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 2026-06-09

DOE calibrated as-of 2026-06-09

Window 2026-04-23 → 2026-06-04

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月29日下午6:45 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-04-23 → 2026-06-04 · anchors: 120 · latest snapshot: 2026-06-09 · computed at: 2026年7月29日下午6:45 HKT

Median abs error2.88%

Mean abs error4.59%

Bias-0.45%

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=500

Median abs 2.88%

Bias -0.45%

P25/P75 hit 50.8%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 2.93%

Bias -0.51%

P25/P75 hit 50%

n 120

Rank #2 Candidate

Setting 3D · n=240

Median abs 3.02%

Bias -0.55%

P25/P75 hit 50%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 3.16%

Bias -0.56%

P25/P75 hit 48.3%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 3.2%

Bias -0.66%

P25/P75 hit 51.7%

n 120

Rank #5 Candidate

Setting 3D · n=80

Median abs 3.17%

Bias -0.74%

P25/P75 hit 49.2%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 3.28%

Bias -0.69%

P25/P75 hit 47.5%

n 120

Rank #7 Candidate

Setting 5D · n=160

Median abs 4.4%

Bias +1.03%

P25/P75 hit 47.3%

n 112

Rank #8 Candidate

Setting 5D · n=40

Median abs 4.42%

Bias +0.90%

P25/P75 hit 44.6%

n 112

Rank #9 Candidate

Setting 5D · n=80

Median abs 4.39%

Bias +0.74%

P25/P75 hit 47.3%

n 112

Rank #10 Candidate

Setting 5D · n=120

Median abs 4.48%

Bias +0.83%

P25/P75 hit 47.3%

n 112

Rank #11 Candidate

Setting 5D · n=240

Median abs 4.47%

Bias +1.05%

P25/P75 hit 50.9%

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: +0.37%

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: -0.45%

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	2.88%	4.59%	-0.45%	50.8%	120	2.987
#2	3D	320	2.93%	4.59%	-0.51%	50%	120	3.023
#3	3D	240	3.02%	4.58%	-0.55%	50%	120	3.071
#4	3D	160	3.16%	4.6%	-0.56%	48.3%	120	3.153
#5	3D	120	3.2%	4.65%	-0.66%	51.7%	120	3.197
#6	3D	80	3.17%	4.72%	-0.74%	49.2%	120	3.225
#7	3D	40	3.28%	4.73%	-0.69%	47.5%	120	3.28
#8	5D	160	4.4%	7.31%	+1.03%	47.3%	112	4.795
#9	5D	40	4.42%	7.36%	+0.90%	44.6%	112	4.809
#10	5D	80	4.39%	7.5%	+0.74%	47.3%	112	4.813
#11	5D	120	4.48%	7.34%	+0.83%	47.3%	112	4.815
#12	5D	240	4.47%	7.34%	+1.05%	50.9%	112	4.834
#13	5D	320	4.4%	7.4%	+1.25%	50%	112	4.853
#14	5D	500	4.51%	7.44%	+1.40%	46.4%	112	4.953
#15	15D	80	5.96%	8.67%	+2.42%	51.4%	72	6.249
#16	15D	120	5.9%	8.75%	+3.23%	55.6%	72	6.358
#17	15D	40	6.46%	8.47%	+1.94%	50%	72	6.361
#18	10D	120	6.05%	8.89%	+2.28%	44.6%	92	6.367
#19	15D	160	5.74%	8.94%	+3.60%	58.3%	72	6.393
#20	10D	160	6.16%	8.91%	+2.31%	45.7%	92	6.431
#21	15D	240	5.51%	9.12%	+4.21%	54.2%	72	6.443
#22	10D	80	6.42%	8.86%	+2.30%	42.4%	92	6.55
#23	10D	240	6.23%	9%	+2.68%	45.7%	92	6.553
#24	15D	320	5.48%	9.37%	+4.63%	55.6%	72	6.575
#25	10D	320	6.39%	9.1%	+3.07%	44.6%	92	6.729
#26	10D	500	6.29%	9.29%	+3.62%	41.3%	92	6.836
#27	10D	40	6.93%	8.89%	+2.50%	40.2%	92	6.851
#28	15D	500	5.76%	9.79%	+5.33%	56.9%	72	6.964
#29	20D	40	7.93%	11.87%	+1.21%	51.9%	52	8.171
#30	20D	80	7.67%	12.24%	+3.20%	59.6%	52	8.45