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 2026-06-24

DOE calibrated as-of 2026-06-24

Window 2026-05-07 → 2026-06-18

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月29日下午7:48 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-05-07 → 2026-06-18 · anchors: 120 · latest snapshot: 2026-06-24 · computed at: 2026年7月29日下午7:48 HKT

Median abs error2.82%

Mean abs error4.34%

Bias-0.47%

Inside P25/P7550.8%

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 2.82%

Bias -0.47%

P25/P75 hit 50.8%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 2.9%

Bias -0.52%

P25/P75 hit 49.2%

n 120

Rank #2 Candidate

Setting 3D · n=240

Median abs 3.01%

Bias -0.59%

P25/P75 hit 49.2%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 3.04%

Bias -0.68%

P25/P75 hit 49.2%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 3.1%

Bias -0.79%

P25/P75 hit 51.7%

n 120

Rank #5 Candidate

Setting 3D · n=40

Median abs 3.11%

Bias -0.77%

P25/P75 hit 47.5%

n 120

Rank #6 Candidate

Setting 3D · n=80

Median abs 3.14%

Bias -0.88%

P25/P75 hit 50%

n 120

Rank #7 Candidate

Setting 5D · n=160

Median abs 4.2%

Bias +0.19%

P25/P75 hit 49.1%

n 112

Rank #8 Candidate

Setting 5D · n=40

Median abs 4.2%

Bias +0.34%

P25/P75 hit 45.5%

n 112

Rank #9 Candidate

Setting 5D · n=120

Median abs 4.42%

Bias +0.04%

P25/P75 hit 49.1%

n 112

Rank #10 Candidate

Setting 5D · n=80

Median abs 4.35%

Bias +0.03%

P25/P75 hit 46.4%

n 112

Rank #11 Candidate

Setting 5D · n=240

Median abs 4.43%

Bias +0.28%

P25/P75 hit 50.9%

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: +0.22%

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: -0.47%

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	2.82%	4.34%	-0.47%	50.8%	120	2.872
#2	3D	320	2.9%	4.32%	-0.52%	49.2%	120	2.917
#3	3D	240	3.01%	4.31%	-0.59%	49.2%	120	2.979
#4	3D	160	3.04%	4.33%	-0.68%	49.2%	120	3.014
#5	3D	120	3.1%	4.39%	-0.79%	51.7%	120	3.076
#6	3D	40	3.11%	4.48%	-0.77%	47.5%	120	3.12
#7	3D	80	3.14%	4.46%	-0.88%	50%	120	3.138
#8	5D	160	4.2%	6.9%	+0.19%	49.1%	112	4.421
#9	5D	40	4.2%	7.04%	+0.34%	45.5%	112	4.501
#10	5D	120	4.42%	6.99%	+0.04%	49.1%	112	4.54
#11	5D	80	4.35%	7.11%	+0.03%	46.4%	112	4.552
#12	5D	240	4.43%	6.94%	+0.28%	50.9%	112	4.559
#13	5D	320	4.38%	6.98%	+0.51%	50.9%	112	4.582
#14	5D	500	4.42%	7.04%	+0.66%	49.1%	112	4.65
#15	10D	160	6.14%	8.77%	-0.99%	43.5%	92	6.179
#16	10D	240	6.42%	8.86%	-0.82%	43.5%	92	6.325
#17	10D	500	6.82%	9.02%	0.00%	38%	92	6.472
#18	10D	120	6.64%	8.96%	-1.23%	44.6%	92	6.529
#19	10D	320	6.96%	8.92%	-0.46%	43.5%	92	6.562
#20	10D	80	6.96%	9%	-1.35%	43.5%	92	6.724
#21	10D	40	7.14%	9.24%	-1.43%	40.2%	92	6.918
#22	20D	320	8.06%	10.64%	-0.28%	57.7%	52	7.652
#23	20D	240	8.81%	10.58%	-1.39%	55.8%	52	8.177
#24	20D	120	8.25%	10.73%	-3.64%	57.7%	52	8.282
#25	20D	160	8.87%	10.64%	-3.08%	55.8%	52	8.481
#26	20D	500	9.53%	10.61%	+1.51%	51.9%	52	8.575
#27	20D	40	8.7%	10.53%	-4.56%	50%	52	8.594
#28	20D	80	9.57%	10.71%	-4.48%	50%	52	9.081
#29	15D	500	10.14%	12.75%	-0.47%	40.3%	72	9.502
#30	15D	320	10.32%	12.64%	-1.40%	40.3%	72	9.693