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 2026-07-08

DOE calibrated as-of 2026-07-08

Window 2026-05-20 → 2026-07-02

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月29日下午8:42 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-05-20 → 2026-07-02 · anchors: 120 · latest snapshot: 2026-07-08 · computed at: 2026年7月29日下午8:42 HKT

Median abs error2.88%

Mean abs error4.43%

Bias-0.52%

Inside P25/P7550.8%

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 2.88%

Bias -0.52%

P25/P75 hit 50.8%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 3.01%

Bias -0.56%

P25/P75 hit 49.2%

n 120

Rank #2 Candidate

Setting 3D · n=240

Median abs 3.01%

Bias -0.68%

P25/P75 hit 49.2%

n 120

Rank #3 Candidate

Setting 3D · n=40

Median abs 2.83%

Bias -0.89%

P25/P75 hit 45.8%

n 120

Rank #4 Candidate

Setting 3D · n=80

Median abs 2.92%

Bias -0.96%

P25/P75 hit 50.8%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 3.11%

Bias -0.81%

P25/P75 hit 48.3%

n 120

Rank #6 Candidate

Setting 3D · n=120

Median abs 3.1%

Bias -0.88%

P25/P75 hit 50.8%

n 120

Rank #7 Candidate

Setting 5D · n=500

Median abs 4.29%

Bias +0.18%

P25/P75 hit 46.4%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 4.39%

Bias +0.08%

P25/P75 hit 47.3%

n 112

Rank #9 Candidate

Setting 5D · n=240

Median abs 4.42%

Bias -0.11%

P25/P75 hit 48.2%

n 112

Rank #10 Candidate

Setting 5D · n=160

Median abs 4.39%

Bias -0.22%

P25/P75 hit 46.4%

n 112

Rank #11 Candidate

Setting 5D · n=120

Median abs 4.52%

Bias -0.25%

P25/P75 hit 45.5%

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: -0.06%

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: -0.52%

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	2.88%	4.43%	-0.52%	50.8%	120	2.941
#2	3D	320	3.01%	4.43%	-0.56%	49.2%	120	3.016
#3	3D	240	3.01%	4.45%	-0.68%	49.2%	120	3.041
#4	3D	40	2.83%	4.61%	-0.89%	45.8%	120	3.048
#5	3D	80	2.92%	4.59%	-0.96%	50.8%	120	3.084
#6	3D	160	3.11%	4.45%	-0.81%	48.3%	120	3.113
#7	3D	120	3.1%	4.51%	-0.88%	50.8%	120	3.133
#8	5D	500	4.29%	7.5%	+0.18%	46.4%	112	4.681
#9	5D	320	4.39%	7.47%	+0.08%	47.3%	112	4.703
#10	5D	240	4.42%	7.47%	-0.11%	48.2%	112	4.72
#11	5D	160	4.39%	7.52%	-0.22%	46.4%	112	4.744
#12	5D	120	4.52%	7.53%	-0.25%	45.5%	112	4.819
#13	5D	40	4.47%	7.76%	-0.03%	38.4%	112	4.86
#14	5D	80	4.47%	7.71%	-0.25%	42.9%	112	4.864
#15	10D	160	5.71%	8.81%	-1.74%	50%	92	6.075
#16	10D	240	6.29%	8.88%	-1.60%	48.9%	92	6.371
#17	10D	120	6.06%	9.08%	-1.98%	46.7%	92	6.388
#18	10D	500	6.95%	8.78%	-1.06%	40.2%	92	6.607
#19	10D	320	6.89%	8.8%	-1.39%	46.7%	92	6.617
#20	10D	80	6.46%	9.21%	-2.02%	47.8%	92	6.637
#21	10D	40	6.48%	9.34%	-1.88%	42.4%	92	6.685
#22	15D	500	9.22%	11.18%	-5.07%	48.6%	72	9.162
#23	15D	320	8.68%	11.69%	-5.92%	45.8%	72	9.205
#24	15D	240	8.85%	12.1%	-6.36%	44.4%	72	9.503
#25	20D	500	9.58%	12.95%	-5.61%	50%	52	10.039
#26	20D	320	8.97%	13.48%	-6.88%	50%	52	10.11
#27	15D	160	9.65%	12.7%	-7.05%	40.3%	72	10.227
#28	15D	120	9.91%	12.76%	-7.34%	40.3%	72	10.421
#29	20D	240	9.39%	13.87%	-7.55%	46.2%	52	10.567
#30	15D	80	9.61%	13.45%	-8.13%	37.5%	72	10.638