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 2026-05-21

DOE calibrated as-of 2026-05-21

Window 2026-04-07 → 2026-05-18

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午5:01 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-04-07 → 2026-05-18 · anchors: 120 · latest snapshot: 2026-05-21 · computed at: 2026年6月25日上午5:01 HKT

Median abs error2.32%

Mean abs error3.72%

Bias+0.79%

Inside P25/P7553.3%

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 2.32%

Bias +0.79%

P25/P75 hit 53.3%

n 120

Rank Best setting

Setting 3D · n=120

Median abs 2.44%

Bias +0.77%

P25/P75 hit 57.5%

n 120

Rank #2 Candidate

Setting 3D · n=320

Median abs 2.42%

Bias +0.78%

P25/P75 hit 54.2%

n 120

Rank #3 Candidate

Setting 3D · n=240

Median abs 2.47%

Bias +0.78%

P25/P75 hit 55%

n 120

Rank #4 Candidate

Setting 3D · n=160

Median abs 2.51%

Bias +0.81%

P25/P75 hit 55%

n 120

Rank #5 Candidate

Setting 3D · n=40

Median abs 2.42%

Bias +0.96%

P25/P75 hit 55%

n 120

Rank #6 Candidate

Setting 3D · n=80

Median abs 2.52%

Bias +0.83%

P25/P75 hit 53.3%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 3.64%

Bias +1.69%

P25/P75 hit 56.3%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.66%

Bias +1.71%

P25/P75 hit 55.4%

n 112

Rank #9 Candidate

Setting 5D · n=500

Median abs 3.72%

Bias +1.78%

P25/P75 hit 50.9%

n 112

Rank #10 Candidate

Setting 5D · n=160

Median abs 3.74%

Bias +1.77%

P25/P75 hit 52.7%

n 112

Rank #11 Candidate

Setting 5D · n=120

Median abs 3.75%

Bias +1.76%

P25/P75 hit 52.7%

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: +1.23%

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: +0.79%

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	2.32%	3.72%	+0.79%	53.3%	120	2.447
#2	3D	120	2.44%	3.66%	+0.77%	57.5%	120	2.473
#3	3D	320	2.42%	3.7%	+0.78%	54.2%	120	2.487
#4	3D	240	2.47%	3.67%	+0.78%	55%	120	2.499
#5	3D	160	2.51%	3.67%	+0.81%	55%	120	2.524
#6	3D	40	2.42%	3.76%	+0.96%	55%	120	2.532
#7	3D	80	2.52%	3.73%	+0.83%	53.3%	120	2.557
#8	5D	240	3.64%	5.26%	+1.69%	56.3%	112	3.774
#9	5D	320	3.66%	5.27%	+1.71%	55.4%	112	3.793
#10	5D	500	3.72%	5.26%	+1.78%	50.9%	112	3.841
#11	5D	160	3.74%	5.32%	+1.77%	52.7%	112	3.866
#12	5D	120	3.75%	5.32%	+1.76%	52.7%	112	3.869
#13	5D	80	3.76%	5.46%	+1.82%	52.7%	112	3.932
#14	5D	40	3.72%	5.52%	+2.02%	46.4%	112	3.979
#15	10D	240	5.92%	8.69%	+4.22%	46.7%	92	6.518
#16	10D	320	5.97%	8.62%	+4.38%	46.7%	92	6.542
#17	10D	160	5.97%	8.79%	+4.05%	48.9%	92	6.547
#18	10D	500	6.02%	8.62%	+4.66%	42.4%	92	6.62
#19	10D	120	6.1%	8.88%	+4.07%	46.7%	92	6.652
#20	10D	80	6.2%	9.1%	+4.21%	45.7%	92	6.802
#21	10D	40	6.64%	9.28%	+4.61%	40.2%	92	7.159
#22	15D	160	6.8%	10.94%	+8.18%	48.6%	72	8.335
#23	15D	500	6.74%	11.13%	+8.57%	45.8%	72	8.437
#24	15D	40	7.41%	11.2%	+6.56%	47.2%	72	8.491
#25	15D	120	7.29%	10.83%	+7.96%	50%	72	8.505
#26	15D	320	7.14%	11.06%	+8.44%	48.6%	72	8.586
#27	15D	240	7.33%	10.98%	+8.35%	47.2%	72	8.643
#28	15D	80	7.9%	10.99%	+7.26%	48.6%	72	8.764
#29	20D	120	8.3%	14.73%	+11.88%	38.5%	52	10.991
#30	20D	80	8.31%	14.77%	+12.04%	48.1%	52	11.01