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 2026-05-06

DOE calibrated as-of 2026-05-06

Window 2026-03-20 → 2026-05-01

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午5:26 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=120

DOE results snapshot · Window: 2026-03-20 → 2026-05-01 · anchors: 120 · latest snapshot: 2026-05-06 · computed at: 2026年6月25日上午5:26 HKT

Median abs error2.63%

Mean abs error4.02%

Bias+1.26%

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=120

Median abs 2.63%

Bias +1.26%

P25/P75 hit 52.5%

n 120

Rank Best setting

Setting 3D · n=160

Median abs 2.68%

Bias +1.25%

P25/P75 hit 50.8%

n 120

Rank #2 Candidate

Setting 3D · n=240

Median abs 2.72%

Bias +1.21%

P25/P75 hit 50%

n 120

Rank #3 Candidate

Setting 3D · n=500

Median abs 2.71%

Bias +1.21%

P25/P75 hit 49.2%

n 120

Rank #4 Candidate

Setting 3D · n=80

Median abs 2.59%

Bias +1.40%

P25/P75 hit 50.8%

n 120

Rank #5 Candidate

Setting 3D · n=320

Median abs 2.79%

Bias +1.22%

P25/P75 hit 49.2%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 2.75%

Bias +1.44%

P25/P75 hit 47.5%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 3.62%

Bias +2.09%

P25/P75 hit 50%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.68%

Bias +2.05%

P25/P75 hit 48.2%

n 112

Rank #9 Candidate

Setting 5D · n=160

Median abs 3.62%

Bias +2.28%

P25/P75 hit 46.4%

n 112

Rank #10 Candidate

Setting 5D · n=500

Median abs 3.84%

Bias +2.05%

P25/P75 hit 46.4%

n 112

Rank #11 Candidate

Setting 5D · n=120

Median abs 3.68%

Bias +2.34%

P25/P75 hit 48.2%

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: +1.39%

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: +1.26%

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	2.63%	4.02%	+1.26%	52.5%	120	2.78
#2	3D	160	2.68%	4.01%	+1.25%	50.8%	120	2.804
#3	3D	240	2.72%	3.97%	+1.21%	50%	120	2.806
#4	3D	500	2.71%	3.99%	+1.21%	49.2%	120	2.81
#5	3D	80	2.59%	4.13%	+1.40%	50.8%	120	2.824
#6	3D	320	2.79%	3.99%	+1.22%	49.2%	120	2.851
#7	3D	40	2.75%	4.16%	+1.44%	47.5%	120	2.928
#8	5D	240	3.62%	5.28%	+2.09%	50%	112	3.847
#9	5D	320	3.68%	5.28%	+2.05%	48.2%	112	3.875
#10	5D	160	3.62%	5.39%	+2.28%	46.4%	112	3.923
#11	5D	500	3.84%	5.31%	+2.05%	46.4%	112	3.97
#12	5D	120	3.68%	5.45%	+2.34%	48.2%	112	3.978
#13	5D	80	3.74%	5.58%	+2.55%	50%	112	4.081
#14	5D	40	3.92%	5.77%	+2.70%	40.2%	112	4.284
#15	10D	320	6.38%	8.78%	+5.33%	43.5%	92	6.954
#16	10D	500	6.47%	8.67%	+5.36%	40.2%	92	6.973
#17	10D	240	6.5%	9%	+5.44%	44.6%	92	7.105
#18	10D	160	6.71%	9.25%	+5.57%	43.5%	92	7.319
#19	10D	120	6.89%	9.35%	+5.59%	41.3%	92	7.453
#20	10D	80	6.95%	9.71%	+5.76%	38%	92	7.643
#21	10D	40	7.45%	9.82%	+5.92%	37%	92	7.958
#22	15D	120	9.64%	13.43%	+7.94%	30.6%	72	10.635
#23	15D	500	10.18%	12.9%	+7.95%	31.9%	72	10.718
#24	15D	80	9.88%	13.73%	+8.12%	29.2%	72	10.891
#25	15D	320	10.55%	13.01%	+7.96%	31.9%	72	10.943
#26	15D	160	10.36%	13.4%	+8.08%	30.6%	72	11.006
#27	15D	240	10.6%	13.17%	+7.97%	31.9%	72	11.025
#28	15D	40	9.95%	14.23%	+8.26%	29.2%	72	11.122
#29	20D	500	10.99%	17.77%	+13.80%	17.3%	52	13.741
#30	20D	320	11.67%	18.01%	+13.60%	17.3%	52	14.135