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 2026-06-01

DOE calibrated as-of 2026-06-01

Window 2026-04-15 → 2026-05-27

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午4:48 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=80

DOE results snapshot · Window: 2026-04-15 → 2026-05-27 · anchors: 120 · latest snapshot: 2026-06-01 · computed at: 2026年6月25日上午4:48 HKT

Median abs error2.63%

Mean abs error4.07%

Bias+0.64%

Inside P25/P7551.7%

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=80

Median abs 2.63%

Bias +0.64%

P25/P75 hit 51.7%

n 120

Rank Best setting

Setting 3D · n=120

Median abs 2.68%

Bias +0.63%

P25/P75 hit 55%

n 120

Rank #2 Candidate

Setting 3D · n=500

Median abs 2.59%

Bias +0.73%

P25/P75 hit 52.5%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 2.69%

Bias +0.68%

P25/P75 hit 51.7%

n 120

Rank #4 Candidate

Setting 3D · n=320

Median abs 2.76%

Bias +0.70%

P25/P75 hit 53.3%

n 120

Rank #5 Candidate

Setting 3D · n=240

Median abs 2.8%

Bias +0.68%

P25/P75 hit 52.5%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 2.9%

Bias +0.70%

P25/P75 hit 53.3%

n 120

Rank #7 Candidate

Setting 5D · n=80

Median abs 3.81%

Bias +1.75%

P25/P75 hit 50.9%

n 112

Rank #8 Candidate

Setting 5D · n=120

Median abs 3.87%

Bias +1.80%

P25/P75 hit 51.8%

n 112

Rank #9 Candidate

Setting 5D · n=40

Median abs 3.88%

Bias +1.95%

P25/P75 hit 48.2%

n 112

Rank #10 Candidate

Setting 5D · n=160

Median abs 4.03%

Bias +1.88%

P25/P75 hit 51.8%

n 112

Rank #11 Candidate

Setting 5D · n=240

Median abs 4.12%

Bias +1.89%

P25/P75 hit 54.5%

n 112

Rank #12 Candidate

Best setting 3D · n=80: 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: +1.46%

Best setting 3D · n=80: 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: +0.64%

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	80	2.63%	4.07%	+0.64%	51.7%	120	2.706
#2	3D	120	2.68%	4.04%	+0.63%	55%	120	2.711
#3	3D	500	2.59%	4.11%	+0.73%	52.5%	120	2.712
#4	3D	160	2.69%	4.05%	+0.68%	51.7%	120	2.735
#5	3D	320	2.76%	4.09%	+0.70%	53.3%	120	2.783
#6	3D	240	2.8%	4.05%	+0.68%	52.5%	120	2.788
#7	3D	40	2.9%	4.08%	+0.70%	53.3%	120	2.85
#8	5D	80	3.81%	6.28%	+1.75%	50.9%	112	4.238
#9	5D	120	3.87%	6.19%	+1.80%	51.8%	112	4.242
#10	5D	40	3.88%	6.18%	+1.95%	48.2%	112	4.275
#11	5D	160	4.03%	6.21%	+1.88%	51.8%	112	4.341
#12	5D	240	4.12%	6.23%	+1.89%	54.5%	112	4.388
#13	5D	500	4.09%	6.36%	+2.09%	50.9%	112	4.457
#14	5D	320	4.18%	6.32%	+1.98%	52.7%	112	4.467
#15	10D	160	6.07%	8.39%	+2.79%	47.8%	92	6.271
#16	10D	120	6.1%	8.35%	+2.79%	46.7%	92	6.274
#17	10D	80	6.18%	8.43%	+2.76%	43.5%	92	6.346
#18	10D	320	5.97%	8.49%	+3.42%	46.7%	92	6.353
#19	10D	240	6.12%	8.45%	+3.06%	46.7%	92	6.36
#20	15D	80	5.6%	9.06%	+3.95%	55.6%	72	6.425
#21	10D	500	6.06%	8.62%	+3.88%	42.4%	92	6.523
#22	10D	40	6.54%	8.44%	+2.85%	41.3%	92	6.548
#23	15D	40	6.23%	8.9%	+3.05%	54.2%	72	6.552
#24	15D	120	5.75%	9.13%	+4.89%	59.7%	72	6.655
#25	15D	160	5.61%	9.28%	+5.24%	58.3%	72	6.693
#26	15D	240	5.48%	9.41%	+5.62%	52.8%	72	6.745
#27	15D	320	5.55%	9.57%	+5.90%	55.6%	72	6.87
#28	15D	500	5.63%	9.81%	+6.32%	54.2%	72	7.061
#29	20D	80	6.18%	12.51%	+9.01%	65.4%	52	8.657
#30	20D	120	6.46%	12.72%	+9.94%	61.5%	52	9.019