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 2026-05-01

DOE calibrated as-of 2026-05-01

Window 2026-03-17 → 2026-04-28

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午5:32 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=120

DOE results snapshot · Window: 2026-03-17 → 2026-04-28 · anchors: 120 · latest snapshot: 2026-05-01 · computed at: 2026年6月25日上午5:32 HKT

Median abs error2.65%

Mean abs error4.03%

Bias+0.77%

Inside P25/P7550.8%

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 +0.77%

P25/P75 hit 50.8%

n 120

Rank Best setting

Setting 3D · n=80

Median abs 2.65%

Bias +0.90%

P25/P75 hit 48.3%

n 120

Rank #2 Candidate

Setting 3D · n=160

Median abs 2.76%

Bias +0.75%

P25/P75 hit 48.3%

n 120

Rank #3 Candidate

Setting 3D · n=240

Median abs 2.85%

Bias +0.73%

P25/P75 hit 47.5%

n 120

Rank #4 Candidate

Setting 3D · n=320

Median abs 2.89%

Bias +0.75%

P25/P75 hit 45.8%

n 120

Rank #5 Candidate

Setting 3D · n=500

Median abs 2.9%

Bias +0.74%

P25/P75 hit 45.8%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 3.18%

Bias +0.95%

P25/P75 hit 48.3%

n 120

Rank #7 Candidate

Setting 5D · n=500

Median abs 3.87%

Bias +1.23%

P25/P75 hit 42%

n 112

Rank #8 Candidate

Setting 5D · n=240

Median abs 3.94%

Bias +1.33%

P25/P75 hit 45.5%

n 112

Rank #9 Candidate

Setting 5D · n=160

Median abs 3.83%

Bias +1.55%

P25/P75 hit 43.8%

n 112

Rank #10 Candidate

Setting 5D · n=320

Median abs 3.98%

Bias +1.28%

P25/P75 hit 44.6%

n 112

Rank #11 Candidate

Setting 5D · n=120

Median abs 3.81%

Bias +1.64%

P25/P75 hit 42.9%

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: +0.88%

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: +0.77%

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%	4.03%	+0.77%	50.8%	120	2.724
#2	3D	80	2.65%	4.12%	+0.90%	48.3%	120	2.781
#3	3D	160	2.76%	4.03%	+0.75%	48.3%	120	2.782
#4	3D	240	2.85%	4.01%	+0.73%	47.5%	120	2.819
#5	3D	320	2.89%	4.04%	+0.75%	45.8%	120	2.857
#6	3D	500	2.9%	4.05%	+0.74%	45.8%	120	2.864
#7	3D	40	3.18%	4.2%	+0.95%	48.3%	120	3.082
#8	5D	500	3.87%	5.63%	+1.23%	42%	112	3.985
#9	5D	240	3.94%	5.57%	+1.33%	45.5%	112	4.005
#10	5D	160	3.83%	5.65%	+1.55%	43.8%	112	4.016
#11	5D	320	3.98%	5.6%	+1.28%	44.6%	112	4.03
#12	5D	120	3.81%	5.71%	+1.64%	42.9%	112	4.042
#13	5D	80	4.05%	5.78%	+1.89%	44.6%	112	4.22
#14	5D	40	4.22%	6.07%	+1.94%	38.4%	112	4.43
#15	10D	320	7.57%	9.26%	+4.55%	39.1%	92	7.611
#16	10D	500	7.69%	9.18%	+4.52%	39.1%	92	7.638
#17	10D	240	7.5%	9.41%	+4.72%	39.1%	92	7.654
#18	10D	120	7.12%	9.84%	+5.02%	40.2%	92	7.656
#19	10D	160	7.7%	9.78%	+4.94%	40.2%	92	7.913
#20	10D	80	7.83%	10.08%	+5.25%	37%	92	8.138
#21	10D	40	8.02%	10.4%	+5.47%	34.8%	92	8.384
#22	15D	500	10.83%	13.04%	+7.90%	29.2%	72	11.091
#23	15D	240	10.9%	13.46%	+8.05%	30.6%	72	11.292
#24	15D	120	10.7%	13.76%	+8.00%	27.8%	72	11.297
#25	15D	320	11.2%	13.23%	+7.93%	30.6%	72	11.344
#26	15D	160	10.8%	13.74%	+8.14%	26.4%	72	11.364
#27	15D	80	10.89%	14.05%	+8.14%	26.4%	72	11.518
#28	15D	40	11.07%	14.3%	+8.24%	26.4%	72	11.71
#29	20D	500	11.56%	16.27%	+11.79%	17.3%	52	13.2
#30	20D	320	12.4%	16.53%	+11.56%	15.4%	52	13.681