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 2026-07-06

DOE calibrated as-of 2026-07-06

Window 2026-05-18 → 2026-06-30

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月29日下午8:30 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-05-18 → 2026-06-30 · anchors: 120 · latest snapshot: 2026-07-06 · computed at: 2026年7月29日下午8:30 HKT

Median abs error3.04%

Mean abs error4.5%

Bias-0.66%

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 3.04%

Bias -0.66%

P25/P75 hit 49.2%

n 120

Rank Best setting

Setting 3D · n=240

Median abs 3.04%

Bias -0.78%

P25/P75 hit 47.5%

n 120

Rank #2 Candidate

Setting 3D · n=320

Median abs 3.14%

Bias -0.69%

P25/P75 hit 47.5%

n 120

Rank #3 Candidate

Setting 3D · n=40

Median abs 2.95%

Bias -0.92%

P25/P75 hit 45%

n 120

Rank #4 Candidate

Setting 3D · n=80

Median abs 2.96%

Bias -1.02%

P25/P75 hit 49.2%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 3.16%

Bias -0.90%

P25/P75 hit 45.8%

n 120

Rank #6 Candidate

Setting 3D · n=120

Median abs 3.16%

Bias -0.97%

P25/P75 hit 49.2%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 4.43%

Bias +0.12%

P25/P75 hit 47.3%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 4.43%

Bias +0.31%

P25/P75 hit 47.3%

n 112

Rank #9 Candidate

Setting 5D · n=500

Median abs 4.4%

Bias +0.39%

P25/P75 hit 45.5%

n 112

Rank #10 Candidate

Setting 5D · n=160

Median abs 4.56%

Bias +0.03%

P25/P75 hit 45.5%

n 112

Rank #11 Candidate

Setting 5D · n=120

Median abs 4.64%

Bias -0.03%

P25/P75 hit 44.6%

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: -0.17%

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: -0.66%

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	3.04%	4.5%	-0.66%	49.2%	120	3.071
#2	3D	240	3.04%	4.51%	-0.78%	47.5%	120	3.097
#3	3D	320	3.14%	4.49%	-0.69%	47.5%	120	3.126
#4	3D	40	2.95%	4.67%	-0.92%	45%	120	3.135
#5	3D	80	2.96%	4.66%	-1.02%	49.2%	120	3.141
#6	3D	160	3.16%	4.52%	-0.90%	45.8%	120	3.182
#7	3D	120	3.16%	4.58%	-0.97%	49.2%	120	3.206
#8	5D	240	4.43%	7.21%	+0.12%	47.3%	112	4.638
#9	5D	320	4.43%	7.21%	+0.31%	47.3%	112	4.667
#10	5D	500	4.4%	7.26%	+0.39%	45.5%	112	4.686
#11	5D	160	4.56%	7.23%	+0.03%	45.5%	112	4.701
#12	5D	120	4.64%	7.28%	-0.03%	44.6%	112	4.761
#13	5D	40	4.47%	7.43%	+0.36%	36.6%	112	4.798
#14	5D	80	4.72%	7.43%	+0.04%	42%	112	4.861
#15	10D	160	5.24%	8.7%	-1.82%	51.1%	92	5.81
#16	10D	240	6.06%	8.77%	-1.70%	48.9%	92	6.232
#17	10D	120	5.97%	8.94%	-2.06%	48.9%	92	6.301
#18	10D	500	6.39%	8.72%	-1.22%	41.3%	92	6.327
#19	10D	80	6.03%	9.07%	-2.12%	50%	92	6.383
#20	10D	320	6.59%	8.73%	-1.54%	47.8%	92	6.462
#21	10D	40	6.48%	9.21%	-2.05%	45.7%	92	6.657
#22	15D	320	7.74%	10.6%	-4.61%	50%	72	8.147
#23	15D	500	8.3%	10.25%	-3.88%	54.2%	72	8.184
#24	15D	240	8.41%	10.92%	-4.96%	48.6%	72	8.65
#25	15D	160	8.75%	11.43%	-5.59%	44.4%	72	9.103
#26	15D	120	8.87%	11.4%	-5.84%	44.4%	72	9.19
#27	15D	80	8.52%	12.07%	-6.69%	41.7%	72	9.384
#28	15D	40	8.88%	12.74%	-7.27%	40.3%	72	9.889
#29	20D	500	10.38%	13.39%	-6.68%	44.2%	52	10.768
#30	20D	320	10.86%	13.87%	-7.99%	44.2%	52	11.372