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 2026-07-17

DOE calibrated as-of 2026-07-17

Window 2026-05-29 → 2026-07-13

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月29日下午9:25 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-05-29 → 2026-07-13 · anchors: 120 · latest snapshot: 2026-07-17 · computed at: 2026年7月29日下午9:25 HKT

Median abs error2.86%

Mean abs error4.16%

Bias-0.85%

Inside P25/P7549.2%

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 2.86%

Bias -0.85%

P25/P75 hit 49.2%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 2.98%

Bias -0.83%

P25/P75 hit 45.8%

n 120

Rank #2 Candidate

Setting 3D · n=240

Median abs 2.97%

Bias -0.90%

P25/P75 hit 45%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 2.96%

Bias -0.99%

P25/P75 hit 45.8%

n 120

Rank #4 Candidate

Setting 3D · n=80

Median abs 2.96%

Bias -1.07%

P25/P75 hit 46.7%

n 120

Rank #5 Candidate

Setting 3D · n=120

Median abs 3.02%

Bias -1.02%

P25/P75 hit 48.3%

n 120

Rank #6 Candidate

Setting 3D · n=40

Median abs 2.92%

Bias -1.02%

P25/P75 hit 40.8%

n 120

Rank #7 Candidate

Setting 5D · n=40

Median abs 3.64%

Bias -1.83%

P25/P75 hit 42.2%

n 116

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.9%

Bias -1.99%

P25/P75 hit 51.7%

n 116

Rank #9 Candidate

Setting 5D · n=500

Median abs 3.89%

Bias -1.99%

P25/P75 hit 47.4%

n 116

Rank #10 Candidate

Setting 5D · n=240

Median abs 3.9%

Bias -2.05%

P25/P75 hit 53.4%

n 116

Rank #11 Candidate

Setting 5D · n=120

Median abs 3.96%

Bias -2.07%

P25/P75 hit 51.7%

n 116

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: -0.64%

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: -0.85%

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	2.86%	4.16%	-0.85%	49.2%	120	2.891
#2	3D	320	2.98%	4.19%	-0.83%	45.8%	120	2.967
#3	3D	240	2.97%	4.22%	-0.90%	45%	120	2.984
#4	3D	160	2.96%	4.24%	-0.99%	45.8%	120	2.998
#5	3D	80	2.96%	4.34%	-1.07%	46.7%	120	3.043
#6	3D	120	3.02%	4.29%	-1.02%	48.3%	120	3.044
#7	3D	40	2.92%	4.42%	-1.02%	40.8%	120	3.058
#8	5D	40	3.64%	6.03%	-1.83%	42.2%	116	4.1
#9	5D	320	3.9%	5.67%	-1.99%	51.7%	116	4.104
#10	5D	500	3.89%	5.69%	-1.99%	47.4%	116	4.117
#11	5D	240	3.9%	5.71%	-2.05%	53.4%	116	4.123
#12	5D	120	3.96%	5.83%	-2.07%	51.7%	116	4.202
#13	5D	160	4%	5.83%	-2.09%	50%	116	4.229
#14	5D	80	3.94%	5.95%	-2.05%	47.4%	116	4.242
#15	10D	320	4.95%	7.75%	-2.99%	50%	96	5.511
#16	10D	500	5.2%	7.67%	-2.80%	45.8%	96	5.59
#17	10D	160	5.12%	7.85%	-3.15%	53.1%	96	5.647
#18	10D	240	5.31%	7.82%	-3.11%	51%	96	5.731
#19	10D	120	5.4%	8.02%	-3.30%	50%	96	5.877
#20	10D	40	5.26%	8.19%	-3.35%	45.8%	96	5.884
#21	10D	80	5.37%	8.17%	-3.31%	49%	96	5.919
#22	15D	500	8.21%	11.36%	-6.99%	50%	76	9.005
#23	15D	320	7.92%	11.91%	-7.66%	46.1%	76	9.162
#24	15D	240	8.68%	12.38%	-8.04%	44.7%	76	9.767
#25	20D	500	8.69%	12.4%	-9.84%	48.2%	56	10.04
#26	15D	160	8.78%	12.99%	-8.60%	42.1%	76	10.121
#27	15D	120	8.99%	13.06%	-8.72%	42.1%	76	10.269
#28	20D	320	8.44%	13.23%	-10.62%	48.2%	56	10.323
#29	15D	80	8.71%	13.67%	-9.37%	39.5%	76	10.446
#30	20D	240	8.57%	13.76%	-11.24%	46.4%	56	10.671