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 2026-06-30

DOE calibrated as-of 2026-06-30

Window 2026-05-13 → 2026-06-25

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月29日下午8:12 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-05-13 → 2026-06-25 · anchors: 120 · latest snapshot: 2026-06-30 · computed at: 2026年7月29日下午8:12 HKT

Median abs error3.01%

Mean abs error4.38%

Bias-0.13%

Inside P25/P7549.2%

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 3.01%

Bias -0.13%

P25/P75 hit 49.2%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 3.03%

Bias -0.17%

P25/P75 hit 47.5%

n 120

Rank #2 Candidate

Setting 3D · n=240

Median abs 3.02%

Bias -0.25%

P25/P75 hit 47.5%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 3.11%

Bias -0.36%

P25/P75 hit 46.7%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 3.1%

Bias -0.42%

P25/P75 hit 49.2%

n 120

Rank #5 Candidate

Setting 3D · n=80

Median abs 3.07%

Bias -0.47%

P25/P75 hit 47.5%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 3.12%

Bias -0.38%

P25/P75 hit 43.3%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 4.47%

Bias +0.17%

P25/P75 hit 50%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 4.39%

Bias +0.39%

P25/P75 hit 49.1%

n 112

Rank #9 Candidate

Setting 5D · n=160

Median abs 4.56%

Bias +0.08%

P25/P75 hit 47.3%

n 112

Rank #10 Candidate

Setting 5D · n=120

Median abs 4.61%

Bias -0.02%

P25/P75 hit 46.4%

n 112

Rank #11 Candidate

Setting 5D · n=40

Median abs 4.47%

Bias +0.29%

P25/P75 hit 42%

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: +0.45%

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: -0.13%

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	3.01%	4.38%	-0.13%	49.2%	120	2.934
#2	3D	320	3.03%	4.37%	-0.17%	47.5%	120	2.951
#3	3D	240	3.02%	4.37%	-0.25%	47.5%	120	2.958
#4	3D	160	3.11%	4.38%	-0.36%	46.7%	120	3.025
#5	3D	120	3.1%	4.46%	-0.42%	49.2%	120	3.051
#6	3D	80	3.07%	4.56%	-0.47%	47.5%	120	3.083
#7	3D	40	3.12%	4.58%	-0.38%	43.3%	120	3.112
#8	5D	240	4.47%	7.15%	+0.17%	50%	112	4.638
#9	5D	320	4.39%	7.18%	+0.39%	49.1%	112	4.644
#10	5D	160	4.56%	7.13%	+0.08%	47.3%	112	4.669
#11	5D	120	4.61%	7.18%	-0.02%	46.4%	112	4.705
#12	5D	40	4.47%	7.3%	+0.29%	42%	112	4.728
#13	5D	500	4.51%	7.25%	+0.50%	47.3%	112	4.749
#14	5D	80	4.58%	7.34%	+0.03%	43.8%	112	4.754
#15	10D	160	5.24%	8.25%	-1.10%	51.1%	92	5.545
#16	10D	240	5.88%	8.35%	-0.99%	51.1%	92	5.883
#17	10D	120	5.72%	8.49%	-1.37%	48.9%	92	5.915
#18	10D	80	5.82%	8.58%	-1.47%	50%	92	6.009
#19	10D	320	6.34%	8.32%	-0.75%	48.9%	92	6.072
#20	10D	500	6.39%	8.43%	-0.35%	43.5%	92	6.089
#21	10D	40	6.03%	8.71%	-1.30%	47.8%	92	6.139
#22	15D	320	7.94%	11.05%	-3.12%	50%	72	8.181
#23	15D	240	8.43%	11.22%	-3.47%	50%	72	8.538
#24	15D	500	9.09%	10.97%	-2.28%	50%	72	8.602
#25	15D	160	8.74%	11.67%	-4.29%	48.6%	72	8.977
#26	15D	120	8.9%	11.65%	-4.57%	47.2%	72	9.095
#27	15D	80	8.6%	12.32%	-5.50%	44.4%	72	9.326
#28	20D	320	9.02%	13.13%	-4.87%	51.9%	52	9.706
#29	15D	40	8.88%	12.9%	-6.14%	40.3%	72	9.775
#30	20D	500	10.18%	12.8%	-3.33%	48.1%	52	9.949