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 2026-07-13

DOE calibrated as-of 2026-07-13

Window 2026-05-26 → 2026-07-08

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月29日下午9:00 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-05-26 → 2026-07-08 · anchors: 120 · latest snapshot: 2026-07-13 · computed at: 2026年7月29日下午9:00 HKT

Median abs error2.97%

Mean abs error4.47%

Bias-0.60%

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 -0.60%

P25/P75 hit 48.3%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 3.03%

Bias -0.62%

P25/P75 hit 45.8%

n 120

Rank #2 Candidate

Setting 3D · n=240

Median abs 3.01%

Bias -0.72%

P25/P75 hit 45%

n 120

Rank #3 Candidate

Setting 3D · n=40

Median abs 2.94%

Bias -0.87%

P25/P75 hit 44.2%

n 120

Rank #4 Candidate

Setting 3D · n=80

Median abs 2.96%

Bias -0.96%

P25/P75 hit 47.5%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 3.11%

Bias -0.83%

P25/P75 hit 45%

n 120

Rank #6 Candidate

Setting 3D · n=120

Median abs 3.1%

Bias -0.90%

P25/P75 hit 47.5%

n 120

Rank #7 Candidate

Setting 5D · n=320

Median abs 3.9%

Bias -1.38%

P25/P75 hit 51.8%

n 112

Rank #8 Candidate

Setting 5D · n=240

Median abs 3.95%

Bias -1.54%

P25/P75 hit 52.7%

n 112

Rank #9 Candidate

Setting 5D · n=500

Median abs 4.01%

Bias -1.32%

P25/P75 hit 48.2%

n 112

Rank #10 Candidate

Setting 5D · n=120

Median abs 3.94%

Bias -1.67%

P25/P75 hit 50.9%

n 112

Rank #11 Candidate

Setting 5D · n=40

Median abs 3.86%

Bias -1.44%

P25/P75 hit 43.8%

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: -0.24%

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: -0.60%

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%	4.47%	-0.60%	48.3%	120	3.019
#2	3D	320	3.03%	4.49%	-0.62%	45.8%	120	3.065
#3	3D	240	3.01%	4.52%	-0.72%	45%	120	3.083
#4	3D	40	2.94%	4.66%	-0.87%	44.2%	120	3.121
#5	3D	80	2.96%	4.63%	-0.96%	47.5%	120	3.126
#6	3D	160	3.11%	4.52%	-0.83%	45%	120	3.149
#7	3D	120	3.1%	4.57%	-0.90%	47.5%	120	3.166
#8	5D	320	3.9%	6.24%	-1.38%	51.8%	112	4.211
#9	5D	240	3.95%	6.28%	-1.54%	52.7%	112	4.272
#10	5D	500	4.01%	6.29%	-1.32%	48.2%	112	4.284
#11	5D	120	3.94%	6.38%	-1.67%	50.9%	112	4.326
#12	5D	40	3.86%	6.56%	-1.44%	43.8%	112	4.333
#13	5D	160	4.01%	6.37%	-1.64%	50%	112	4.355
#14	5D	80	3.93%	6.52%	-1.63%	46.4%	112	4.376
#15	10D	160	5.24%	8.08%	-2.73%	51.1%	92	5.73
#16	10D	500	5.79%	7.97%	-2.25%	42.4%	92	5.916
#17	10D	40	5.27%	8.59%	-2.87%	44.6%	92	5.961
#18	10D	320	5.97%	8.04%	-2.52%	47.8%	92	6.057
#19	10D	80	5.58%	8.48%	-2.94%	48.9%	92	6.077
#20	10D	240	5.95%	8.13%	-2.69%	50%	92	6.099
#21	10D	120	5.77%	8.34%	-2.92%	47.8%	92	6.122
#22	20D	320	7.46%	12.47%	-7.77%	53.8%	52	9.126
#23	20D	120	6.44%	13.45%	-8.93%	50%	52	9.142
#24	20D	240	7.07%	12.9%	-8.29%	51.9%	52	9.164
#25	20D	160	7.13%	13.23%	-8.74%	51.9%	52	9.377
#26	20D	500	8.85%	11.92%	-6.84%	55.8%	52	9.484
#27	15D	500	9.19%	11.69%	-6.37%	48.6%	72	9.521
#28	15D	320	8.71%	12.25%	-7.18%	45.8%	72	9.605
#29	20D	80	7.11%	13.74%	-9.33%	50%	52	9.639
#30	15D	240	8.85%	12.68%	-7.63%	44.4%	72	9.897