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 2026-06-22

DOE calibrated as-of 2026-06-22

Window 2026-05-05 → 2026-06-16

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月23日下午1:19 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=240

DOE results snapshot · Window: 2026-05-05 → 2026-06-16 · anchors: 120 · latest snapshot: 2026-06-22 · computed at: 2026年6月23日下午1:19 HKT

Median abs error2.83%

Mean abs error4.43%

Bias-0.26%

Inside P25/P7547.5%

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=240

Median abs 2.83%

Bias -0.26%

P25/P75 hit 47.5%

n 120

Rank Best setting

Setting 3D · n=500

Median abs 2.82%

Bias -0.16%

P25/P75 hit 47.5%

n 120

Rank #2 Candidate

Setting 3D · n=320

Median abs 2.84%

Bias -0.23%

P25/P75 hit 46.7%

n 120

Rank #3 Candidate

Setting 3D · n=120

Median abs 2.81%

Bias -0.51%

P25/P75 hit 50.8%

n 120

Rank #4 Candidate

Setting 3D · n=160

Median abs 2.88%

Bias -0.36%

P25/P75 hit 49.2%

n 120

Rank #5 Candidate

Setting 3D · n=80

Median abs 2.84%

Bias -0.57%

P25/P75 hit 52.5%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 2.88%

Bias -0.55%

P25/P75 hit 50.8%

n 120

Rank #7 Candidate

Setting 5D · n=160

Median abs 4.62%

Bias +0.27%

P25/P75 hit 43.8%

n 112

Rank #8 Candidate

Setting 5D · n=120

Median abs 4.78%

Bias +0.14%

P25/P75 hit 43.8%

n 112

Rank #9 Candidate

Setting 5D · n=240

Median abs 4.76%

Bias +0.41%

P25/P75 hit 46.4%

n 112

Rank #10 Candidate

Setting 5D · n=40

Median abs 4.85%

Bias +0.06%

P25/P75 hit 39.3%

n 112

Rank #11 Candidate

Setting 5D · n=320

Median abs 4.89%

Bias +0.49%

P25/P75 hit 46.4%

n 112

Rank #12 Candidate

Best setting 3D · n=240: 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: +0.51%

Best setting 3D · n=240: 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: -0.26%

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	240	2.83%	4.43%	-0.26%	47.5%	120	2.886
#2	3D	500	2.82%	4.49%	-0.16%	47.5%	120	2.887
#3	3D	320	2.84%	4.47%	-0.23%	46.7%	120	2.902
#4	3D	120	2.81%	4.45%	-0.51%	50.8%	120	2.912
#5	3D	160	2.88%	4.41%	-0.36%	49.2%	120	2.914
#6	3D	80	2.84%	4.54%	-0.57%	52.5%	120	2.963
#7	3D	40	2.88%	4.49%	-0.55%	50.8%	120	2.967
#8	5D	160	4.62%	7.38%	+0.27%	43.8%	112	4.824
#9	5D	120	4.78%	7.47%	+0.14%	43.8%	112	4.916
#10	5D	240	4.76%	7.44%	+0.41%	46.4%	112	4.93
#11	5D	40	4.85%	7.52%	+0.06%	39.3%	112	4.968
#12	5D	320	4.89%	7.52%	+0.49%	46.4%	112	5.035
#13	5D	80	5%	7.57%	0.00%	41.1%	112	5.047
#14	5D	500	4.88%	7.59%	+0.62%	45.5%	112	5.076
#15	20D	160	6.4%	8.72%	-1.43%	61.5%	52	6.313
#16	20D	500	6.59%	9.31%	-0.15%	61.5%	52	6.422
#17	10D	240	6.75%	8.82%	-1.00%	40.2%	92	6.512
#18	20D	320	6.97%	8.88%	-0.75%	61.5%	52	6.552
#19	20D	120	6.94%	8.83%	-1.63%	63.5%	52	6.646
#20	10D	160	7.07%	8.71%	-1.15%	40.2%	92	6.656
#21	10D	320	7.03%	8.9%	-0.90%	39.1%	92	6.667
#22	10D	500	7.03%	9.13%	-0.55%	34.8%	92	6.706
#23	10D	40	7.05%	8.83%	-1.34%	40.2%	92	6.716
#24	10D	80	7.07%	8.77%	-1.44%	41.3%	92	6.717
#25	20D	240	7.31%	8.81%	-1.17%	59.6%	52	6.765
#26	10D	120	7.53%	8.79%	-1.36%	39.1%	92	6.948
#27	15D	160	6.98%	10.49%	+0.27%	40.3%	72	7.101
#28	20D	80	7.61%	8.82%	-2.31%	53.8%	52	7.104
#29	15D	80	6.97%	10.49%	-1.10%	41.7%	72	7.217
#30	15D	120	7.37%	10.49%	-0.30%	40.3%	72	7.301