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 2026-07-27

DOE calibrated as-of 2026-07-27

Window 2026-06-05 → 2026-07-22

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月28日上午7:47 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-06-05 → 2026-07-22 · anchors: 120 · latest snapshot: 2026-07-27 · computed at: 2026年7月28日上午7:47 HKT

Median abs error2.55%

Mean abs error3.46%

Bias+0.19%

Inside P25/P7552.5%

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=500

Median abs 2.55%

Bias +0.19%

P25/P75 hit 52.5%

n 120

Rank Best setting

Setting 3D · n=240

Median abs 2.55%

Bias +0.16%

P25/P75 hit 50%

n 120

Rank #2 Candidate

Setting 3D · n=320

Median abs 2.54%

Bias +0.20%

P25/P75 hit 50%

n 120

Rank #3 Candidate

Setting 3D · n=40

Median abs 2.51%

Bias +0.20%

P25/P75 hit 43.3%

n 120

Rank #4 Candidate

Setting 3D · n=160

Median abs 2.69%

Bias +0.12%

P25/P75 hit 49.2%

n 120

Rank #5 Candidate

Setting 3D · n=80

Median abs 2.69%

Bias +0.15%

P25/P75 hit 48.3%

n 120

Rank #6 Candidate

Setting 3D · n=120

Median abs 2.71%

Bias +0.13%

P25/P75 hit 50%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 3.05%

Bias -0.32%

P25/P75 hit 59.8%

n 112

Rank #8 Candidate

Setting 5D · n=160

Median abs 3.09%

Bias -0.33%

P25/P75 hit 57.1%

n 112

Rank #9 Candidate

Setting 5D · n=120

Median abs 3.19%

Bias -0.24%

P25/P75 hit 59.8%

n 112

Rank #10 Candidate

Setting 5D · n=40

Median abs 2.98%

Bias +0.05%

P25/P75 hit 49.1%

n 112

Rank #11 Candidate

Setting 5D · n=320

Median abs 3.18%

Bias -0.32%

P25/P75 hit 58.9%

n 112

Rank #12 Candidate

Best setting 3D · n=500: 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: +0.22%

Best setting 3D · n=500: 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: +0.19%

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	500	2.55%	3.46%	+0.19%	52.5%	120	2.383
#2	3D	240	2.55%	3.46%	+0.16%	50%	120	2.385
#3	3D	320	2.54%	3.47%	+0.20%	50%	120	2.389
#4	3D	40	2.51%	3.6%	+0.20%	43.3%	120	2.437
#5	3D	160	2.69%	3.49%	+0.12%	49.2%	120	2.461
#6	3D	80	2.69%	3.5%	+0.15%	48.3%	120	2.472
#7	3D	120	2.71%	3.51%	+0.13%	50%	120	2.478
#8	5D	240	3.05%	4.48%	-0.32%	59.8%	112	2.992
#9	5D	160	3.09%	4.57%	-0.33%	57.1%	112	3.051
#10	5D	120	3.19%	4.51%	-0.24%	59.8%	112	3.06
#11	5D	40	2.98%	4.82%	+0.05%	49.1%	112	3.062
#12	5D	320	3.18%	4.51%	-0.32%	58.9%	112	3.069
#13	5D	500	3.27%	4.56%	-0.36%	55.4%	112	3.146
#14	5D	80	3.37%	4.65%	-0.18%	53.6%	112	3.206
#15	10D	40	3.88%	6.78%	-0.76%	50%	100	4.302
#16	10D	500	4.47%	6.71%	-0.90%	50%	100	4.594
#17	10D	320	4.6%	6.71%	-0.98%	53%	100	4.663
#18	10D	240	4.58%	6.73%	-1.02%	54%	100	4.664
#19	10D	160	4.78%	6.76%	-1.04%	57%	100	4.77
#20	10D	120	4.84%	6.83%	-1.05%	54%	100	4.833
#21	10D	80	4.86%	6.91%	-1.01%	52%	100	4.87
#22	15D	500	5.2%	8.92%	-5.54%	62.5%	80	6.397
#23	15D	320	5.34%	9.36%	-6.05%	57.5%	80	6.71
#24	15D	240	5.46%	9.74%	-6.34%	56.3%	80	6.949
#25	15D	160	5.38%	10.12%	-6.67%	53.8%	80	7.098
#26	15D	120	5.39%	10.13%	-6.74%	55%	80	7.114
#27	15D	80	5.57%	10.34%	-6.92%	50%	80	7.317
#28	15D	40	5.69%	10.61%	-7.02%	56.3%	80	7.471
#29	20D	500	7.05%	10.86%	-7.51%	50%	60	8.327
#30	20D	320	7.37%	11.59%	-8.16%	48.3%	60	8.845