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 2026-05-08

DOE calibrated as-of 2026-05-08

Window 2026-03-24 → 2026-05-05

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午5:21 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=120

DOE results snapshot · Window: 2026-03-24 → 2026-05-05 · anchors: 120 · latest snapshot: 2026-05-08 · computed at: 2026年6月25日上午5:21 HKT

Median abs error2.57%

Mean abs error4.07%

Bias+0.88%

Inside P25/P7554.2%

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 +0.88%

P25/P75 hit 54.2%

n 120

Rank Best setting

Setting 3D · n=160

Median abs 2.58%

Bias +0.87%

P25/P75 hit 51.7%

n 120

Rank #2 Candidate

Setting 3D · n=500

Median abs 2.65%

Bias +0.81%

P25/P75 hit 49.2%

n 120

Rank #3 Candidate

Setting 3D · n=240

Median abs 2.71%

Bias +0.81%

P25/P75 hit 50.8%

n 120

Rank #4 Candidate

Setting 3D · n=320

Median abs 2.72%

Bias +0.83%

P25/P75 hit 50%

n 120

Rank #5 Candidate

Setting 3D · n=80

Median abs 2.59%

Bias +1.02%

P25/P75 hit 50%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 2.75%

Bias +1.08%

P25/P75 hit 47.5%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 3.64%

Bias +2.52%

P25/P75 hit 52.7%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.66%

Bias +2.50%

P25/P75 hit 51.8%

n 112

Rank #9 Candidate

Setting 5D · n=500

Median abs 3.71%

Bias +2.49%

P25/P75 hit 48.2%

n 112

Rank #10 Candidate

Setting 5D · n=160

Median abs 3.64%

Bias +2.72%

P25/P75 hit 50%

n 112

Rank #11 Candidate

Setting 5D · n=120

Median abs 3.74%

Bias +2.75%

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: +1.00%

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: +0.88%

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%	4.07%	+0.88%	54.2%	120	2.706
#2	3D	160	2.58%	4.07%	+0.87%	51.7%	120	2.716
#3	3D	500	2.65%	4.05%	+0.81%	49.2%	120	2.741
#4	3D	240	2.71%	4.03%	+0.81%	50.8%	120	2.76
#5	3D	320	2.72%	4.05%	+0.83%	50%	120	2.777
#6	3D	80	2.59%	4.19%	+1.02%	50%	120	2.79
#7	3D	40	2.75%	4.23%	+1.08%	47.5%	120	2.899
#8	5D	240	3.64%	5.43%	+2.52%	52.7%	112	3.967
#9	5D	320	3.66%	5.41%	+2.50%	51.8%	112	3.969
#10	5D	500	3.71%	5.41%	+2.49%	48.2%	112	4.002
#11	5D	160	3.64%	5.57%	+2.72%	50%	112	4.053
#12	5D	120	3.74%	5.62%	+2.75%	48.2%	112	4.129
#13	5D	80	3.73%	5.78%	+2.99%	49.1%	112	4.214
#14	5D	40	3.92%	5.98%	+3.16%	40.2%	112	4.427
#15	10D	320	6.29%	9.32%	+5.56%	44.6%	92	7.129
#16	10D	500	6.48%	9.24%	+5.64%	41.3%	92	7.217
#17	10D	240	6.4%	9.5%	+5.62%	44.6%	92	7.257
#18	10D	160	6.71%	9.71%	+5.68%	43.5%	92	7.497
#19	10D	120	6.91%	9.82%	+5.68%	42.4%	92	7.638
#20	10D	80	7.12%	10.18%	+5.86%	39.1%	92	7.904
#21	10D	40	7.42%	10.33%	+6.02%	38%	92	8.134
#22	15D	120	9.57%	13.66%	+8.92%	31.9%	72	10.824
#23	15D	500	10.08%	13.2%	+8.80%	31.9%	72	10.9
#24	15D	320	10.11%	13.3%	+8.83%	31.9%	72	10.955
#25	15D	80	9.62%	14.06%	+9.05%	30.6%	72	11.012
#26	15D	240	10.21%	13.4%	+8.90%	31.9%	72	11.05
#27	15D	40	9.41%	14.49%	+9.03%	31.9%	72	11.051
#28	15D	160	10.03%	13.63%	+8.99%	31.9%	72	11.054
#29	20D	500	11.26%	17.83%	+14.81%	17.3%	52	14.049
#30	20D	320	11.6%	18.03%	+14.76%	19.2%	52	14.277