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 2026-06-02

DOE calibrated as-of 2026-06-02

Window 2026-04-16 → 2026-05-28

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月29日下午6:10 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-04-16 → 2026-05-28 · anchors: 120 · latest snapshot: 2026-06-02 · computed at: 2026年7月29日下午6:10 HKT

Median abs error2.45%

Mean abs error3.99%

Bias+0.50%

Inside P25/P7554.2%

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 2.45%

Bias +0.50%

P25/P75 hit 54.2%

n 120

Rank Best setting

Setting 3D · n=500

Median abs 2.48%

Bias +0.56%

P25/P75 hit 54.2%

n 120

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.64%

Bias +0.44%

P25/P75 hit 55.8%

n 120

Rank #3 Candidate

Setting 3D · n=80

Median abs 2.62%

Bias +0.45%

P25/P75 hit 52.5%

n 120

Rank #4 Candidate

Setting 3D · n=160

Median abs 2.67%

Bias +0.49%

P25/P75 hit 52.5%

n 120

Rank #5 Candidate

Setting 3D · n=320

Median abs 2.67%

Bias +0.52%

P25/P75 hit 55%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.71%

Bias +0.50%

P25/P75 hit 54.2%

n 120

Rank #7 Candidate

Setting 5D · n=80

Median abs 3.86%

Bias +1.98%

P25/P75 hit 50%

n 112

Rank #8 Candidate

Setting 5D · n=120

Median abs 4.01%

Bias +1.99%

P25/P75 hit 50.9%

n 112

Rank #9 Candidate

Setting 5D · n=40

Median abs 3.95%

Bias +2.16%

P25/P75 hit 47.3%

n 112

Rank #10 Candidate

Setting 5D · n=160

Median abs 4.12%

Bias +2.10%

P25/P75 hit 51.8%

n 112

Rank #11 Candidate

Setting 5D · n=240

Median abs 4.26%

Bias +2.11%

P25/P75 hit 53.6%

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: +1.31%

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: +0.50%

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	40	2.45%	3.99%	+0.50%	54.2%	120	2.561
#2	3D	500	2.48%	4.05%	+0.56%	54.2%	120	2.606
#3	3D	120	2.64%	3.98%	+0.44%	55.8%	120	2.64
#4	3D	80	2.62%	4.02%	+0.45%	52.5%	120	2.653
#5	3D	160	2.67%	3.97%	+0.49%	52.5%	120	2.667
#6	3D	320	2.67%	4.02%	+0.52%	55%	120	2.682
#7	3D	240	2.71%	3.98%	+0.50%	54.2%	120	2.688
#8	5D	80	3.86%	6.64%	+1.98%	50%	112	4.426
#9	5D	120	4.01%	6.5%	+1.99%	50.9%	112	4.451
#10	5D	40	3.95%	6.53%	+2.16%	47.3%	112	4.466
#11	5D	160	4.12%	6.56%	+2.10%	51.8%	112	4.542
#12	5D	240	4.26%	6.58%	+2.11%	53.6%	112	4.615
#13	5D	320	4.3%	6.7%	+2.25%	51.8%	112	4.703
#14	5D	500	4.26%	6.74%	+2.37%	50%	112	4.72
#15	10D	120	5.99%	8.36%	+2.74%	46.7%	92	6.215
#16	10D	240	5.91%	8.42%	+3.02%	46.7%	92	6.238
#17	10D	160	6.07%	8.38%	+2.75%	46.7%	92	6.264
#18	10D	320	5.83%	8.47%	+3.36%	46.7%	92	6.267
#19	10D	80	6.11%	8.37%	+2.75%	44.6%	92	6.285
#20	10D	40	6.28%	8.35%	+2.88%	42.4%	92	6.389
#21	10D	500	6.09%	8.61%	+3.82%	42.4%	92	6.525
#22	15D	40	6.23%	8.87%	+3.05%	54.2%	72	6.541
#23	15D	80	5.9%	9.08%	+3.85%	52.8%	72	6.574
#24	15D	160	5.78%	9.38%	+5.19%	56.9%	72	6.809
#25	15D	120	6.12%	9.17%	+4.76%	56.9%	72	6.841
#26	15D	240	5.73%	9.53%	+5.66%	52.8%	72	6.918
#27	15D	320	5.6%	9.74%	+5.98%	52.8%	72	6.974
#28	15D	500	5.74%	9.98%	+6.40%	54.2%	72	7.187
#29	20D	80	6.93%	12.9%	+8.08%	63.5%	52	9.033
#30	20D	40	7.86%	12.54%	+6.00%	65.4%	52	9.055