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 2026-06-23

DOE calibrated as-of 2026-06-23

Window 2026-05-06 → 2026-06-17

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月29日下午7:41 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-05-06 → 2026-06-17 · anchors: 120 · latest snapshot: 2026-06-23 · computed at: 2026年7月29日下午7:41 HKT

Median abs error2.72%

Mean abs error4.19%

Bias-0.29%

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 2.72%

Bias -0.29%

P25/P75 hit 51.7%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 2.86%

Bias -0.34%

P25/P75 hit 50%

n 120

Rank #2 Candidate

Setting 3D · n=240

Median abs 2.95%

Bias -0.40%

P25/P75 hit 50%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 2.95%

Bias -0.49%

P25/P75 hit 49.2%

n 120

Rank #4 Candidate

Setting 3D · n=40

Median abs 2.95%

Bias -0.55%

P25/P75 hit 50%

n 120

Rank #5 Candidate

Setting 3D · n=120

Median abs 3.02%

Bias -0.59%

P25/P75 hit 53.3%

n 120

Rank #6 Candidate

Setting 3D · n=80

Median abs 2.96%

Bias -0.69%

P25/P75 hit 51.7%

n 120

Rank #7 Candidate

Setting 5D · n=160

Median abs 4.09%

Bias 0.00%

P25/P75 hit 48.2%

n 112

Rank #8 Candidate

Setting 5D · n=120

Median abs 4.22%

Bias -0.17%

P25/P75 hit 47.3%

n 112

Rank #9 Candidate

Setting 5D · n=320

Median abs 4.22%

Bias +0.31%

P25/P75 hit 50%

n 112

Rank #10 Candidate

Setting 5D · n=80

Median abs 4.17%

Bias -0.18%

P25/P75 hit 45.5%

n 112

Rank #11 Candidate

Setting 5D · n=240

Median abs 4.43%

Bias +0.08%

P25/P75 hit 50%

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: +0.42%

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	2.72%	4.19%	-0.29%	51.7%	120	2.741
#2	3D	320	2.86%	4.17%	-0.34%	50%	120	2.816
#3	3D	240	2.95%	4.16%	-0.40%	50%	120	2.866
#4	3D	160	2.95%	4.18%	-0.49%	49.2%	120	2.888
#5	3D	40	2.95%	4.3%	-0.55%	50%	120	2.938
#6	3D	120	3.02%	4.24%	-0.59%	53.3%	120	2.949
#7	3D	80	2.96%	4.31%	-0.69%	51.7%	120	2.963
#8	5D	160	4.09%	6.87%	0.00%	48.2%	112	4.329
#9	5D	120	4.22%	6.98%	-0.17%	47.3%	112	4.46
#10	5D	320	4.22%	6.96%	+0.31%	50%	112	4.467
#11	5D	80	4.17%	7.13%	-0.18%	45.5%	112	4.494
#12	5D	240	4.43%	6.92%	+0.08%	50%	112	4.524
#13	5D	40	4.37%	7.06%	+0.09%	45.5%	112	4.556
#14	5D	500	4.42%	7.02%	+0.46%	49.1%	112	4.613
#15	10D	240	6.62%	9.1%	-1.08%	41.3%	92	6.554
#16	10D	160	6.79%	9.03%	-1.27%	41.3%	92	6.643
#17	10D	500	7.01%	9.21%	-0.20%	35.9%	92	6.669
#18	10D	320	7.29%	9.13%	-0.70%	41.3%	92	6.842
#19	10D	120	7.14%	9.2%	-1.50%	42.4%	92	6.909
#20	10D	80	7.23%	9.23%	-1.59%	41.3%	92	6.981
#21	20D	320	7.23%	10.33%	-0.31%	59.6%	52	7.128
#22	10D	40	7.65%	9.49%	-1.66%	38%	92	7.301
#23	20D	500	7.66%	10.19%	+1.28%	53.8%	52	7.454
#24	20D	240	7.87%	10.35%	-1.41%	57.7%	52	7.625
#25	20D	160	7.99%	10.4%	-3.05%	55.8%	52	7.953
#26	20D	120	8.25%	10.56%	-3.86%	53.8%	52	8.266
#27	15D	240	8.89%	11.82%	-0.79%	41.7%	72	8.596
#28	20D	40	8.7%	10.48%	-4.73%	46.2%	52	8.612
#29	15D	320	9.13%	11.9%	-0.33%	43.1%	72	8.672
#30	15D	500	9.46%	12.07%	+0.59%	44.4%	72	8.932