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 2026-05-20

DOE calibrated as-of 2026-05-20

Window 2026-04-06 → 2026-05-15

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午5:03 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-04-06 → 2026-05-15 · anchors: 120 · latest snapshot: 2026-05-20 · computed at: 2026年6月25日上午5:03 HKT

Median abs error2.38%

Mean abs error3.86%

Bias+1.05%

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=500

Median abs 2.38%

Bias +1.05%

P25/P75 hit 52.5%

n 120

Rank Best setting

Setting 3D · n=120

Median abs 2.59%

Bias +1.03%

P25/P75 hit 56.7%

n 120

Rank #2 Candidate

Setting 3D · n=240

Median abs 2.6%

Bias +1.03%

P25/P75 hit 54.2%

n 120

Rank #3 Candidate

Setting 3D · n=320

Median abs 2.58%

Bias +1.04%

P25/P75 hit 53.3%

n 120

Rank #4 Candidate

Setting 3D · n=160

Median abs 2.66%

Bias +1.07%

P25/P75 hit 53.3%

n 120

Rank #5 Candidate

Setting 3D · n=80

Median abs 2.63%

Bias +1.10%

P25/P75 hit 51.7%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 2.75%

Bias +1.20%

P25/P75 hit 54.2%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 3.75%

Bias +2.15%

P25/P75 hit 54.5%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.84%

Bias +2.14%

P25/P75 hit 52.7%

n 112

Rank #9 Candidate

Setting 5D · n=500

Median abs 3.85%

Bias +2.21%

P25/P75 hit 49.1%

n 112

Rank #10 Candidate

Setting 5D · n=120

Median abs 3.79%

Bias +2.26%

P25/P75 hit 50.9%

n 112

Rank #11 Candidate

Setting 5D · n=160

Median abs 3.83%

Bias +2.26%

P25/P75 hit 50%

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: +1.46%

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: +1.05%

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	2.38%	3.86%	+1.05%	52.5%	120	2.567
#2	3D	120	2.59%	3.83%	+1.03%	56.7%	120	2.648
#3	3D	240	2.6%	3.82%	+1.03%	54.2%	120	2.656
#4	3D	320	2.58%	3.85%	+1.04%	53.3%	120	2.66
#5	3D	160	2.66%	3.84%	+1.07%	53.3%	120	2.701
#6	3D	80	2.63%	3.91%	+1.10%	51.7%	120	2.719
#7	3D	40	2.75%	3.94%	+1.20%	54.2%	120	2.799
#8	5D	240	3.75%	5.51%	+2.15%	54.5%	112	3.99
#9	5D	320	3.84%	5.52%	+2.14%	52.7%	112	4.041
#10	5D	500	3.85%	5.51%	+2.21%	49.1%	112	4.062
#11	5D	120	3.79%	5.61%	+2.26%	50.9%	112	4.07
#12	5D	160	3.83%	5.6%	+2.26%	50%	112	4.089
#13	5D	80	3.76%	5.77%	+2.38%	50.9%	112	4.129
#14	5D	40	3.78%	5.79%	+2.57%	44.6%	112	4.19
#15	10D	240	5.35%	8.99%	+5.01%	50%	92	6.448
#16	10D	320	5.65%	8.87%	+5.10%	48.9%	92	6.572
#17	10D	160	5.79%	9.12%	+4.86%	51.1%	92	6.688
#18	10D	120	5.9%	9.21%	+4.89%	47.8%	92	6.788
#19	10D	500	5.99%	8.88%	+5.36%	45.7%	92	6.793
#20	10D	80	6.06%	9.49%	+5.01%	44.6%	92	6.991
#21	10D	40	6.19%	9.66%	+5.43%	40.2%	92	7.19
#22	15D	160	7.31%	11.82%	+9.29%	47.2%	72	9.067
#23	15D	120	7.66%	11.71%	+9.03%	48.6%	72	9.162
#24	15D	40	7.85%	12.11%	+7.83%	44.4%	72	9.227
#25	15D	80	8.19%	11.87%	+8.45%	47.2%	72	9.399
#26	15D	240	8.09%	11.79%	+9.43%	44.4%	72	9.475
#27	15D	500	8.02%	11.94%	+9.61%	44.4%	72	9.519
#28	15D	320	8.2%	11.86%	+9.51%	45.8%	72	9.563
#29	20D	80	9.02%	16.89%	+14.18%	40.4%	52	12.448
#30	20D	120	10%	16.85%	+14.02%	34.6%	52	12.914