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 2026-06-08

DOE calibrated as-of 2026-06-08

Window 2026-04-22 → 2026-06-03

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月29日下午6:38 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-04-22 → 2026-06-03 · anchors: 120 · latest snapshot: 2026-06-08 · computed at: 2026年7月29日下午6:38 HKT

Median abs error2.73%

Mean abs error4.54%

Bias-0.43%

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=500

Median abs 2.73%

Bias -0.43%

P25/P75 hit 51.7%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 2.84%

Bias -0.49%

P25/P75 hit 50.8%

n 120

Rank #2 Candidate

Setting 3D · n=160

Median abs 2.92%

Bias -0.53%

P25/P75 hit 49.2%

n 120

Rank #3 Candidate

Setting 3D · n=240

Median abs 2.96%

Bias -0.53%

P25/P75 hit 50.8%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 2.94%

Bias -0.63%

P25/P75 hit 52.5%

n 120

Rank #5 Candidate

Setting 3D · n=80

Median abs 2.91%

Bias -0.70%

P25/P75 hit 50%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 3.23%

Bias -0.64%

P25/P75 hit 49.2%

n 120

Rank #7 Candidate

Setting 5D · n=40

Median abs 4.18%

Bias +1.35%

P25/P75 hit 46.4%

n 112

Rank #8 Candidate

Setting 5D · n=160

Median abs 4.2%

Bias +1.44%

P25/P75 hit 49.1%

n 112

Rank #9 Candidate

Setting 5D · n=80

Median abs 4.17%

Bias +1.16%

P25/P75 hit 49.1%

n 112

Rank #10 Candidate

Setting 5D · n=120

Median abs 4.28%

Bias +1.26%

P25/P75 hit 49.1%

n 112

Rank #11 Candidate

Setting 5D · n=240

Median abs 4.43%

Bias +1.44%

P25/P75 hit 52.7%

n 112

Rank #12 Candidate

Best setting 3D · n=500: 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: +0.40%

Best setting 3D · n=500: 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	500	2.73%	4.54%	-0.43%	51.7%	120	2.889
#2	3D	320	2.84%	4.53%	-0.49%	50.8%	120	2.952
#3	3D	160	2.92%	4.55%	-0.53%	49.2%	120	3.009
#4	3D	240	2.96%	4.53%	-0.53%	50.8%	120	3.018
#5	3D	120	2.94%	4.59%	-0.63%	52.5%	120	3.04
#6	3D	80	2.91%	4.66%	-0.70%	50%	120	3.066
#7	3D	40	3.23%	4.66%	-0.64%	49.2%	120	3.219
#8	5D	40	4.18%	6.93%	+1.35%	46.4%	112	4.602
#9	5D	160	4.2%	6.89%	+1.44%	49.1%	112	4.605
#10	5D	80	4.17%	7.06%	+1.16%	49.1%	112	4.607
#11	5D	120	4.28%	6.92%	+1.26%	49.1%	112	4.628
#12	5D	240	4.43%	6.93%	+1.44%	52.7%	112	4.725
#13	5D	320	4.36%	7.03%	+1.61%	50.9%	112	4.755
#14	5D	500	4.42%	7.08%	+1.75%	49.1%	112	4.828
#15	10D	120	5.88%	8.62%	+2.20%	45.7%	92	6.173
#16	15D	80	5.96%	8.55%	+2.50%	51.4%	72	6.219
#17	10D	160	6.07%	8.66%	+2.21%	46.7%	92	6.281
#18	15D	40	6.46%	8.48%	+1.80%	50%	72	6.343
#19	10D	80	6.23%	8.61%	+2.20%	43.5%	92	6.35
#20	15D	120	5.93%	8.71%	+3.33%	55.6%	72	6.374
#21	10D	240	6.12%	8.74%	+2.55%	46.7%	92	6.385
#22	15D	160	5.97%	8.91%	+3.75%	58.3%	72	6.52
#23	10D	320	6.28%	8.87%	+2.91%	45.7%	92	6.567
#24	15D	240	5.75%	9.08%	+4.42%	54.2%	72	6.581
#25	15D	320	5.6%	9.31%	+4.83%	54.2%	72	6.648
#26	10D	500	6.23%	9.04%	+3.41%	41.3%	92	6.687
#27	10D	40	6.91%	8.57%	+2.36%	41.3%	92	6.705
#28	15D	500	6%	9.72%	+5.52%	55.6%	72	7.091
#29	20D	80	6.2%	11.42%	+4.07%	65.4%	52	7.544
#30	20D	40	7.56%	11.2%	+1.83%	59.6%	52	7.825