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 2026-07-10

DOE calibrated as-of 2026-07-10

Window 2026-05-22 → 2026-07-07

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月29日下午8:54 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-05-22 → 2026-07-07 · anchors: 120 · latest snapshot: 2026-07-10 · computed at: 2026年7月29日下午8:54 HKT

Median abs error2.89%

Mean abs error4.44%

Bias-0.67%

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 2.89%

Bias -0.67%

P25/P75 hit 50%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 3.01%

Bias -0.71%

P25/P75 hit 47.5%

n 120

Rank #2 Candidate

Setting 3D · n=240

Median abs 3.01%

Bias -0.83%

P25/P75 hit 46.7%

n 120

Rank #3 Candidate

Setting 3D · n=80

Median abs 2.93%

Bias -1.09%

P25/P75 hit 49.2%

n 120

Rank #4 Candidate

Setting 3D · n=40

Median abs 2.92%

Bias -1.04%

P25/P75 hit 45.8%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 3.11%

Bias -0.94%

P25/P75 hit 45.8%

n 120

Rank #6 Candidate

Setting 3D · n=120

Median abs 3.12%

Bias -1.02%

P25/P75 hit 50%

n 120

Rank #7 Candidate

Setting 5D · n=320

Median abs 4.01%

Bias -0.23%

P25/P75 hit 50%

n 112

Rank #8 Candidate

Setting 5D · n=500

Median abs 4.13%

Bias -0.17%

P25/P75 hit 47.3%

n 112

Rank #9 Candidate

Setting 5D · n=240

Median abs 4.13%

Bias -0.41%

P25/P75 hit 50.9%

n 112

Rank #10 Candidate

Setting 5D · n=40

Median abs 3.97%

Bias -0.29%

P25/P75 hit 42.9%

n 112

Rank #11 Candidate

Setting 5D · n=160

Median abs 4.06%

Bias -0.52%

P25/P75 hit 49.1%

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: -0.25%

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: -0.67%

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	2.89%	4.44%	-0.67%	50%	120	2.975
#2	3D	320	3.01%	4.45%	-0.71%	47.5%	120	3.05
#3	3D	240	3.01%	4.47%	-0.83%	46.7%	120	3.077
#4	3D	80	2.93%	4.58%	-1.09%	49.2%	120	3.109
#5	3D	40	2.92%	4.62%	-1.04%	45.8%	120	3.119
#6	3D	160	3.11%	4.47%	-0.94%	45.8%	120	3.146
#7	3D	120	3.12%	4.52%	-1.02%	50%	120	3.17
#8	5D	320	4.01%	7.14%	-0.23%	50%	112	4.414
#9	5D	500	4.13%	7.18%	-0.17%	47.3%	112	4.485
#10	5D	240	4.13%	7.15%	-0.41%	50.9%	112	4.502
#11	5D	40	3.97%	7.39%	-0.29%	42.9%	112	4.508
#12	5D	160	4.06%	7.21%	-0.52%	49.1%	112	4.509
#13	5D	120	4.09%	7.21%	-0.53%	49.1%	112	4.525
#14	5D	80	4.02%	7.38%	-0.49%	45.5%	112	4.553
#15	10D	160	5.71%	8.85%	-1.97%	48.9%	92	6.126
#16	10D	120	5.98%	9.08%	-2.19%	45.7%	92	6.382
#17	10D	240	6.29%	8.9%	-1.86%	47.8%	92	6.419
#18	10D	500	6.75%	8.74%	-1.38%	40.2%	92	6.54
#19	10D	320	6.69%	8.8%	-1.68%	45.7%	92	6.563
#20	10D	80	6.3%	9.22%	-2.26%	46.7%	92	6.599
#21	10D	40	6.48%	9.38%	-2.14%	41.3%	92	6.741
#22	20D	320	8.16%	13.01%	-6.14%	51.9%	52	9.425
#23	15D	500	9.46%	11.99%	-4.88%	47.2%	72	9.541
#24	20D	500	9.05%	12.76%	-5.13%	51.9%	52	9.631
#25	20D	240	8.26%	13.28%	-6.70%	48.1%	52	9.663
#26	20D	80	7.65%	13.92%	-7.97%	51.9%	52	9.763
#27	20D	160	8.28%	13.42%	-7.22%	51.9%	52	9.79
#28	15D	320	9.47%	12.46%	-5.72%	43.1%	72	9.846
#29	15D	240	9.24%	12.81%	-6.14%	43.1%	72	9.917
#30	20D	120	8.31%	13.75%	-7.36%	51.9%	52	9.942