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 2026-07-09

DOE calibrated as-of 2026-07-09

Window 2026-05-21 → 2026-07-06

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月29日下午8:48 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-05-21 → 2026-07-06 · anchors: 120 · latest snapshot: 2026-07-09 · computed at: 2026年7月29日下午8:48 HKT

Median abs error2.97%

Mean abs error4.48%

Bias-0.58%

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 2.97%

Bias -0.58%

P25/P75 hit 48.3%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 3.03%

Bias -0.62%

P25/P75 hit 47.5%

n 120

Rank #2 Candidate

Setting 3D · n=240

Median abs 3.02%

Bias -0.73%

P25/P75 hit 47.5%

n 120

Rank #3 Candidate

Setting 3D · n=40

Median abs 2.92%

Bias -0.94%

P25/P75 hit 45.8%

n 120

Rank #4 Candidate

Setting 3D · n=80

Median abs 2.96%

Bias -0.99%

P25/P75 hit 50%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 3.16%

Bias -0.84%

P25/P75 hit 46.7%

n 120

Rank #6 Candidate

Setting 3D · n=120

Median abs 3.16%

Bias -0.93%

P25/P75 hit 50%

n 120

Rank #7 Candidate

Setting 5D · n=320

Median abs 4.2%

Bias +0.05%

P25/P75 hit 47.3%

n 112

Rank #8 Candidate

Setting 5D · n=240

Median abs 4.3%

Bias -0.13%

P25/P75 hit 48.2%

n 112

Rank #9 Candidate

Setting 5D · n=160

Median abs 4.26%

Bias -0.23%

P25/P75 hit 46.4%

n 112

Rank #10 Candidate

Setting 5D · n=500

Median abs 4.31%

Bias +0.13%

P25/P75 hit 45.5%

n 112

Rank #11 Candidate

Setting 5D · n=120

Median abs 4.42%

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: -0.16%

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: -0.58%

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	2.97%	4.48%	-0.58%	48.3%	120	3.019
#2	3D	320	3.03%	4.49%	-0.62%	47.5%	120	3.061
#3	3D	240	3.02%	4.49%	-0.73%	47.5%	120	3.072
#4	3D	40	2.92%	4.65%	-0.94%	45.8%	120	3.114
#5	3D	80	2.96%	4.61%	-0.99%	50%	120	3.117
#6	3D	160	3.16%	4.5%	-0.84%	46.7%	120	3.164
#7	3D	120	3.16%	4.56%	-0.93%	50%	120	3.191
#8	5D	320	4.2%	7.46%	+0.05%	47.3%	112	4.6
#9	5D	240	4.3%	7.46%	-0.13%	48.2%	112	4.66
#10	5D	160	4.26%	7.51%	-0.23%	46.4%	112	4.677
#11	5D	500	4.31%	7.51%	+0.13%	45.5%	112	4.689
#12	5D	120	4.42%	7.53%	-0.25%	45.5%	112	4.769
#13	5D	80	4.31%	7.68%	-0.22%	42%	112	4.771
#14	5D	40	4.44%	7.73%	-0.02%	39.3%	112	4.83
#15	10D	160	5.95%	8.81%	-1.82%	47.8%	92	6.212
#16	10D	240	6.45%	8.89%	-1.72%	47.8%	92	6.475
#17	10D	120	6.46%	9.08%	-2.04%	45.7%	92	6.6
#18	10D	320	6.9%	8.83%	-1.52%	45.7%	92	6.654
#19	10D	500	7.04%	8.79%	-1.22%	39.1%	92	6.682
#20	10D	40	6.48%	9.32%	-1.96%	41.3%	92	6.693
#21	10D	80	6.97%	9.19%	-2.06%	46.7%	92	6.894
#22	20D	320	7.91%	12.97%	-6.64%	53.8%	52	9.356
#23	20D	240	7.75%	13.25%	-7.20%	51.9%	52	9.463
#24	20D	500	9.05%	12.6%	-5.49%	53.8%	52	9.624
#25	15D	500	9.55%	12.04%	-5.03%	45.8%	72	9.629
#26	20D	160	8.81%	13.47%	-7.82%	55.8%	52	10.153
#27	20D	120	8.66%	13.73%	-7.85%	53.8%	52	10.179
#28	15D	320	10.09%	12.52%	-5.88%	44.4%	72	10.198
#29	20D	80	8.56%	13.86%	-8.43%	50%	52	10.271
#30	15D	240	10.15%	12.89%	-6.30%	41.7%	72	10.427