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 2026-07-15

DOE calibrated as-of 2026-07-15

Window 2026-05-28 → 2026-07-10

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月29日下午9:12 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-05-28 → 2026-07-10 · anchors: 120 · latest snapshot: 2026-07-15 · computed at: 2026年7月29日下午9:12 HKT

Median abs error2.84%

Mean abs error4.12%

Bias-0.91%

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 -0.91%

P25/P75 hit 50%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 2.9%

Bias -0.91%

P25/P75 hit 47.5%

n 120

Rank #2 Candidate

Setting 3D · n=240

Median abs 2.96%

Bias -0.98%

P25/P75 hit 47.5%

n 120

Rank #3 Candidate

Setting 3D · n=40

Median abs 2.78%

Bias -1.11%

P25/P75 hit 42.5%

n 120

Rank #4 Candidate

Setting 3D · n=160

Median abs 2.96%

Bias -1.07%

P25/P75 hit 46.7%

n 120

Rank #5 Candidate

Setting 3D · n=80

Median abs 2.91%

Bias -1.18%

P25/P75 hit 48.3%

n 120

Rank #6 Candidate

Setting 3D · n=120

Median abs 2.98%

Bias -1.12%

P25/P75 hit 49.2%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 3.64%

Bias -2.33%

P25/P75 hit 54.5%

n 112

Rank #8 Candidate

Setting 5D · n=500

Median abs 3.7%

Bias -2.22%

P25/P75 hit 50%

n 112

Rank #9 Candidate

Setting 5D · n=320

Median abs 3.74%

Bias -2.25%

P25/P75 hit 53.6%

n 112

Rank #10 Candidate

Setting 5D · n=40

Median abs 3.69%

Bias -2.15%

P25/P75 hit 43.8%

n 112

Rank #11 Candidate

Setting 5D · n=120

Median abs 3.85%

Bias -2.42%

P25/P75 hit 52.7%

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: -0.67%

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: -0.91%

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%	4.12%	-0.91%	50%	120	2.874
#2	3D	320	2.9%	4.13%	-0.91%	47.5%	120	2.913
#3	3D	240	2.96%	4.16%	-0.98%	47.5%	120	2.964
#4	3D	40	2.78%	4.36%	-1.11%	42.5%	120	2.976
#5	3D	160	2.96%	4.18%	-1.07%	46.7%	120	2.987
#6	3D	80	2.91%	4.29%	-1.18%	48.3%	120	3.013
#7	3D	120	2.98%	4.24%	-1.12%	49.2%	120	3.019
#8	5D	240	3.64%	5.57%	-2.33%	54.5%	112	3.983
#9	5D	500	3.7%	5.56%	-2.22%	50%	112	4.004
#10	5D	320	3.74%	5.53%	-2.25%	53.6%	112	4.009
#11	5D	40	3.69%	5.91%	-2.15%	43.8%	112	4.127
#12	5D	120	3.85%	5.68%	-2.42%	52.7%	112	4.144
#13	5D	160	3.94%	5.67%	-2.40%	51.8%	112	4.185
#14	5D	80	3.9%	5.86%	-2.42%	48.2%	112	4.244
#15	10D	160	5.34%	8.11%	-3.51%	52.2%	92	5.905
#16	10D	500	5.58%	7.92%	-3.10%	44.6%	92	5.915
#17	10D	240	5.47%	8.09%	-3.48%	51.1%	92	5.961
#18	10D	320	5.72%	8%	-3.34%	48.9%	92	6.039
#19	10D	40	5.38%	8.58%	-3.78%	45.7%	92	6.146
#20	10D	120	5.77%	8.33%	-3.70%	48.9%	92	6.233
#21	10D	80	5.73%	8.51%	-3.72%	50%	92	6.277
#22	15D	500	8.82%	11.49%	-7.52%	48.6%	72	9.438
#23	15D	320	8.68%	12.1%	-8.20%	45.8%	72	9.691
#24	15D	240	8.85%	12.59%	-8.60%	44.4%	72	10.01
#25	20D	500	8.91%	12.34%	-9.50%	48.1%	52	10.079
#26	20D	320	8.66%	13.18%	-10.33%	48.1%	52	10.372
#27	15D	160	9.65%	13.32%	-9.23%	41.7%	72	10.767
#28	20D	240	8.96%	13.77%	-10.89%	44.2%	52	10.823
#29	15D	120	9.73%	13.35%	-9.33%	41.7%	72	10.833
#30	20D	160	8.71%	14.2%	-11.21%	44.2%	52	10.896