abs 2.69%

Bias +1.11%

P25/P75 hit 43.3%

n 120

Rank #2 Candidate

Setting 3D · n=500

Median abs 2.73%

Bias +1.07%

P25/P75 hit 42.5%

n 120

Rank #3 Candidate

Setting 3D · n=320

Median abs 2.76%

Bias +1.10%

P25/P75 hit 44.2%

n 120

Rank #4 Candidate

Setting 3D · n=160

Median abs 2.76%

Bias +1.12%

P25/P75 hit 42.5%

n 120

Rank #5 Candidate

Setting 3D · n=120

Median abs 2.78%

Bias +1.13%

P25/P75 hit 43.3%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.83%

Bias +1.11%

P25/P75 hit 41.7%

n 120

Rank #7 Candidate

Setting 5D · n=160

Median abs 3.37%

Bias +1.04%

P25/P75 hit 42.3%

n 111

Rank #8 Candidate

Setting 5D · n=500

Median abs 3.5%

Bias +0.97%

P25/P75 hit 41.4%

n 111

Rank #9 Candidate

Setting 5D · n=320

Median abs 3.46%

Bias +1.04%

P25/P75 hit 42.3%

n 111

Rank #10 Candidate

Setting 5D · n=40

Median abs 3.4%

Bias +0.81%

P25/P75 hit 36.9%

n 111

Rank #11 Candidate

Setting 5D · n=80

Median abs 3.42%

Bias +0.94%

P25/P75 hit 41.4%

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: +0.27%

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: +0.97%

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%	+0.97%	43.3%	120	2.484
#2	3D	80	2.69%	3.27%	+1.11%	43.3%	120	2.548
#3	3D	500	2.73%	3.26%	+1.07%	42.5%	120	2.56
#4	3D	320	2.76%	3.28%	+1.10%	44.2%	120	2.582
#5	3D	160	2.76%	3.29%	+1.12%	42.5%	120	2.593
#6	3D	120	2.78%	3.27%	+1.13%	43.3%	120	2.596
#7	3D	240	2.83%	3.3%	+1.11%	41.7%	120	2.632
#8	5D	160	3.37%	4.56%	+1.04%	42.3%	111	3.331
#9	5D	500	3.5%	4.42%	+0.97%	41.4%	111	3.339
#10	5D	320	3.46%	4.46%	+1.04%	42.3%	111	3.341
#11	5D	40	3.4%	4.64%	+0.81%	36.9%	111	3.353
#12	5D	80	3.42%	4.61%	+0.94%	41.4%	111	3.361
#13	5D	120	3.52%	4.57%	+1.01%	43.2%	111	3.403
#14	5D	240	3.53%	4.53%	+1.04%	40.5%	111	3.405
#15	10D	500	5.02%	7.04%	-1.27%	41.1%	90	5.062
#16	10D	320	5.15%	7.12%	-1.29%	40%	90	5.161
#17	10D	240	5.18%	7.17%	-1.30%	40%	90	5.195
#18	10D	120	5.06%	7.32%	-1.40%	41.1%	90	5.199
#19	10D	160	5.21%	7.23%	-1.31%	40%	90	5.232
#20	10D	80	5.43%	7.46%	-1.47%	38.9%	90	5.449
#21	10D	40	5.71%	7.61%	-1.60%	37.8%	90	5.664
#22	15D	500	7.09%	8.96%	-2.30%	37.5%	72	6.932
#23	15D	240	7.2%	9.08%	-2.33%	37.5%	72	7.034
#24	15D	320	7.33%	8.97%	-2.31%	37.5%	72	7.057
#25	15D	160	7.35%	9.09%	-2.23%	34.7%	72	7.104
#26	15D	120	7.55%	9.23%	-2.38%	36.1%	72	7.272
#27	15D	80	7.82%	9.42%	-2.55%	37.5%	72	7.496
#28	15D	40	7.89%	9.6%	-2.63%	38.9%	72	7.602
#29	20D	80	8.15%	9.58%	-3.61%	38.6%	57	7.873
#30	20D	40	8.15%	9.57%	-3.73%	38.6%	57	7.888