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 2026-07-20

DOE calibrated as-of 2026-07-20

Window 2026-06-01 → 2026-07-15

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月29日下午9:31 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-06-01 → 2026-07-15 · anchors: 120 · latest snapshot: 2026-07-20 · computed at: 2026年7月29日下午9:31 HKT

Median abs error2.86%

Mean abs error4.02%

Bias-0.67%

Inside P25/P7547.5%

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 -0.67%

P25/P75 hit 47.5%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 2.98%

Bias -0.67%

P25/P75 hit 45.8%

n 120

Rank #2 Candidate

Setting 3D · n=240

Median abs 2.97%

Bias -0.73%

P25/P75 hit 45%

n 120

Rank #3 Candidate

Setting 3D · n=40

Median abs 2.84%

Bias -0.82%

P25/P75 hit 39.2%

n 120

Rank #4 Candidate

Setting 3D · n=80

Median abs 2.93%

Bias -0.88%

P25/P75 hit 45.8%

n 120

Rank #5 Candidate

Setting 3D · n=120

Median abs 2.98%

Bias -0.82%

P25/P75 hit 46.7%

n 120

Rank #6 Candidate

Setting 3D · n=160

Median abs 3.02%

Bias -0.81%

P25/P75 hit 45%

n 120

Rank #7 Candidate

Setting 5D · n=500

Median abs 3.76%

Bias -1.53%

P25/P75 hit 48.3%

n 116

Rank #8 Candidate

Setting 5D · n=240

Median abs 3.76%

Bias -1.58%

P25/P75 hit 53.4%

n 116

Rank #9 Candidate

Setting 5D · n=320

Median abs 3.85%

Bias -1.54%

P25/P75 hit 51.7%

n 116

Rank #10 Candidate

Setting 5D · n=40

Median abs 3.61%

Bias -1.28%

P25/P75 hit 44%

n 116

Rank #11 Candidate

Setting 5D · n=120

Median abs 3.85%

Bias -1.57%

P25/P75 hit 52.6%

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: -0.52%

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	2.86%	4.02%	-0.67%	47.5%	120	2.819
#2	3D	320	2.98%	4.05%	-0.67%	45.8%	120	2.893
#3	3D	240	2.97%	4.06%	-0.73%	45%	120	2.903
#4	3D	40	2.84%	4.24%	-0.82%	39.2%	120	2.929
#5	3D	80	2.93%	4.17%	-0.88%	45.8%	120	2.942
#6	3D	120	2.98%	4.13%	-0.82%	46.7%	120	2.942
#7	3D	160	3.02%	4.08%	-0.81%	45%	120	2.947
#8	5D	500	3.76%	5.49%	-1.53%	48.3%	116	3.91
#9	5D	240	3.76%	5.51%	-1.58%	53.4%	116	3.912
#10	5D	320	3.85%	5.47%	-1.54%	51.7%	116	3.941
#11	5D	40	3.61%	5.87%	-1.28%	44%	116	3.942
#12	5D	120	3.85%	5.58%	-1.57%	52.6%	116	3.982
#13	5D	160	3.94%	5.6%	-1.61%	50.9%	116	4.044
#14	5D	80	3.87%	5.73%	-1.52%	48.3%	116	4.048
#15	10D	500	4.81%	7.36%	-2.41%	47.9%	96	5.223
#16	10D	320	4.81%	7.4%	-2.59%	51%	96	5.256
#17	10D	160	5%	7.48%	-2.70%	54.2%	96	5.388
#18	10D	240	5.12%	7.46%	-2.68%	52.1%	96	5.443
#19	10D	80	5.07%	7.73%	-2.80%	51%	96	5.533
#20	10D	40	5.05%	7.74%	-2.82%	46.9%	96	5.54
#21	10D	120	5.16%	7.65%	-2.84%	51%	96	5.556
#22	15D	500	7.26%	10.34%	-6.20%	52.6%	76	8.047
#23	15D	320	7.35%	10.85%	-6.82%	50%	76	8.371
#24	15D	240	7.63%	11.29%	-7.18%	47.4%	76	8.725
#25	15D	120	7.02%	11.89%	-7.81%	44.7%	76	8.731
#26	15D	160	7.38%	11.84%	-7.67%	43.4%	76	8.876
#27	15D	80	7.21%	12.4%	-8.26%	40.8%	76	9.082
#28	15D	40	7.38%	13.04%	-8.50%	43.4%	76	9.421
#29	20D	500	8.69%	11.89%	-9.48%	50%	56	9.804
#30	20D	320	8.49%	12.68%	-10.24%	48.2%	56	10.099