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 2026-05-04

DOE calibrated as-of 2026-05-04

Window 2026-03-18 → 2026-04-29

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午5:29 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=120

DOE results snapshot · Window: 2026-03-18 → 2026-04-29 · anchors: 120 · latest snapshot: 2026-05-04 · computed at: 2026年6月25日上午5:29 HKT

Median abs error2.57%

Mean abs error3.92%

Bias+0.89%

Inside P25/P7553.3%

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=120

Median abs 2.57%

Bias +0.89%

P25/P75 hit 53.3%

n 120

Rank Best setting

Setting 3D · n=160

Median abs 2.7%

Bias +0.88%

P25/P75 hit 50.8%

n 120

Rank #2 Candidate

Setting 3D · n=500

Median abs 2.74%

Bias +0.85%

P25/P75 hit 48.3%

n 120

Rank #3 Candidate

Setting 3D · n=240

Median abs 2.78%

Bias +0.85%

P25/P75 hit 50%

n 120

Rank #4 Candidate

Setting 3D · n=80

Median abs 2.65%

Bias +1.02%

P25/P75 hit 51.7%

n 120

Rank #5 Candidate

Setting 3D · n=320

Median abs 2.82%

Bias +0.86%

P25/P75 hit 48.3%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 2.97%

Bias +1.10%

P25/P75 hit 49.2%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 3.97%

Bias +1.74%

P25/P75 hit 44.6%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.98%

Bias +1.69%

P25/P75 hit 43.8%

n 112

Rank #9 Candidate

Setting 5D · n=500

Median abs 3.98%

Bias +1.67%

P25/P75 hit 42%

n 112

Rank #10 Candidate

Setting 5D · n=120

Median abs 3.91%

Bias +2.01%

P25/P75 hit 40.2%

n 112

Rank #11 Candidate

Setting 5D · n=160

Median abs 3.98%

Bias +1.96%

P25/P75 hit 42%

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: +1.00%

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: +0.89%

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	2.57%	3.92%	+0.89%	53.3%	120	2.657
#2	3D	160	2.7%	3.92%	+0.88%	50.8%	120	2.727
#3	3D	500	2.74%	3.92%	+0.85%	48.3%	120	2.749
#4	3D	240	2.78%	3.89%	+0.85%	50%	120	2.754
#5	3D	80	2.65%	4.02%	+1.02%	51.7%	120	2.756
#6	3D	320	2.82%	3.92%	+0.86%	48.3%	120	2.79
#7	3D	40	2.97%	4.1%	+1.10%	49.2%	120	2.962
#8	5D	240	3.97%	5.81%	+1.74%	44.6%	112	4.168
#9	5D	320	3.98%	5.83%	+1.69%	43.8%	112	4.175
#10	5D	500	3.98%	5.85%	+1.67%	42%	112	4.183
#11	5D	120	3.91%	5.94%	+2.01%	40.2%	112	4.235
#12	5D	160	3.98%	5.89%	+1.96%	42%	112	4.24
#13	5D	80	4.13%	6.02%	+2.22%	43.8%	112	4.396
#14	5D	40	4.39%	6.27%	+2.36%	36.6%	112	4.652
#15	10D	500	6.8%	8.81%	+5.35%	40.2%	92	7.185
#16	10D	240	6.9%	9.07%	+5.53%	42.4%	92	7.348
#17	10D	320	7.06%	8.91%	+5.38%	42.4%	92	7.35
#18	10D	160	7.03%	9.41%	+5.72%	42.4%	92	7.561
#19	10D	120	6.98%	9.52%	+5.79%	42.4%	92	7.585
#20	10D	80	7.66%	9.84%	+5.96%	38%	92	8.073
#21	10D	40	7.89%	10.14%	+6.16%	37%	92	8.326
#22	15D	320	11.46%	13.82%	+8.89%	26.4%	72	11.835
#23	15D	500	11.65%	13.61%	+8.86%	27.8%	72	11.848
#24	15D	240	11.65%	14.02%	+8.98%	25%	72	12.016
#25	15D	120	11.52%	14.34%	+8.94%	25%	72	12.058
#26	15D	160	11.75%	14.35%	+9.12%	23.6%	72	12.207
#27	15D	80	11.68%	14.58%	+9.07%	22.2%	72	12.248
#28	15D	40	12.26%	14.99%	+9.30%	23.6%	72	12.713
#29	20D	500	11.58%	17.91%	+13.70%	13.5%	52	14.08
#30	20D	320	12.37%	18.15%	+13.45%	17.3%	52	14.512