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 2026-07-07

DOE calibrated as-of 2026-07-07

Window 2026-05-19 → 2026-07-01

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月29日下午8:36 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-05-19 → 2026-07-01 · anchors: 120 · latest snapshot: 2026-07-07 · computed at: 2026年7月29日下午8:36 HKT

Median abs error3.05%

Mean abs error4.52%

Bias-0.56%

Inside P25/P7548.3%

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 3.05%

Bias -0.56%

P25/P75 hit 48.3%

n 120

Rank Best setting

Setting 3D · n=240

Median abs 3.07%

Bias -0.69%

P25/P75 hit 47.5%

n 120

Rank #2 Candidate

Setting 3D · n=320

Median abs 3.15%

Bias -0.59%

P25/P75 hit 47.5%

n 120

Rank #3 Candidate

Setting 3D · n=80

Median abs 3.03%

Bias -0.96%

P25/P75 hit 49.2%

n 120

Rank #4 Candidate

Setting 3D · n=160

Median abs 3.2%

Bias -0.81%

P25/P75 hit 45.8%

n 120

Rank #5 Candidate

Setting 3D · n=120

Median abs 3.18%

Bias -0.89%

P25/P75 hit 50%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 3.11%

Bias -0.87%

P25/P75 hit 45%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 4.43%

Bias -0.02%

P25/P75 hit 47.3%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 4.42%

Bias +0.18%

P25/P75 hit 46.4%

n 112

Rank #9 Candidate

Setting 5D · n=500

Median abs 4.39%

Bias +0.27%

P25/P75 hit 45.5%

n 112

Rank #10 Candidate

Setting 5D · n=160

Median abs 4.56%

Bias -0.11%

P25/P75 hit 45.5%

n 112

Rank #11 Candidate

Setting 5D · n=120

Median abs 4.61%

Bias -0.13%

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: -0.08%

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: -0.56%

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	3.05%	4.52%	-0.56%	48.3%	120	3.07
#2	3D	240	3.07%	4.53%	-0.69%	47.5%	120	3.105
#3	3D	320	3.15%	4.51%	-0.59%	47.5%	120	3.123
#4	3D	80	3.03%	4.69%	-0.96%	49.2%	120	3.177
#5	3D	160	3.2%	4.53%	-0.81%	45.8%	120	3.193
#6	3D	120	3.18%	4.61%	-0.89%	50%	120	3.212
#7	3D	40	3.11%	4.7%	-0.87%	45%	120	3.218
#8	5D	240	4.43%	7.42%	-0.02%	47.3%	112	4.697
#9	5D	320	4.42%	7.43%	+0.18%	46.4%	112	4.722
#10	5D	500	4.39%	7.45%	+0.27%	45.5%	112	4.729
#11	5D	160	4.56%	7.47%	-0.11%	45.5%	112	4.797
#12	5D	120	4.61%	7.48%	-0.13%	44.6%	112	4.831
#13	5D	80	4.73%	7.64%	-0.08%	42%	112	4.946
#14	5D	40	4.68%	7.67%	+0.15%	37.5%	112	4.953
#15	10D	160	6.21%	9.09%	-2.31%	48.9%	92	6.511
#16	10D	240	6.57%	9.16%	-2.16%	47.8%	92	6.695
#17	10D	320	6.95%	9.08%	-1.96%	45.7%	92	6.833
#18	10D	500	7.15%	9.07%	-1.63%	39.1%	92	6.896
#19	10D	40	6.62%	9.54%	-2.41%	42.4%	92	6.905
#20	10D	120	6.94%	9.32%	-2.53%	45.7%	92	6.997
#21	10D	80	7.31%	9.44%	-2.57%	46.7%	92	7.228
#22	15D	320	8.04%	11.19%	-5.24%	47.2%	72	8.604
#23	15D	500	8.91%	10.79%	-4.47%	50%	72	8.777
#24	15D	240	8.68%	11.54%	-5.62%	45.8%	72	9.108
#25	15D	160	8.93%	12.03%	-6.25%	41.7%	72	9.509
#26	15D	120	9.09%	12.02%	-6.53%	41.7%	72	9.627
#27	15D	80	9.2%	12.71%	-7.37%	38.9%	72	10.057
#28	15D	40	9.09%	13.39%	-7.93%	36.1%	72	10.331
#29	20D	500	10.35%	13.63%	-6.65%	44.2%	52	10.833
#30	20D	320	10.81%	14.17%	-7.97%	44.2%	52	11.449