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 2026-05-26

DOE calibrated as-of 2026-05-26

Window 2026-04-09 → 2026-05-20

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午4:57 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-04-09 → 2026-05-20 · anchors: 120 · latest snapshot: 2026-05-26 · computed at: 2026年6月25日上午4:57 HKT

Median abs error2.28%

Mean abs error3.66%

Bias+0.50%

Inside P25/P7555%

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 2.28%

Bias +0.50%

P25/P75 hit 55%

n 120

Rank Best setting

Setting 3D · n=120

Median abs 2.42%

Bias +0.48%

P25/P75 hit 58.3%

n 120

Rank #2 Candidate

Setting 3D · n=240

Median abs 2.4%

Bias +0.50%

P25/P75 hit 56.7%

n 120

Rank #3 Candidate

Setting 3D · n=320

Median abs 2.39%

Bias +0.50%

P25/P75 hit 55.8%

n 120

Rank #4 Candidate

Setting 3D · n=160

Median abs 2.42%

Bias +0.53%

P25/P75 hit 55%

n 120

Rank #5 Candidate

Setting 3D · n=40

Median abs 2.38%

Bias +0.67%

P25/P75 hit 55.8%

n 120

Rank #6 Candidate

Setting 3D · n=80

Median abs 2.41%

Bias +0.53%

P25/P75 hit 53.3%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 3.57%

Bias +1.36%

P25/P75 hit 58%

n 112

Rank #8 Candidate

Setting 5D · n=120

Median abs 3.7%

Bias +1.41%

P25/P75 hit 54.5%

n 112

Rank #9 Candidate

Setting 5D · n=320

Median abs 3.72%

Bias +1.39%

P25/P75 hit 56.3%

n 112

Rank #10 Candidate

Setting 5D · n=160

Median abs 3.74%

Bias +1.44%

P25/P75 hit 54.5%

n 112

Rank #11 Candidate

Setting 5D · n=40

Median abs 3.64%

Bias +1.63%

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: +1.03%

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: +0.50%

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	2.28%	3.66%	+0.50%	55%	120	2.359
#2	3D	120	2.42%	3.6%	+0.48%	58.3%	120	2.396
#3	3D	240	2.4%	3.61%	+0.50%	56.7%	120	2.397
#4	3D	320	2.39%	3.64%	+0.50%	55.8%	120	2.405
#5	3D	160	2.42%	3.62%	+0.53%	55%	120	2.419
#6	3D	40	2.38%	3.67%	+0.67%	55.8%	120	2.436
#7	3D	80	2.41%	3.67%	+0.53%	53.3%	120	2.436
#8	5D	240	3.57%	5.17%	+1.36%	58%	112	3.654
#9	5D	120	3.7%	5.19%	+1.41%	54.5%	112	3.742
#10	5D	320	3.72%	5.21%	+1.39%	56.3%	112	3.751
#11	5D	160	3.74%	5.2%	+1.44%	54.5%	112	3.77
#12	5D	40	3.64%	5.27%	+1.63%	50%	112	3.784
#13	5D	500	3.72%	5.24%	+1.48%	52.7%	112	3.784
#14	5D	80	3.73%	5.29%	+1.45%	54.5%	112	3.798
#15	10D	320	5.63%	8.21%	+3.62%	48.9%	92	6.109
#16	10D	240	5.7%	8.25%	+3.35%	48.9%	92	6.118
#17	10D	160	5.85%	8.31%	+3.13%	51.1%	92	6.175
#18	10D	120	5.99%	8.37%	+3.16%	48.9%	92	6.276
#19	10D	500	5.98%	8.27%	+3.99%	44.6%	92	6.372
#20	10D	80	6.11%	8.55%	+3.25%	44.6%	92	6.424
#21	10D	40	6.47%	8.73%	+3.58%	41.3%	92	6.724
#22	15D	80	5.6%	9.85%	+5.77%	52.8%	72	6.981
#23	15D	240	5.36%	9.82%	+6.97%	51.4%	72	7.034
#24	15D	320	5.42%	9.93%	+7.13%	52.8%	72	7.123
#25	15D	160	5.73%	9.82%	+6.75%	54.2%	72	7.179
#26	15D	120	5.94%	9.67%	+6.43%	55.6%	72	7.18
#27	15D	500	5.75%	10.03%	+7.37%	52.8%	72	7.359
#28	15D	40	6.71%	9.95%	+4.98%	51.4%	72	7.456
#29	20D	120	6.97%	15.23%	+12.12%	46.2%	52	10.518
#30	20D	80	7.6%	15.04%	+11.95%	50%	52	10.732