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 2026-06-12

DOE calibrated as-of 2026-06-12

Window 2026-04-28 → 2026-06-09

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月29日下午7:06 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-04-28 → 2026-06-09 · anchors: 120 · latest snapshot: 2026-06-12 · computed at: 2026年7月29日下午7:06 HKT

Median abs error2.59%

Mean abs error4.23%

Bias-0.43%

Inside P25/P7554.2%

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 2.59%

Bias -0.43%

P25/P75 hit 54.2%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 2.71%

Bias -0.47%

P25/P75 hit 52.5%

n 120

Rank #2 Candidate

Setting 3D · n=160

Median abs 2.71%

Bias -0.52%

P25/P75 hit 50.8%

n 120

Rank #3 Candidate

Setting 3D · n=240

Median abs 2.8%

Bias -0.50%

P25/P75 hit 52.5%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 2.78%

Bias -0.61%

P25/P75 hit 52.5%

n 120

Rank #5 Candidate

Setting 3D · n=80

Median abs 2.71%

Bias -0.68%

P25/P75 hit 50.8%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 2.92%

Bias -0.63%

P25/P75 hit 48.3%

n 120

Rank #7 Candidate

Setting 5D · n=160

Median abs 4.12%

Bias +0.31%

P25/P75 hit 49.1%

n 112

Rank #8 Candidate

Setting 5D · n=40

Median abs 4.07%

Bias +0.25%

P25/P75 hit 45.5%

n 112

Rank #9 Candidate

Setting 5D · n=80

Median abs 4.17%

Bias +0.09%

P25/P75 hit 49.1%

n 112

Rank #10 Candidate

Setting 5D · n=120

Median abs 4.28%

Bias +0.15%

P25/P75 hit 49.1%

n 112

Rank #11 Candidate

Setting 5D · n=240

Median abs 4.43%

Bias +0.34%

P25/P75 hit 51.8%

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: +0.33%

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	2.59%	4.23%	-0.43%	54.2%	120	2.705
#2	3D	320	2.71%	4.23%	-0.47%	52.5%	120	2.775
#3	3D	160	2.71%	4.25%	-0.52%	50.8%	120	2.794
#4	3D	240	2.8%	4.24%	-0.50%	52.5%	120	2.828
#5	3D	120	2.78%	4.3%	-0.61%	52.5%	120	2.855
#6	3D	80	2.71%	4.37%	-0.68%	50.8%	120	2.859
#7	3D	40	2.92%	4.37%	-0.63%	48.3%	120	2.963
#8	5D	160	4.12%	7.1%	+0.31%	49.1%	112	4.469
#9	5D	40	4.07%	7.18%	+0.25%	45.5%	112	4.472
#10	5D	80	4.17%	7.28%	+0.09%	49.1%	112	4.524
#11	5D	120	4.28%	7.17%	+0.15%	49.1%	112	4.549
#12	5D	240	4.43%	7.1%	+0.34%	51.8%	112	4.621
#13	5D	320	4.36%	7.13%	+0.55%	50.9%	112	4.631
#14	5D	500	4.42%	7.17%	+0.70%	49.1%	112	4.702
#15	15D	160	5.61%	8.09%	+0.92%	56.9%	72	5.632
#16	15D	80	5.96%	8.02%	+0.06%	50%	72	5.671
#17	15D	240	5.51%	8.13%	+1.48%	54.2%	72	5.687
#18	15D	120	5.9%	8.05%	+0.56%	55.6%	72	5.712
#19	15D	320	5.48%	8.27%	+1.86%	56.9%	72	5.771
#20	15D	40	6.46%	7.69%	-0.37%	47.2%	72	5.859
#21	10D	160	6.34%	8.51%	+0.18%	43.5%	92	6.067
#22	10D	240	6.36%	8.54%	+0.44%	43.5%	92	6.126
#23	15D	500	5.75%	8.59%	+2.63%	58.3%	72	6.13
#24	10D	120	6.5%	8.56%	+0.13%	43.5%	92	6.157
#25	10D	80	6.81%	8.52%	+0.11%	41.3%	92	6.3
#26	10D	320	6.61%	8.64%	+0.83%	42.4%	92	6.348
#27	10D	500	6.57%	8.77%	+1.38%	38%	92	6.467
#28	10D	40	7.11%	8.69%	+0.25%	39.1%	92	6.536
#29	20D	160	7.13%	10.38%	+0.97%	63.5%	52	7.185
#30	20D	120	7.53%	10.41%	+0.03%	59.6%	52	7.264