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 2026-05-05

DOE calibrated as-of 2026-05-05

Window 2026-03-19 → 2026-04-30

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午5:27 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=120

DOE results snapshot · Window: 2026-03-19 → 2026-04-30 · anchors: 120 · latest snapshot: 2026-05-05 · computed at: 2026年6月25日上午5:27 HKT

Median abs error2.65%

Mean abs error3.92%

Bias+0.98%

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 2.65%

Bias +0.98%

P25/P75 hit 53.3%

n 120

Rank Best setting

Setting 3D · n=160

Median abs 2.7%

Bias +0.97%

P25/P75 hit 51.7%

n 120

Rank #2 Candidate

Setting 3D · n=500

Median abs 2.71%

Bias +0.92%

P25/P75 hit 49.2%

n 120

Rank #3 Candidate

Setting 3D · n=240

Median abs 2.74%

Bias +0.92%

P25/P75 hit 50.8%

n 120

Rank #4 Candidate

Setting 3D · n=80

Median abs 2.59%

Bias +1.13%

P25/P75 hit 52.5%

n 120

Rank #5 Candidate

Setting 3D · n=320

Median abs 2.81%

Bias +0.93%

P25/P75 hit 49.2%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 2.75%

Bias +1.15%

P25/P75 hit 47.5%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 3.75%

Bias +1.63%

P25/P75 hit 47.3%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.8%

Bias +1.59%

P25/P75 hit 45.5%

n 112

Rank #9 Candidate

Setting 5D · n=500

Median abs 3.85%

Bias +1.58%

P25/P75 hit 42.9%

n 112

Rank #10 Candidate

Setting 5D · n=160

Median abs 3.82%

Bias +1.84%

P25/P75 hit 44.6%

n 112

Rank #11 Candidate

Setting 5D · n=120

Median abs 3.79%

Bias +1.88%

P25/P75 hit 45.5%

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: +1.08%

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: +0.98%

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%	3.92%	+0.98%	53.3%	120	2.711
#2	3D	160	2.7%	3.89%	+0.97%	51.7%	120	2.728
#3	3D	500	2.71%	3.88%	+0.92%	49.2%	120	2.728
#4	3D	240	2.74%	3.86%	+0.92%	50.8%	120	2.732
#5	3D	80	2.59%	4.03%	+1.13%	52.5%	120	2.744
#6	3D	320	2.81%	3.88%	+0.93%	49.2%	120	2.779
#7	3D	40	2.75%	4.08%	+1.15%	47.5%	120	2.857
#8	5D	240	3.75%	5.54%	+1.63%	47.3%	112	3.94
#9	5D	320	3.8%	5.57%	+1.59%	45.5%	112	3.974
#10	5D	500	3.85%	5.59%	+1.58%	42.9%	112	4.011
#11	5D	160	3.82%	5.64%	+1.84%	44.6%	112	4.048
#12	5D	120	3.79%	5.7%	+1.88%	45.5%	112	4.058
#13	5D	80	3.99%	5.83%	+2.10%	45.5%	112	4.237
#14	5D	40	4.06%	5.97%	+2.25%	38.4%	112	4.361
#15	10D	500	6.62%	8.71%	+5.37%	41.3%	92	7.061
#16	10D	320	6.71%	8.83%	+5.40%	42.4%	92	7.15
#17	10D	240	6.83%	9.01%	+5.52%	41.3%	92	7.293
#18	10D	160	6.83%	9.31%	+5.68%	42.4%	92	7.42
#19	10D	120	7.05%	9.42%	+5.72%	40.2%	92	7.579
#20	10D	80	7.36%	9.74%	+5.90%	38%	92	7.879
#21	10D	40	7.48%	9.92%	+6.05%	37%	92	8.027
#22	15D	240	11.06%	13.6%	+8.62%	29.2%	72	11.51
#23	15D	120	10.81%	13.94%	+8.64%	25%	72	11.517
#24	15D	320	11.2%	13.44%	+8.60%	27.8%	72	11.524
#25	15D	500	11.45%	13.28%	+8.55%	29.2%	72	11.583
#26	15D	40	10.75%	14.53%	+8.93%	26.4%	72	11.734
#27	15D	160	11.25%	13.89%	+8.75%	25%	72	11.737
#28	15D	80	11.3%	14.12%	+8.75%	25%	72	11.842
#29	20D	500	11.45%	18.02%	+14.04%	15.4%	52	14.099
#30	20D	320	12.07%	18.22%	+13.81%	15.4%	52	14.445