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 2026-06-11

DOE calibrated as-of 2026-06-11

Window 2026-04-27 → 2026-06-08

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月29日下午6:59 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-04-27 → 2026-06-08 · anchors: 120 · latest snapshot: 2026-06-11 · computed at: 2026年7月29日下午6:59 HKT

Median abs error2.62%

Mean abs error4.48%

Bias-0.29%

Inside P25/P7553.3%

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 2.62%

Bias -0.29%

P25/P75 hit 53.3%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 2.8%

Bias -0.34%

P25/P75 hit 51.7%

n 120

Rank #2 Candidate

Setting 3D · n=160

Median abs 2.82%

Bias -0.40%

P25/P75 hit 50%

n 120

Rank #3 Candidate

Setting 3D · n=240

Median abs 2.86%

Bias -0.38%

P25/P75 hit 51.7%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 2.94%

Bias -0.49%

P25/P75 hit 51.7%

n 120

Rank #5 Candidate

Setting 3D · n=80

Median abs 2.87%

Bias -0.55%

P25/P75 hit 50%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 3.07%

Bias -0.49%

P25/P75 hit 47.5%

n 120

Rank #7 Candidate

Setting 5D · n=160

Median abs 4.53%

Bias +0.55%

P25/P75 hit 45.5%

n 112

Rank #8 Candidate

Setting 5D · n=40

Median abs 4.5%

Bias +0.48%

P25/P75 hit 42%

n 112

Rank #9 Candidate

Setting 5D · n=240

Median abs 4.56%

Bias +0.58%

P25/P75 hit 49.1%

n 112

Rank #10 Candidate

Setting 5D · n=120

Median abs 4.61%

Bias +0.36%

P25/P75 hit 45.5%

n 112

Rank #11 Candidate

Setting 5D · n=80

Median abs 4.62%

Bias +0.30%

P25/P75 hit 45.5%

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: +0.49%

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: -0.29%

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	2.62%	4.48%	-0.29%	53.3%	120	2.788
#2	3D	320	2.8%	4.48%	-0.34%	51.7%	120	2.89
#3	3D	160	2.82%	4.5%	-0.40%	50%	120	2.92
#4	3D	240	2.86%	4.48%	-0.38%	51.7%	120	2.926
#5	3D	120	2.94%	4.55%	-0.49%	51.7%	120	3.007
#6	3D	80	2.87%	4.63%	-0.55%	50%	120	3.013
#7	3D	40	3.07%	4.63%	-0.49%	47.5%	120	3.11
#8	5D	160	4.53%	7.52%	+0.55%	45.5%	112	4.866
#9	5D	40	4.5%	7.6%	+0.48%	42%	112	4.877
#10	5D	240	4.56%	7.53%	+0.58%	49.1%	112	4.88
#11	5D	120	4.61%	7.57%	+0.36%	45.5%	112	4.895
#12	5D	80	4.62%	7.7%	+0.30%	45.5%	112	4.936
#13	5D	320	4.64%	7.57%	+0.80%	48.2%	112	4.969
#14	5D	500	4.87%	7.59%	+0.94%	46.4%	112	5.117
#15	15D	80	6.37%	8.51%	+1.03%	48.6%	72	6.196
#16	10D	160	6.16%	8.62%	+1.57%	44.6%	92	6.221
#17	15D	40	6.71%	8.28%	+0.66%	45.8%	72	6.238
#18	15D	120	6.22%	8.64%	+1.64%	54.2%	72	6.244
#19	15D	160	6.1%	8.77%	+2.02%	55.6%	72	6.283
#20	10D	120	6.32%	8.61%	+1.55%	44.6%	92	6.294
#21	10D	240	6.23%	8.69%	+1.89%	44.6%	92	6.328
#22	10D	80	6.65%	8.6%	+1.53%	42.4%	92	6.459
#23	15D	240	6.16%	8.91%	+2.64%	52.8%	72	6.463
#24	15D	320	5.96%	9.07%	+3.03%	54.2%	72	6.474
#25	10D	320	6.51%	8.78%	+2.28%	43.5%	92	6.561
#26	10D	500	6.42%	8.93%	+2.84%	39.1%	92	6.664
#27	10D	40	7%	8.69%	+1.76%	39.1%	92	6.708
#28	15D	500	6.07%	9.4%	+3.80%	55.6%	72	6.756
#29	20D	160	7.13%	11.3%	+2.82%	61.5%	52	7.789
#30	20D	80	7.75%	11.51%	+0.27%	57.7%	52	7.8