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 2026-05-18

DOE calibrated as-of 2026-05-18

Window 2026-04-01 → 2026-05-13

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午5:08 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-04-01 → 2026-05-13 · anchors: 120 · latest snapshot: 2026-05-18 · computed at: 2026年6月25日上午5:08 HKT

Median abs error2.6%

Mean abs error4.02%

Bias+1.54%

Inside P25/P7551.7%

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 2.6%

Bias +1.54%

P25/P75 hit 51.7%

n 120

Rank Best setting

Setting 3D · n=120

Median abs 2.65%

Bias +1.56%

P25/P75 hit 56.7%

n 120

Rank #2 Candidate

Setting 3D · n=160

Median abs 2.67%

Bias +1.58%

P25/P75 hit 52.5%

n 120

Rank #3 Candidate

Setting 3D · n=320

Median abs 2.72%

Bias +1.54%

P25/P75 hit 52.5%

n 120

Rank #4 Candidate

Setting 3D · n=80

Median abs 2.65%

Bias +1.64%

P25/P75 hit 50.8%

n 120

Rank #5 Candidate

Setting 3D · n=240

Median abs 2.75%

Bias +1.53%

P25/P75 hit 53.3%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 2.95%

Bias +1.78%

P25/P75 hit 52.5%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 3.79%

Bias +2.70%

P25/P75 hit 50%

n 112

Rank #8 Candidate

Setting 5D · n=500

Median abs 3.86%

Bias +2.71%

P25/P75 hit 46.4%

n 112

Rank #9 Candidate

Setting 5D · n=320

Median abs 3.89%

Bias +2.68%

P25/P75 hit 48.2%

n 112

Rank #10 Candidate

Setting 5D · n=160

Median abs 4.03%

Bias +2.92%

P25/P75 hit 46.4%

n 112

Rank #11 Candidate

Setting 5D · n=120

Median abs 4.05%

Bias +2.92%

P25/P75 hit 48.2%

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: +1.87%

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: +1.54%

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	2.6%	4.02%	+1.54%	51.7%	120	2.809
#2	3D	120	2.65%	4%	+1.56%	56.7%	120	2.817
#3	3D	160	2.67%	4.01%	+1.58%	52.5%	120	2.844
#4	3D	320	2.72%	4.01%	+1.54%	52.5%	120	2.863
#5	3D	80	2.65%	4.06%	+1.64%	50.8%	120	2.865
#6	3D	240	2.75%	3.99%	+1.53%	53.3%	120	2.868
#7	3D	40	2.95%	4.1%	+1.78%	52.5%	120	3.046
#8	5D	240	3.79%	5.74%	+2.70%	50%	112	4.184
#9	5D	500	3.86%	5.71%	+2.71%	46.4%	112	4.219
#10	5D	320	3.89%	5.74%	+2.68%	48.2%	112	4.236
#11	5D	160	4.03%	5.91%	+2.92%	46.4%	112	4.406
#12	5D	120	4.05%	5.95%	+2.92%	48.2%	112	4.425
#13	5D	80	3.93%	6.13%	+3.09%	46.4%	112	4.458
#14	5D	40	4.13%	6.25%	+3.30%	39.3%	112	4.649
#15	10D	320	5.68%	9.36%	+6.98%	48.9%	92	7.041
#16	10D	240	5.65%	9.5%	+6.93%	48.9%	92	7.067
#17	10D	160	5.74%	9.61%	+6.88%	52.2%	92	7.135
#18	10D	500	5.92%	9.39%	+7.15%	44.6%	92	7.208
#19	10D	120	5.96%	9.75%	+6.91%	47.8%	92	7.31
#20	10D	80	5.85%	10.04%	+7.00%	44.6%	92	7.377
#21	10D	40	6.13%	10.23%	+7.43%	40.2%	92	7.659
#22	15D	80	8.72%	13.97%	+10.94%	38.9%	72	10.793
#23	15D	40	8.79%	14.24%	+10.58%	38.9%	72	10.869
#24	15D	120	8.84%	13.87%	+11.46%	40.3%	72	10.893
#25	15D	320	9.71%	13.86%	+11.67%	38.9%	72	11.359
#26	15D	500	9.89%	13.82%	+11.61%	37.5%	72	11.43
#27	15D	160	10.02%	13.89%	+11.60%	38.9%	72	11.514
#28	15D	240	10.07%	13.81%	+11.65%	36.1%	72	11.526
#29	20D	120	13.67%	21.11%	+18.73%	21.2%	52	16.98
#30	20D	80	13.67%	21.21%	+18.92%	26.9%	52	17.029