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 2026-07-01

DOE calibrated as-of 2026-07-01

Window 2026-05-14 → 2026-06-26

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月29日下午8:18 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-05-14 → 2026-06-26 · anchors: 120 · latest snapshot: 2026-07-01 · computed at: 2026年7月29日下午8:18 HKT

Median abs error2.92%

Mean abs error4.22%

Bias-0.39%

Inside P25/P7550%

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 2.92%

Bias -0.39%

P25/P75 hit 50%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 3.01%

Bias -0.42%

P25/P75 hit 48.3%

n 120

Rank #2 Candidate

Setting 3D · n=240

Median abs 3.01%

Bias -0.49%

P25/P75 hit 48.3%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 3.04%

Bias -0.59%

P25/P75 hit 47.5%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 3.02%

Bias -0.66%

P25/P75 hit 50%

n 120

Rank #5 Candidate

Setting 3D · n=80

Median abs 2.96%

Bias -0.70%

P25/P75 hit 49.2%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 2.95%

Bias -0.62%

P25/P75 hit 44.2%

n 120

Rank #7 Candidate

Setting 5D · n=320

Median abs 4.21%

Bias +0.32%

P25/P75 hit 49.1%

n 112

Rank #8 Candidate

Setting 5D · n=240

Median abs 4.42%

Bias +0.11%

P25/P75 hit 50%

n 112

Rank #9 Candidate

Setting 5D · n=500

Median abs 4.27%

Bias +0.43%

P25/P75 hit 48.2%

n 112

Rank #10 Candidate

Setting 5D · n=160

Median abs 4.56%

Bias +0.03%

P25/P75 hit 48.2%

n 112

Rank #11 Candidate

Setting 5D · n=120

Median abs 4.61%

Bias -0.04%

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: +0.15%

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: -0.39%

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	2.92%	4.22%	-0.39%	50%	120	2.871
#2	3D	320	3.01%	4.22%	-0.42%	48.3%	120	2.924
#3	3D	240	3.01%	4.22%	-0.49%	48.3%	120	2.935
#4	3D	160	3.04%	4.24%	-0.59%	47.5%	120	2.974
#5	3D	120	3.02%	4.32%	-0.66%	50%	120	2.996
#6	3D	80	2.96%	4.42%	-0.70%	49.2%	120	3.009
#7	3D	40	2.95%	4.44%	-0.62%	44.2%	120	3.012
#8	5D	320	4.21%	7.09%	+0.32%	49.1%	112	4.512
#9	5D	240	4.42%	7.07%	+0.11%	50%	112	4.576
#10	5D	500	4.27%	7.15%	+0.43%	48.2%	112	4.581
#11	5D	160	4.56%	7.08%	+0.03%	48.2%	112	4.642
#12	5D	120	4.61%	7.15%	-0.04%	47.3%	112	4.695
#13	5D	80	4.58%	7.28%	0.00%	45.5%	112	4.724
#14	5D	40	4.47%	7.29%	+0.31%	41.1%	112	4.73
#15	10D	160	5.38%	8.56%	-1.41%	48.9%	92	5.775
#16	10D	240	6.06%	8.63%	-1.30%	48.9%	92	6.123
#17	10D	120	6.22%	8.81%	-1.68%	46.7%	92	6.329
#18	10D	500	6.73%	8.67%	-0.71%	43.5%	92	6.397
#19	10D	320	6.74%	8.6%	-1.08%	46.7%	92	6.425
#20	10D	80	6.42%	8.88%	-1.74%	47.8%	92	6.459
#21	10D	40	6.66%	8.98%	-1.64%	45.7%	92	6.605
#22	15D	500	7.65%	10.26%	-3.03%	54.2%	72	7.735
#23	15D	320	7.46%	10.41%	-3.78%	54.2%	72	7.805
#24	15D	240	8%	10.62%	-4.09%	54.2%	72	8.195
#25	15D	160	7.93%	11.16%	-4.84%	50%	72	8.472
#26	15D	120	8.04%	11.14%	-5.09%	50%	72	8.558
#27	15D	80	7.96%	11.86%	-5.97%	47.2%	72	8.909
#28	15D	40	8.11%	12.53%	-6.56%	44.4%	72	9.314
#29	20D	500	10.43%	13.47%	-5.32%	44.2%	52	10.617
#30	20D	320	10.69%	13.92%	-6.80%	44.2%	52	11.126