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 2026-05-27

DOE calibrated as-of 2026-05-27

Window 2026-04-10 → 2026-05-21

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午4:51 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=240

DOE results snapshot · Window: 2026-04-10 → 2026-05-21 · anchors: 120 · latest snapshot: 2026-05-27 · computed at: 2026年6月25日上午4:51 HKT

Median abs error2.26%

Mean abs error3.57%

Bias+0.42%

Inside P25/P7557.5%

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=240

Median abs 2.26%

Bias +0.42%

P25/P75 hit 57.5%

n 120

Rank Best setting

Setting 3D · n=160

Median abs 2.26%

Bias +0.43%

P25/P75 hit 55.8%

n 120

Rank #2 Candidate

Setting 3D · n=500

Median abs 2.27%

Bias +0.43%

P25/P75 hit 55.8%

n 120

Rank #3 Candidate

Setting 3D · n=320

Median abs 2.32%

Bias +0.42%

P25/P75 hit 56.7%

n 120

Rank #4 Candidate

Setting 3D · n=80

Median abs 2.32%

Bias +0.42%

P25/P75 hit 54.2%

n 120

Rank #5 Candidate

Setting 3D · n=120

Median abs 2.4%

Bias +0.38%

P25/P75 hit 59.2%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 2.32%

Bias +0.58%

P25/P75 hit 55.8%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 3.64%

Bias +1.04%

P25/P75 hit 57.1%

n 112

Rank #8 Candidate

Setting 5D · n=120

Median abs 3.74%

Bias +1.08%

P25/P75 hit 53.6%

n 112

Rank #9 Candidate

Setting 5D · n=160

Median abs 3.75%

Bias +1.09%

P25/P75 hit 53.6%

n 112

Rank #10 Candidate

Setting 5D · n=80

Median abs 3.73%

Bias +1.09%

P25/P75 hit 53.6%

n 112

Rank #11 Candidate

Setting 5D · n=40

Median abs 3.72%

Bias +1.32%

P25/P75 hit 49.1%

n 112

Rank #12 Candidate

Best setting 3D · n=240: 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: +1.00%

Best setting 3D · n=240: 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: +0.42%

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	240	2.26%	3.57%	+0.42%	57.5%	120	2.299
#2	3D	160	2.26%	3.57%	+0.43%	55.8%	120	2.305
#3	3D	500	2.27%	3.64%	+0.43%	55.8%	120	2.334
#4	3D	320	2.32%	3.61%	+0.42%	56.7%	120	2.345
#5	3D	80	2.32%	3.62%	+0.42%	54.2%	120	2.355
#6	3D	120	2.4%	3.56%	+0.38%	59.2%	120	2.355
#7	3D	40	2.32%	3.63%	+0.58%	55.8%	120	2.378
#8	5D	240	3.64%	5.24%	+1.04%	57.1%	112	3.667
#9	5D	120	3.74%	5.26%	+1.08%	53.6%	112	3.739
#10	5D	160	3.75%	5.25%	+1.09%	53.6%	112	3.742
#11	5D	80	3.73%	5.35%	+1.09%	53.6%	112	3.767
#12	5D	40	3.72%	5.33%	+1.32%	49.1%	112	3.801
#13	5D	320	3.87%	5.29%	+1.09%	55.4%	112	3.812
#14	5D	500	3.81%	5.33%	+1.17%	51.8%	112	3.817
#15	10D	240	5.62%	8.2%	+3.03%	46.7%	92	6.018
#16	10D	320	5.66%	8.19%	+3.31%	46.7%	92	6.076
#17	10D	160	5.85%	8.23%	+2.79%	50%	92	6.099
#18	10D	120	5.86%	8.28%	+2.81%	48.9%	92	6.127
#19	10D	500	5.92%	8.23%	+3.70%	43.5%	92	6.287
#20	10D	80	6.11%	8.46%	+2.84%	44.6%	92	6.331
#21	10D	40	6.45%	8.64%	+3.09%	40.2%	92	6.612
#22	15D	120	5.46%	9.42%	+5.79%	56.9%	72	6.753
#23	15D	240	5.23%	9.53%	+6.33%	52.8%	72	6.768
#24	15D	80	5.6%	9.58%	+5.01%	54.2%	72	6.769
#25	15D	160	5.43%	9.54%	+6.10%	55.6%	72	6.83
#26	15D	320	5.34%	9.64%	+6.50%	55.6%	72	6.88
#27	15D	500	5.4%	9.8%	+6.80%	54.2%	72	7.015
#28	15D	40	6.27%	9.63%	+4.29%	51.4%	72	7.02
#29	20D	120	6.73%	14.94%	+12.12%	46.2%	52	10.296
#30	20D	80	7.32%	14.57%	+11.57%	55.8%	52	10.356