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 2026-05-07

DOE calibrated as-of 2026-05-07

Window 2026-03-23 → 2026-05-04

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午5:23 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=120

DOE results snapshot · Window: 2026-03-23 → 2026-05-04 · anchors: 120 · latest snapshot: 2026-05-07 · computed at: 2026年6月25日上午5:23 HKT

Median abs error2.51%

Mean abs error3.91%

Bias+1.13%

Inside P25/P7555%

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 2.51%

Bias +1.13%

P25/P75 hit 55%

n 120

Rank Best setting

Setting 3D · n=160

Median abs 2.58%

Bias +1.11%

P25/P75 hit 52.5%

n 120

Rank #2 Candidate

Setting 3D · n=500

Median abs 2.6%

Bias +1.06%

P25/P75 hit 50.8%

n 120

Rank #3 Candidate

Setting 3D · n=40

Median abs 2.45%

Bias +1.30%

P25/P75 hit 49.2%

n 120

Rank #4 Candidate

Setting 3D · n=80

Median abs 2.52%

Bias +1.25%

P25/P75 hit 50.8%

n 120

Rank #5 Candidate

Setting 3D · n=320

Median abs 2.66%

Bias +1.08%

P25/P75 hit 50.8%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.7%

Bias +1.06%

P25/P75 hit 51.7%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 3.58%

Bias +2.17%

P25/P75 hit 51.8%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.63%

Bias +2.15%

P25/P75 hit 50.9%

n 112

Rank #9 Candidate

Setting 5D · n=500

Median abs 3.76%

Bias +2.14%

P25/P75 hit 47.3%

n 112

Rank #10 Candidate

Setting 5D · n=160

Median abs 3.62%

Bias +2.37%

P25/P75 hit 48.2%

n 112

Rank #11 Candidate

Setting 5D · n=120

Median abs 3.75%

Bias +2.43%

P25/P75 hit 47.3%

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: +1.24%

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: +1.13%

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	2.51%	3.91%	+1.13%	55%	120	2.656
#2	3D	160	2.58%	3.91%	+1.11%	52.5%	120	2.694
#3	3D	500	2.6%	3.89%	+1.06%	50.8%	120	2.694
#4	3D	40	2.45%	4.05%	+1.30%	49.2%	120	2.714
#5	3D	80	2.52%	4.01%	+1.25%	50.8%	120	2.724
#6	3D	320	2.66%	3.9%	+1.08%	50.8%	120	2.73
#7	3D	240	2.7%	3.87%	+1.06%	51.7%	120	2.734
#8	5D	240	3.58%	5.23%	+2.17%	51.8%	112	3.816
#9	5D	320	3.63%	5.23%	+2.15%	50.9%	112	3.841
#10	5D	500	3.76%	5.24%	+2.14%	47.3%	112	3.917
#11	5D	160	3.62%	5.35%	+2.37%	48.2%	112	3.918
#12	5D	120	3.75%	5.4%	+2.43%	47.3%	112	4.011
#13	5D	80	3.73%	5.56%	+2.65%	48.2%	112	4.088
#14	5D	40	3.87%	5.79%	+2.85%	40.2%	112	4.289
#15	10D	320	5.76%	8.56%	+4.91%	47.8%	92	6.493
#16	10D	500	6.07%	8.45%	+4.96%	44.6%	92	6.625
#17	10D	240	5.91%	8.77%	+5.00%	45.7%	92	6.66
#18	10D	160	6.14%	9.05%	+5.13%	46.7%	92	6.89
#19	10D	120	6.42%	9.14%	+5.15%	44.6%	92	7.07
#20	10D	80	6.46%	9.49%	+5.30%	40.2%	92	7.246
#21	10D	40	6.81%	9.65%	+5.52%	39.1%	92	7.513
#22	15D	120	9.57%	13.93%	+8.33%	30.6%	72	10.833
#23	15D	500	10.27%	13.35%	+8.31%	31.9%	72	10.974
#24	15D	160	10.22%	13.85%	+8.46%	30.6%	72	11.15
#25	15D	80	9.93%	14.27%	+8.46%	29.2%	72	11.155
#26	15D	240	10.62%	13.6%	+8.36%	30.6%	72	11.248
#27	15D	40	9.81%	14.73%	+8.65%	29.2%	72	11.285
#28	15D	320	10.86%	13.5%	+8.34%	31.9%	72	11.326
#29	20D	500	11.04%	17.3%	+13.61%	17.3%	52	13.573
#30	20D	320	11.66%	17.55%	+13.46%	21.2%	52	13.939