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 2026-07-14

DOE calibrated as-of 2026-07-14

Window 2026-05-27 → 2026-07-09

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月29日下午9:06 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-05-27 → 2026-07-09 · anchors: 120 · latest snapshot: 2026-07-14 · computed at: 2026年7月29日下午9:06 HKT

Median abs error2.84%

Mean abs error4.39%

Bias-0.49%

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 2.84%

Bias -0.49%

P25/P75 hit 50%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 2.9%

Bias -0.50%

P25/P75 hit 47.5%

n 120

Rank #2 Candidate

Setting 3D · n=240

Median abs 2.96%

Bias -0.58%

P25/P75 hit 47.5%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 2.96%

Bias -0.67%

P25/P75 hit 47.5%

n 120

Rank #4 Candidate

Setting 3D · n=40

Median abs 2.83%

Bias -0.72%

P25/P75 hit 43.3%

n 120

Rank #5 Candidate

Setting 3D · n=80

Median abs 2.91%

Bias -0.79%

P25/P75 hit 49.2%

n 120

Rank #6 Candidate

Setting 3D · n=120

Median abs 3.01%

Bias -0.73%

P25/P75 hit 49.2%

n 120

Rank #7 Candidate

Setting 5D · n=320

Median abs 3.76%

Bias -1.92%

P25/P75 hit 53.6%

n 112

Rank #8 Candidate

Setting 5D · n=500

Median abs 3.76%

Bias -1.88%

P25/P75 hit 49.1%

n 112

Rank #9 Candidate

Setting 5D · n=240

Median abs 3.72%

Bias -2.05%

P25/P75 hit 53.6%

n 112

Rank #10 Candidate

Setting 5D · n=40

Median abs 3.59%

Bias -1.97%

P25/P75 hit 43.8%

n 112

Rank #11 Candidate

Setting 5D · n=120

Median abs 3.95%

Bias -2.15%

P25/P75 hit 51.8%

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: -0.20%

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: -0.49%

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	2.84%	4.39%	-0.49%	50%	120	2.905
#2	3D	320	2.9%	4.41%	-0.50%	47.5%	120	2.95
#3	3D	240	2.96%	4.43%	-0.58%	47.5%	120	2.999
#4	3D	160	2.96%	4.44%	-0.67%	47.5%	120	3.016
#5	3D	40	2.83%	4.61%	-0.72%	43.3%	120	3.028
#6	3D	80	2.91%	4.56%	-0.79%	49.2%	120	3.047
#7	3D	120	3.01%	4.49%	-0.73%	49.2%	120	3.063
#8	5D	320	3.76%	5.81%	-1.92%	53.6%	112	4.067
#9	5D	500	3.76%	5.84%	-1.88%	49.1%	112	4.083
#10	5D	240	3.72%	5.88%	-2.05%	53.6%	112	4.092
#11	5D	40	3.59%	6.15%	-1.97%	43.8%	112	4.134
#12	5D	120	3.95%	5.98%	-2.15%	51.8%	112	4.261
#13	5D	160	3.98%	5.97%	-2.14%	50.9%	112	4.273
#14	5D	80	3.9%	6.11%	-2.14%	47.3%	112	4.291
#15	10D	160	5.38%	8.08%	-3.00%	52.2%	92	5.838
#16	10D	500	5.79%	7.93%	-2.60%	43.5%	92	5.952
#17	10D	240	5.7%	8.07%	-2.98%	51.1%	92	5.994
#18	10D	40	5.27%	8.54%	-3.24%	44.6%	92	5.998
#19	10D	320	5.92%	8%	-2.83%	48.9%	92	6.062
#20	10D	120	5.68%	8.28%	-3.18%	48.9%	92	6.093
#21	10D	80	5.78%	8.46%	-3.21%	50%	92	6.208
#22	20D	500	7.94%	11.84%	-8.54%	51.9%	52	9.265
#23	20D	120	6.44%	13.78%	-10.32%	46.2%	52	9.475
#24	20D	320	7.98%	12.61%	-9.35%	51.9%	52	9.676
#25	20D	240	7.62%	13.14%	-9.82%	50%	52	9.757
#26	20D	80	7.11%	14.1%	-10.54%	48.1%	52	9.951
#27	15D	500	9.58%	11.82%	-7.73%	47.2%	72	9.968
#28	20D	160	7.72%	13.52%	-10.15%	48.1%	52	9.994
#29	15D	320	10.02%	12.46%	-8.45%	43.1%	72	10.531
#30	15D	240	10.16%	12.95%	-8.90%	41.7%	72	10.843