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 2026-06-16

DOE calibrated as-of 2026-06-16

Window 2026-04-30 → 2026-06-11

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月29日下午7:20 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-04-30 → 2026-06-11 · anchors: 120 · latest snapshot: 2026-06-16 · computed at: 2026年7月29日下午7:20 HKT

Median abs error2.62%

Mean abs error4.32%

Bias-0.42%

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 2.62%

Bias -0.42%

P25/P75 hit 51.7%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 2.84%

Bias -0.46%

P25/P75 hit 50.8%

n 120

Rank #2 Candidate

Setting 3D · n=240

Median abs 2.96%

Bias -0.50%

P25/P75 hit 50.8%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 2.95%

Bias -0.54%

P25/P75 hit 48.3%

n 120

Rank #4 Candidate

Setting 3D · n=80

Median abs 2.83%

Bias -0.73%

P25/P75 hit 48.3%

n 120

Rank #5 Candidate

Setting 3D · n=120

Median abs 2.97%

Bias -0.62%

P25/P75 hit 51.7%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 2.95%

Bias -0.67%

P25/P75 hit 45.8%

n 120

Rank #7 Candidate

Setting 5D · n=160

Median abs 4.04%

Bias +0.15%

P25/P75 hit 48.2%

n 112

Rank #8 Candidate

Setting 5D · n=40

Median abs 4.07%

Bias +0.04%

P25/P75 hit 44.6%

n 112

Rank #9 Candidate

Setting 5D · n=80

Median abs 4.04%

Bias -0.11%

P25/P75 hit 46.4%

n 112

Rank #10 Candidate

Setting 5D · n=320

Median abs 4.11%

Bias +0.40%

P25/P75 hit 50.9%

n 112

Rank #11 Candidate

Setting 5D · n=120

Median abs 4.21%

Bias -0.02%

P25/P75 hit 47.3%

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: -0.42%

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%	4.32%	-0.42%	51.7%	120	2.756
#2	3D	320	2.84%	4.31%	-0.46%	50.8%	120	2.871
#3	3D	240	2.96%	4.3%	-0.50%	50.8%	120	2.933
#4	3D	160	2.95%	4.32%	-0.54%	48.3%	120	2.947
#5	3D	80	2.83%	4.43%	-0.73%	48.3%	120	2.954
#6	3D	120	2.97%	4.36%	-0.62%	51.7%	120	2.975
#7	3D	40	2.95%	4.45%	-0.67%	45.8%	120	3.018
#8	5D	160	4.04%	7.11%	+0.15%	48.2%	112	4.411
#9	5D	40	4.07%	7.2%	+0.04%	44.6%	112	4.45
#10	5D	80	4.04%	7.28%	-0.11%	46.4%	112	4.469
#11	5D	320	4.11%	7.15%	+0.40%	50.9%	112	4.49
#12	5D	120	4.21%	7.18%	-0.02%	47.3%	112	4.503
#13	5D	240	4.37%	7.12%	+0.18%	51.8%	112	4.575
#14	5D	500	4.29%	7.18%	+0.53%	50%	112	4.613
#15	15D	40	7.35%	8.7%	+0.22%	41.7%	72	6.649
#16	10D	500	7.01%	9.52%	+0.05%	32.6%	92	6.763
#17	15D	80	7.4%	8.97%	+0.51%	44.4%	72	6.805
#18	10D	240	7%	9.38%	-0.90%	37%	92	6.825
#19	15D	240	6.76%	9.35%	+2.18%	47.2%	72	6.861
#20	15D	160	7.04%	9.3%	+1.53%	50%	72	6.88
#21	10D	160	7.17%	9.31%	-1.14%	37%	92	6.922
#22	15D	120	7.41%	9.13%	+1.09%	48.6%	72	6.943
#23	10D	320	7.34%	9.45%	-0.48%	35.9%	92	6.96
#24	15D	320	6.73%	9.51%	+2.61%	50%	72	6.96
#25	10D	120	7.2%	9.45%	-1.27%	35.9%	92	7.008
#26	20D	240	6.92%	10.38%	+0.73%	59.6%	52	7.054
#27	20D	160	7.13%	10%	-1.00%	57.7%	52	7.071
#28	10D	80	7.32%	9.46%	-1.29%	34.8%	92	7.078
#29	20D	320	7.07%	10.63%	+1.69%	61.5%	52	7.355
#30	10D	40	7.76%	9.63%	-1.27%	33.7%	92	7.357