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 2026-07-21

DOE calibrated as-of 2026-07-21

Window 2026-06-02 → 2026-07-16

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月29日下午9:38 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-06-02 → 2026-07-16 · anchors: 120 · latest snapshot: 2026-07-21 · computed at: 2026年7月29日下午9:38 HKT

Median abs error2.77%

Mean abs error3.91%

Bias-0.55%

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 2.77%

Bias -0.55%

P25/P75 hit 49.2%

n 120

Rank Best setting

Setting 3D · n=40

Median abs 2.64%

Bias -0.65%

P25/P75 hit 42.5%

n 120

Rank #2 Candidate

Setting 3D · n=320

Median abs 2.86%

Bias -0.55%

P25/P75 hit 46.7%

n 120

Rank #3 Candidate

Setting 3D · n=80

Median abs 2.8%

Bias -0.69%

P25/P75 hit 47.5%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 2.86%

Bias -0.68%

P25/P75 hit 50%

n 120

Rank #5 Candidate

Setting 3D · n=240

Median abs 2.92%

Bias -0.61%

P25/P75 hit 46.7%

n 120

Rank #6 Candidate

Setting 3D · n=160

Median abs 2.9%

Bias -0.67%

P25/P75 hit 45.8%

n 120

Rank #7 Candidate

Setting 5D · n=40

Median abs 3.23%

Bias -0.91%

P25/P75 hit 45.5%

n 112

Rank #8 Candidate

Setting 5D · n=240

Median abs 3.49%

Bias -1.26%

P25/P75 hit 54.5%

n 112

Rank #9 Candidate

Setting 5D · n=320

Median abs 3.56%

Bias -1.22%

P25/P75 hit 53.6%

n 112

Rank #10 Candidate

Setting 5D · n=500

Median abs 3.64%

Bias -1.22%

P25/P75 hit 50%

n 112

Rank #11 Candidate

Setting 5D · n=120

Median abs 3.74%

Bias -1.21%

P25/P75 hit 53.6%

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: -0.44%

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: -0.55%

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	2.77%	3.91%	-0.55%	49.2%	120	2.713
#2	3D	40	2.64%	4.08%	-0.65%	42.5%	120	2.739
#3	3D	320	2.86%	3.94%	-0.55%	46.7%	120	2.775
#4	3D	80	2.8%	4%	-0.69%	47.5%	120	2.785
#5	3D	120	2.86%	3.98%	-0.68%	50%	120	2.8
#6	3D	240	2.92%	3.95%	-0.61%	46.7%	120	2.817
#7	3D	160	2.9%	3.96%	-0.67%	45.8%	120	2.822
#8	5D	40	3.23%	5.65%	-0.91%	45.5%	112	3.615
#9	5D	240	3.49%	5.31%	-1.26%	54.5%	112	3.656
#10	5D	320	3.56%	5.28%	-1.22%	53.6%	112	3.677
#11	5D	500	3.64%	5.31%	-1.22%	50%	112	3.736
#12	5D	120	3.74%	5.37%	-1.21%	53.6%	112	3.797
#13	5D	80	3.79%	5.5%	-1.12%	49.1%	112	3.865
#14	5D	160	3.81%	5.42%	-1.30%	52.7%	112	3.865
#15	10D	40	4.09%	7.27%	-2.35%	49%	96	4.82
#16	10D	500	4.49%	7.03%	-2.08%	47.9%	96	4.898
#17	10D	320	4.45%	7.07%	-2.24%	53.1%	96	4.903
#18	10D	240	4.4%	7.12%	-2.35%	55.2%	96	4.907
#19	10D	160	4.4%	7.14%	-2.39%	56.3%	96	4.917
#20	10D	120	4.73%	7.26%	-2.48%	52.1%	96	5.148
#21	10D	80	4.8%	7.32%	-2.40%	51%	96	5.195
#22	15D	500	5.98%	9.72%	-5.57%	57.9%	76	7.083
#23	15D	320	6.92%	10.21%	-6.19%	52.6%	76	7.831
#24	15D	120	5.93%	11.21%	-7.15%	48.7%	76	7.839
#25	15D	240	6.53%	10.68%	-6.55%	51.3%	76	7.857
#26	15D	160	6.09%	11.15%	-6.99%	47.4%	76	7.877
#27	15D	80	5.92%	11.57%	-7.44%	44.7%	76	8.014
#28	15D	40	6.44%	12.12%	-7.59%	48.7%	76	8.479
#29	20D	500	8.69%	11.72%	-9.32%	48.2%	56	9.724
#30	20D	320	8.44%	12.56%	-10.12%	48.2%	56	10.014