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 2026-06-10

DOE calibrated as-of 2026-06-10

Window 2026-04-24 → 2026-06-05

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月29日下午6:52 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-04-24 → 2026-06-05 · anchors: 120 · latest snapshot: 2026-06-10 · computed at: 2026年7月29日下午6:52 HKT

Median abs error2.73%

Mean abs error4.54%

Bias-0.36%

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 2.73%

Bias -0.36%

P25/P75 hit 50.8%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 2.86%

Bias -0.42%

P25/P75 hit 50%

n 120

Rank #2 Candidate

Setting 3D · n=240

Median abs 3.01%

Bias -0.47%

P25/P75 hit 50%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 3.05%

Bias -0.48%

P25/P75 hit 48.3%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 3.1%

Bias -0.58%

P25/P75 hit 50.8%

n 120

Rank #5 Candidate

Setting 3D · n=80

Median abs 3.04%

Bias -0.65%

P25/P75 hit 50%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 3.27%

Bias -0.60%

P25/P75 hit 46.7%

n 120

Rank #7 Candidate

Setting 5D · n=120

Median abs 4.61%

Bias +0.55%

P25/P75 hit 46.4%

n 112

Rank #8 Candidate

Setting 5D · n=160

Median abs 4.59%

Bias +0.74%

P25/P75 hit 46.4%

n 112

Rank #9 Candidate

Setting 5D · n=240

Median abs 4.69%

Bias +0.76%

P25/P75 hit 50%

n 112

Rank #10 Candidate

Setting 5D · n=320

Median abs 4.64%

Bias +1.00%

P25/P75 hit 50%

n 112

Rank #11 Candidate

Setting 5D · n=40

Median abs 4.75%

Bias +0.63%

P25/P75 hit 43.8%

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: +0.46%

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: -0.36%

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%	-0.36%	50.8%	120	2.881
#2	3D	320	2.86%	4.54%	-0.42%	50%	120	2.957
#3	3D	240	3.01%	4.54%	-0.47%	50%	120	3.04
#4	3D	160	3.05%	4.57%	-0.48%	48.3%	120	3.076
#5	3D	120	3.1%	4.61%	-0.58%	50.8%	120	3.124
#6	3D	80	3.04%	4.69%	-0.65%	50%	120	3.134
#7	3D	40	3.27%	4.69%	-0.60%	46.7%	120	3.25
#8	5D	120	4.61%	7.65%	+0.55%	46.4%	112	4.949
#9	5D	160	4.59%	7.62%	+0.74%	46.4%	112	4.957
#10	5D	240	4.69%	7.63%	+0.76%	50%	112	5.004
#11	5D	320	4.64%	7.66%	+1.00%	50%	112	5.026
#12	5D	40	4.75%	7.68%	+0.63%	43.8%	112	5.048
#13	5D	80	4.97%	7.79%	+0.47%	46.4%	112	5.166
#14	5D	500	4.86%	7.68%	+1.15%	47.3%	112	5.172
#15	15D	40	6.94%	8.58%	+1.57%	45.8%	72	6.594
#16	15D	160	6.18%	9.24%	+2.99%	55.6%	72	6.634
#17	10D	160	6.43%	9.2%	+2.40%	43.5%	92	6.686
#18	10D	120	6.5%	9.21%	+2.38%	44.6%	92	6.719
#19	15D	80	6.88%	8.89%	+1.95%	48.6%	72	6.722
#20	10D	240	6.48%	9.29%	+2.77%	43.5%	92	6.798
#21	10D	80	6.81%	9.13%	+2.37%	41.3%	92	6.853
#22	15D	120	6.84%	9.05%	+2.65%	52.8%	72	6.853
#23	15D	240	6.6%	9.38%	+3.55%	50%	72	6.991
#24	15D	320	6.43%	9.61%	+3.91%	51.4%	72	7.037
#25	10D	320	6.78%	9.4%	+3.17%	42.4%	92	7.05
#26	10D	40	7.11%	9.23%	+2.58%	39.1%	92	7.075
#27	10D	500	6.68%	9.58%	+3.72%	38%	92	7.156
#28	15D	500	6.34%	10.06%	+4.65%	54.2%	72	7.253
#29	20D	40	8.26%	12.47%	+0.51%	50%	52	8.446
#30	20D	160	7.45%	12.63%	+4.58%	57.7%	52	8.688