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 2026-05-13

DOE calibrated as-of 2026-05-13

Window 2026-03-27 → 2026-05-08

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午5:14 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-03-27 → 2026-05-08 · anchors: 120 · latest snapshot: 2026-05-13 · computed at: 2026年6月25日上午5:14 HKT

Median abs error2.5%

Mean abs error3.83%

Bias+1.27%

Inside P25/P7550.8%

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=500

Median abs 2.5%

Bias +1.27%

P25/P75 hit 50.8%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 2.57%

Bias +1.28%

P25/P75 hit 51.7%

n 120

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.59%

Bias +1.29%

P25/P75 hit 55.8%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 2.67%

Bias +1.30%

P25/P75 hit 51.7%

n 120

Rank #4 Candidate

Setting 3D · n=240

Median abs 2.71%

Bias +1.25%

P25/P75 hit 52.5%

n 120

Rank #5 Candidate

Setting 3D · n=80

Median abs 2.59%

Bias +1.42%

P25/P75 hit 53.3%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 2.75%

Bias +1.53%

P25/P75 hit 50%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 3.6%

Bias +2.57%

P25/P75 hit 51.8%

n 112

Rank #8 Candidate

Setting 5D · n=500

Median abs 3.7%

Bias +2.56%

P25/P75 hit 49.1%

n 112

Rank #9 Candidate

Setting 5D · n=320

Median abs 3.68%

Bias +2.56%

P25/P75 hit 50%

n 112

Rank #10 Candidate

Setting 5D · n=160

Median abs 3.77%

Bias +2.74%

P25/P75 hit 48.2%

n 112

Rank #11 Candidate

Setting 5D · n=120

Median abs 3.81%

Bias +2.80%

P25/P75 hit 49.1%

n 112

Rank #12 Candidate

Best setting 3D · n=500: 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: +1.51%

Best setting 3D · n=500: 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: +1.27%

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	500	2.5%	3.83%	+1.27%	50.8%	120	2.654
#2	3D	320	2.57%	3.84%	+1.28%	51.7%	120	2.692
#3	3D	120	2.59%	3.85%	+1.29%	55.8%	120	2.697
#4	3D	160	2.67%	3.84%	+1.30%	51.7%	120	2.745
#5	3D	240	2.71%	3.82%	+1.25%	52.5%	120	2.748
#6	3D	80	2.59%	3.94%	+1.42%	53.3%	120	2.754
#7	3D	40	2.75%	3.99%	+1.53%	50%	120	2.876
#8	5D	240	3.6%	5.55%	+2.57%	51.8%	112	3.999
#9	5D	500	3.7%	5.49%	+2.56%	49.1%	112	4.033
#10	5D	320	3.68%	5.53%	+2.56%	50%	112	4.035
#11	5D	160	3.77%	5.71%	+2.74%	48.2%	112	4.174
#12	5D	120	3.81%	5.77%	+2.80%	49.1%	112	4.222
#13	5D	80	3.8%	5.93%	+3.01%	49.1%	112	4.304
#14	5D	40	4.13%	6.1%	+3.17%	39.3%	112	4.577
#15	10D	320	5.69%	9.41%	+6.27%	47.8%	92	6.96
#16	10D	240	5.65%	9.57%	+6.27%	47.8%	92	6.996
#17	10D	160	5.77%	9.75%	+6.20%	50%	92	7.102
#18	10D	500	6.1%	9.39%	+6.42%	44.6%	92	7.188
#19	10D	120	6.13%	9.83%	+6.15%	47.8%	92	7.309
#20	10D	80	6.32%	10.15%	+6.30%	44.6%	92	7.546
#21	10D	40	6.3%	10.34%	+6.58%	40.2%	92	7.656
#22	15D	40	8.42%	13.7%	+9.10%	33.3%	72	10.287
#23	15D	120	8.77%	13.3%	+9.55%	36.1%	72	10.382
#24	15D	80	8.82%	13.45%	+9.40%	33.3%	72	10.444
#25	15D	500	9.13%	13.03%	+9.42%	33.3%	72	10.455
#26	15D	320	9.4%	13.06%	+9.45%	33.3%	72	10.605
#27	15D	240	9.56%	13.12%	+9.51%	34.7%	72	10.712
#28	15D	160	9.58%	13.28%	+9.62%	36.1%	72	10.791
#29	20D	500	11.1%	18.57%	+15.71%	19.2%	52	14.358
#30	20D	320	11.44%	18.7%	+15.68%	21.2%	52	14.564