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 2026-05-22

DOE calibrated as-of 2026-05-22

Window 2026-04-08 → 2026-05-19

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午4:59 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-04-08 → 2026-05-19 · anchors: 120 · latest snapshot: 2026-05-22 · computed at: 2026年6月25日上午4:59 HKT

Median abs error2.38%

Mean abs error3.75%

Bias+0.65%

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 +0.65%

P25/P75 hit 52.5%

n 120

Rank Best setting

Setting 3D · n=120

Median abs 2.59%

Bias +0.65%

P25/P75 hit 56.7%

n 120

Rank #2 Candidate

Setting 3D · n=320

Median abs 2.58%

Bias +0.66%

P25/P75 hit 53.3%

n 120

Rank #3 Candidate

Setting 3D · n=240

Median abs 2.61%

Bias +0.65%

P25/P75 hit 54.2%

n 120

Rank #4 Candidate

Setting 3D · n=80

Median abs 2.55%

Bias +0.72%

P25/P75 hit 51.7%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.66%

Bias +0.68%

P25/P75 hit 53.3%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 2.58%

Bias +0.85%

P25/P75 hit 55%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 3.63%

Bias +1.57%

P25/P75 hit 57.1%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.7%

Bias +1.60%

P25/P75 hit 55.4%

n 112

Rank #9 Candidate

Setting 5D · n=120

Median abs 3.73%

Bias +1.66%

P25/P75 hit 55.4%

n 112

Rank #10 Candidate

Setting 5D · n=500

Median abs 3.72%

Bias +1.70%

P25/P75 hit 51.8%

n 112

Rank #11 Candidate

Setting 5D · n=160

Median abs 3.74%

Bias +1.66%

P25/P75 hit 53.6%

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: +1.11%

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: +0.65%

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%	3.75%	+0.65%	52.5%	120	2.469
#2	3D	120	2.59%	3.69%	+0.65%	56.7%	120	2.542
#3	3D	320	2.58%	3.74%	+0.66%	53.3%	120	2.565
#4	3D	240	2.61%	3.71%	+0.65%	54.2%	120	2.566
#5	3D	80	2.55%	3.77%	+0.72%	51.7%	120	2.573
#6	3D	160	2.66%	3.71%	+0.68%	53.3%	120	2.597
#7	3D	40	2.58%	3.78%	+0.85%	55%	120	2.603
#8	5D	240	3.63%	5.2%	+1.57%	57.1%	112	3.728
#9	5D	320	3.7%	5.23%	+1.60%	55.4%	112	3.782
#10	5D	120	3.73%	5.26%	+1.66%	55.4%	112	3.816
#11	5D	500	3.72%	5.25%	+1.70%	51.8%	112	3.823
#12	5D	160	3.74%	5.26%	+1.66%	53.6%	112	3.826
#13	5D	80	3.75%	5.38%	+1.69%	53.6%	112	3.878
#14	5D	40	3.72%	5.41%	+1.88%	48.2%	112	3.915
#15	10D	240	5.42%	8.44%	+3.95%	50%	92	6.132
#16	10D	160	5.62%	8.55%	+3.76%	51.1%	92	6.239
#17	10D	320	5.59%	8.42%	+4.14%	48.9%	92	6.241
#18	10D	120	5.9%	8.61%	+3.82%	48.9%	92	6.414
#19	10D	500	5.98%	8.44%	+4.47%	44.6%	92	6.503
#20	10D	80	5.93%	8.82%	+3.88%	45.7%	92	6.52
#21	10D	40	6.19%	8.99%	+4.26%	41.3%	92	6.777
#22	15D	80	5.94%	10.3%	+6.40%	52.8%	72	7.403
#23	15D	240	5.89%	10.27%	+7.55%	50%	72	7.547
#24	15D	320	5.88%	10.38%	+7.66%	50%	72	7.597
#25	15D	120	6.41%	10.17%	+7.13%	54.2%	72	7.698
#26	15D	160	6.28%	10.27%	+7.33%	52.8%	72	7.702
#27	15D	500	6.03%	10.53%	+7.88%	50%	72	7.758
#28	15D	40	7.02%	10.45%	+5.72%	51.4%	72	7.897
#29	20D	120	7.35%	15.06%	+11.98%	44.2%	52	10.633
#30	20D	80	7.7%	14.88%	+11.83%	48.1%	52	10.712