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 2026-04-29

DOE calibrated as-of 2026-04-29

Window 2026-03-13 → 2026-04-24

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午5:38 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=120

DOE results snapshot · Window: 2026-03-13 → 2026-04-24 · anchors: 120 · latest snapshot: 2026-04-29 · computed at: 2026年6月25日上午5:38 HKT

Median abs error2.65%

Mean abs error3.86%

Bias+0.53%

Inside P25/P7550%

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=120

Median abs 2.65%

Bias +0.53%

P25/P75 hit 50%

n 120

Rank Best setting

Setting 3D · n=160

Median abs 2.74%

Bias +0.53%

P25/P75 hit 46.7%

n 120

Rank #2 Candidate

Setting 3D · n=80

Median abs 2.65%

Bias +0.66%

P25/P75 hit 47.5%

n 120

Rank #3 Candidate

Setting 3D · n=240

Median abs 2.84%

Bias +0.50%

P25/P75 hit 46.7%

n 120

Rank #4 Candidate

Setting 3D · n=320

Median abs 2.88%

Bias +0.52%

P25/P75 hit 45%

n 120

Rank #5 Candidate

Setting 3D · n=500

Median abs 2.9%

Bias +0.51%

P25/P75 hit 45%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 3.02%

Bias +0.70%

P25/P75 hit 45%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 4.01%

Bias +0.86%

P25/P75 hit 41.1%

n 112

Rank #8 Candidate

Setting 5D · n=160

Median abs 3.99%

Bias +1.07%

P25/P75 hit 39.3%

n 112

Rank #9 Candidate

Setting 5D · n=320

Median abs 4.2%

Bias +0.78%

P25/P75 hit 40.2%

n 112

Rank #10 Candidate

Setting 5D · n=500

Median abs 4.22%

Bias +0.72%

P25/P75 hit 37.5%

n 112

Rank #11 Candidate

Setting 5D · n=120

Median abs 4.06%

Bias +1.17%

P25/P75 hit 39.3%

n 112

Rank #12 Candidate

Best setting 3D · n=120: 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: +0.64%

Best setting 3D · n=120: 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: +0.53%

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	120	2.65%	3.86%	+0.53%	50%	120	2.631
#2	3D	160	2.74%	3.87%	+0.53%	46.7%	120	2.687
#3	3D	80	2.65%	3.95%	+0.66%	47.5%	120	2.688
#4	3D	240	2.84%	3.85%	+0.50%	46.7%	120	2.726
#5	3D	320	2.88%	3.89%	+0.52%	45%	120	2.767
#6	3D	500	2.9%	3.89%	+0.51%	45%	120	2.775
#7	3D	40	3.02%	4.03%	+0.70%	45%	120	2.913
#8	5D	240	4.01%	5.77%	+0.86%	41.1%	112	4.051
#9	5D	160	3.99%	5.86%	+1.07%	39.3%	112	4.108
#10	5D	320	4.2%	5.8%	+0.78%	40.2%	112	4.147
#11	5D	500	4.22%	5.83%	+0.72%	37.5%	112	4.165
#12	5D	120	4.06%	5.89%	+1.17%	39.3%	112	4.169
#13	5D	80	4.24%	5.97%	+1.42%	41.1%	112	4.32
#14	5D	40	4.7%	6.26%	+1.48%	34.8%	112	4.676
#15	10D	120	7.02%	9.65%	+3.63%	35.9%	92	7.342
#16	10D	320	7.55%	9.17%	+3.25%	38%	92	7.377
#17	10D	500	7.64%	9.08%	+3.19%	35.9%	92	7.387
#18	10D	240	7.55%	9.29%	+3.42%	37%	92	7.447
#19	10D	160	7.35%	9.6%	+3.54%	38%	92	7.471
#20	10D	80	7.35%	9.85%	+3.92%	34.8%	92	7.624
#21	10D	40	7.89%	10.19%	+4.06%	32.6%	92	8.039
#22	15D	500	9.66%	12.15%	+6.61%	30.6%	72	9.998
#23	15D	120	9.3%	12.73%	+6.59%	31.9%	72	10.014
#24	15D	240	9.65%	12.53%	+6.80%	30.6%	72	10.154
#25	15D	320	9.86%	12.34%	+6.66%	31.9%	72	10.168
#26	15D	80	9.62%	12.94%	+6.77%	29.2%	72	10.281
#27	15D	160	9.77%	12.72%	+6.80%	29.2%	72	10.284
#28	15D	40	9.95%	13.22%	+6.73%	31.9%	72	10.532
#29	20D	500	10.84%	13.25%	+7.03%	25%	52	11.049
#30	20D	320	11.35%	13.56%	+6.76%	23.1%	52	11.377