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 2026-05-28

DOE calibrated as-of 2026-05-28

Window 2026-04-13 → 2026-05-22

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午4:52 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-04-13 → 2026-05-22 · anchors: 120 · latest snapshot: 2026-05-28 · computed at: 2026年6月25日上午4:52 HKT

Median abs error2.23%

Mean abs error3.61%

Bias+0.43%

Inside P25/P7555.8%

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=40

Median abs 2.23%

Bias +0.43%

P25/P75 hit 55.8%

n 120

Rank Best setting

Setting 3D · n=500

Median abs 2.28%

Bias +0.40%

P25/P75 hit 55.8%

n 120

Rank #2 Candidate

Setting 3D · n=320

Median abs 2.32%

Bias +0.40%

P25/P75 hit 56.7%

n 120

Rank #3 Candidate

Setting 3D · n=240

Median abs 2.36%

Bias +0.38%

P25/P75 hit 57.5%

n 120

Rank #4 Candidate

Setting 3D · n=80

Median abs 2.32%

Bias +0.34%

P25/P75 hit 54.2%

n 120

Rank #5 Candidate

Setting 3D · n=120

Median abs 2.4%

Bias +0.32%

P25/P75 hit 59.2%

n 120

Rank #6 Candidate

Setting 3D · n=160

Median abs 2.37%

Bias +0.38%

P25/P75 hit 55.8%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 3.57%

Bias +0.84%

P25/P75 hit 58%

n 112

Rank #8 Candidate

Setting 5D · n=120

Median abs 3.66%

Bias +0.80%

P25/P75 hit 56.3%

n 112

Rank #9 Candidate

Setting 5D · n=320

Median abs 3.64%

Bias +0.90%

P25/P75 hit 56.3%

n 112

Rank #10 Candidate

Setting 5D · n=80

Median abs 3.67%

Bias +0.79%

P25/P75 hit 54.5%

n 112

Rank #11 Candidate

Setting 5D · n=40

Median abs 3.64%

Bias +1.01%

P25/P75 hit 50.9%

n 112

Rank #12 Candidate

Best setting 3D · n=40: 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: +1.04%

Best setting 3D · n=40: 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: +0.43%

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	40	2.23%	3.61%	+0.43%	55.8%	120	2.303
#2	3D	500	2.28%	3.63%	+0.40%	55.8%	120	2.331
#3	3D	320	2.32%	3.61%	+0.40%	56.7%	120	2.342
#4	3D	240	2.36%	3.57%	+0.38%	57.5%	120	2.343
#5	3D	80	2.32%	3.63%	+0.34%	54.2%	120	2.346
#6	3D	120	2.4%	3.56%	+0.32%	59.2%	120	2.346
#7	3D	160	2.37%	3.57%	+0.38%	55.8%	120	2.352
#8	5D	240	3.57%	5.15%	+0.84%	58%	112	3.569
#9	5D	120	3.66%	5.13%	+0.80%	56.3%	112	3.605
#10	5D	320	3.64%	5.19%	+0.90%	56.3%	112	3.631
#11	5D	80	3.67%	5.23%	+0.79%	54.5%	112	3.648
#12	5D	40	3.64%	5.16%	+1.01%	50.9%	112	3.65
#13	5D	160	3.73%	5.16%	+0.87%	55.4%	112	3.663
#14	5D	500	3.72%	5.21%	+1.00%	53.6%	112	3.7
#15	10D	120	5.63%	8.03%	+2.70%	50%	92	5.906
#16	10D	160	5.65%	8.04%	+2.71%	51.1%	92	5.918
#17	10D	80	5.57%	8.15%	+2.69%	46.7%	92	5.924
#18	10D	240	5.78%	8.06%	+2.99%	47.8%	92	6.04
#19	10D	320	5.83%	8.08%	+3.32%	47.8%	92	6.122
#20	10D	500	6.06%	8.16%	+3.73%	43.5%	92	6.337
#21	10D	40	6.19%	8.33%	+2.93%	42.4%	92	6.344
#22	15D	80	5.51%	8.88%	+4.24%	56.9%	72	6.357
#23	15D	120	5.5%	8.8%	+5.04%	59.7%	72	6.437
#24	15D	240	5.18%	8.99%	+5.73%	55.6%	72	6.457
#25	15D	160	5.4%	8.94%	+5.37%	58.3%	72	6.489
#26	15D	40	6.08%	8.97%	+3.44%	55.6%	72	6.557
#27	15D	320	5.33%	9.1%	+5.93%	55.6%	72	6.6
#28	15D	500	5.47%	9.28%	+6.29%	55.6%	72	6.788
#29	20D	80	6.37%	13.32%	+10.58%	61.5%	52	9.28
#30	20D	40	7.63%	13.46%	+8.82%	67.3%	52	9.681