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 2026-07-02

DOE calibrated as-of 2026-07-02

Window 2026-05-15 → 2026-06-29

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月29日下午8:24 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-05-15 → 2026-06-29 · anchors: 120 · latest snapshot: 2026-07-02 · computed at: 2026年7月29日下午8:24 HKT

Median abs error2.99%

Mean abs error4.34%

Bias-0.42%

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 2.99%

Bias -0.42%

P25/P75 hit 50%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 3.04%

Bias -0.44%

P25/P75 hit 48.3%

n 120

Rank #2 Candidate

Setting 3D · n=240

Median abs 3.02%

Bias -0.54%

P25/P75 hit 48.3%

n 120

Rank #3 Candidate

Setting 3D · n=40

Median abs 2.92%

Bias -0.64%

P25/P75 hit 45.8%

n 120

Rank #4 Candidate

Setting 3D · n=80

Median abs 2.92%

Bias -0.72%

P25/P75 hit 50%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 3.11%

Bias -0.63%

P25/P75 hit 46.7%

n 120

Rank #6 Candidate

Setting 3D · n=120

Median abs 3.09%

Bias -0.69%

P25/P75 hit 50%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 4.47%

Bias +0.20%

P25/P75 hit 48.2%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 4.43%

Bias +0.42%

P25/P75 hit 47.3%

n 112

Rank #9 Candidate

Setting 5D · n=500

Median abs 4.47%

Bias +0.51%

P25/P75 hit 46.4%

n 112

Rank #10 Candidate

Setting 5D · n=120

Median abs 4.64%

Bias +0.08%

P25/P75 hit 45.5%

n 112

Rank #11 Candidate

Setting 5D · n=160

Median abs 4.71%

Bias +0.13%

P25/P75 hit 46.4%

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: +0.09%

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: -0.42%

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	2.99%	4.34%	-0.42%	50%	120	2.952
#2	3D	320	3.04%	4.33%	-0.44%	48.3%	120	2.981
#3	3D	240	3.02%	4.34%	-0.54%	48.3%	120	2.989
#4	3D	40	2.92%	4.49%	-0.64%	45.8%	120	3.013
#5	3D	80	2.92%	4.49%	-0.72%	50%	120	3.015
#6	3D	160	3.11%	4.35%	-0.63%	46.7%	120	3.055
#7	3D	120	3.09%	4.42%	-0.69%	50%	120	3.07
#8	5D	240	4.47%	7.21%	+0.20%	48.2%	112	4.668
#9	5D	320	4.43%	7.23%	+0.42%	47.3%	112	4.69
#10	5D	500	4.47%	7.3%	+0.51%	46.4%	112	4.751
#11	5D	120	4.64%	7.27%	+0.08%	45.5%	112	4.763
#12	5D	160	4.71%	7.22%	+0.13%	46.4%	112	4.786
#13	5D	80	4.73%	7.41%	+0.13%	43.8%	112	4.869
#14	5D	40	4.68%	7.39%	+0.44%	39.3%	112	4.894
#15	10D	160	5.38%	8.52%	-1.30%	50%	92	5.742
#16	10D	240	6.04%	8.6%	-1.18%	50%	92	6.082
#17	10D	500	6.39%	8.63%	-0.63%	41.3%	92	6.207
#18	10D	120	6.06%	8.77%	-1.56%	47.8%	92	6.214
#19	10D	320	6.44%	8.56%	-1.00%	47.8%	92	6.247
#20	10D	80	6.14%	8.89%	-1.63%	48.9%	92	6.304
#21	10D	40	6.48%	9.02%	-1.51%	46.7%	92	6.507
#22	15D	500	7.65%	10.08%	-3.43%	55.6%	72	7.728
#23	15D	320	7.57%	10.26%	-4.12%	52.8%	72	7.862
#24	15D	240	8.02%	10.5%	-4.42%	52.8%	72	8.216
#25	15D	160	8.33%	10.98%	-5.08%	48.6%	72	8.649
#26	15D	120	8.5%	11.03%	-5.35%	48.6%	72	8.792
#27	15D	80	8.14%	11.79%	-6.23%	45.8%	72	9.017
#28	15D	40	8.54%	12.49%	-6.96%	43.1%	72	9.578
#29	20D	500	10.81%	13.74%	-6.63%	44.2%	52	11.098
#30	20D	320	11.42%	14.18%	-8.08%	44.2%	52	11.774