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 2026-06-05

DOE calibrated as-of 2026-06-05

Window 2026-04-21 → 2026-06-02

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月29日下午6:31 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=320

DOE results snapshot · Window: 2026-04-21 → 2026-06-02 · anchors: 120 · latest snapshot: 2026-06-05 · computed at: 2026年7月29日下午6:31 HKT

Median abs error2.84%

Mean abs error4.49%

Bias-0.46%

Inside P25/P7550.8%

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=320

Median abs 2.84%

Bias -0.46%

P25/P75 hit 50.8%

n 120

Rank Best setting

Setting 3D · n=500

Median abs 2.88%

Bias -0.41%

P25/P75 hit 50.8%

n 120

Rank #2 Candidate

Setting 3D · n=160

Median abs 2.87%

Bias -0.50%

P25/P75 hit 48.3%

n 120

Rank #3 Candidate

Setting 3D · n=120

Median abs 2.86%

Bias -0.60%

P25/P75 hit 51.7%

n 120

Rank #4 Candidate

Setting 3D · n=240

Median abs 2.93%

Bias -0.49%

P25/P75 hit 50%

n 120

Rank #5 Candidate

Setting 3D · n=80

Median abs 3.04%

Bias -0.67%

P25/P75 hit 49.2%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 3.27%

Bias -0.62%

P25/P75 hit 49.2%

n 120

Rank #7 Candidate

Setting 5D · n=80

Median abs 3.86%

Bias +1.52%

P25/P75 hit 50%

n 112

Rank #8 Candidate

Setting 5D · n=40

Median abs 3.95%

Bias +1.67%

P25/P75 hit 47.3%

n 112

Rank #9 Candidate

Setting 5D · n=120

Median abs 4.01%

Bias +1.57%

P25/P75 hit 51.8%

n 112

Rank #10 Candidate

Setting 5D · n=160

Median abs 4.01%

Bias +1.69%

P25/P75 hit 51.8%

n 112

Rank #11 Candidate

Setting 5D · n=240

Median abs 4.26%

Bias +1.71%

P25/P75 hit 54.5%

n 112

Rank #12 Candidate

Best setting 3D · n=320: 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: +0.41%

Best setting 3D · n=320: 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: -0.46%

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	320	2.84%	4.49%	-0.46%	50.8%	120	2.933
#2	3D	500	2.88%	4.51%	-0.41%	50.8%	120	2.953
#3	3D	160	2.87%	4.51%	-0.50%	48.3%	120	2.968
#4	3D	120	2.86%	4.55%	-0.60%	51.7%	120	2.983
#5	3D	240	2.93%	4.49%	-0.49%	50%	120	2.985
#6	3D	80	3.04%	4.64%	-0.67%	49.2%	120	3.121
#7	3D	40	3.27%	4.65%	-0.62%	49.2%	120	3.233
#8	5D	80	3.86%	6.78%	+1.52%	50%	112	4.406
#9	5D	40	3.95%	6.67%	+1.67%	47.3%	112	4.442
#10	5D	120	4.01%	6.67%	+1.57%	51.8%	112	4.445
#11	5D	160	4.01%	6.68%	+1.69%	51.8%	112	4.467
#12	5D	240	4.26%	6.71%	+1.71%	54.5%	112	4.599
#13	5D	500	4.09%	6.86%	+2.02%	50.9%	112	4.622
#14	5D	320	4.18%	6.81%	+1.88%	52.7%	112	4.624
#15	10D	120	5.46%	7.96%	+1.51%	46.7%	92	5.626
#16	10D	240	5.62%	8.07%	+1.84%	47.8%	92	5.791
#17	10D	160	5.82%	8%	+1.52%	47.8%	92	5.818
#18	10D	80	5.84%	7.96%	+1.55%	44.6%	92	5.827
#19	10D	320	5.7%	8.15%	+2.19%	47.8%	92	5.912
#20	10D	40	6.19%	7.87%	+1.70%	43.5%	92	5.996
#21	15D	40	6.23%	8.22%	+1.92%	51.4%	72	6.152
#22	15D	80	5.9%	8.49%	+2.61%	52.8%	72	6.181
#23	10D	500	6.1%	8.34%	+2.69%	42.4%	92	6.267
#24	15D	120	6.25%	8.73%	+3.59%	56.9%	72	6.577
#25	15D	160	6.1%	8.99%	+4.06%	58.3%	72	6.66
#26	15D	240	5.92%	9.21%	+4.65%	52.8%	72	6.749
#27	15D	320	5.87%	9.44%	+5.04%	52.8%	72	6.863
#28	15D	500	6.02%	9.76%	+5.69%	54.2%	72	7.144
#29	20D	80	5.81%	11.01%	+4.33%	65.4%	52	7.244
#30	20D	120	6.2%	11.32%	+5.75%	61.5%	52	7.771