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 2026-07-22

DOE calibrated as-of 2026-07-22

Window 2026-06-02 → 2026-07-16

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月29日下午9:44 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: 2026-07-22 · computed at: 2026年7月29日下午9:44 HKT

Median abs error2.77%

Mean abs error3.92%

Bias-0.56%

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 -0.56%

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 47.5%

n 120

Rank #3 Candidate

Setting 3D · n=80

Median abs 2.8%

Bias -0.68%

P25/P75 hit 46.7%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 2.88%

Bias -0.67%

P25/P75 hit 49.2%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.9%

Bias -0.67%

P25/P75 hit 45.8%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.93%

Bias -0.61%

P25/P75 hit 46.7%

n 120

Rank #7 Candidate

Setting 5D · n=40

Median abs 3.09%

Bias -0.90%

P25/P75 hit 46.6%

n 116

Rank #8 Candidate

Setting 5D · n=240

Median abs 3.42%

Bias -1.23%

P25/P75 hit 56%

n 116

Rank #9 Candidate

Setting 5D · n=320

Median abs 3.51%

Bias -1.21%

P25/P75 hit 54.3%

n 116

Rank #10 Candidate

Setting 5D · n=500

Median abs 3.64%

Bias -1.21%

P25/P75 hit 50.9%

n 116

Rank #11 Candidate

Setting 5D · n=80

Median abs 3.58%

Bias -1.11%

P25/P75 hit 50.9%

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: -0.44%

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: -0.56%

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%	3.92%	-0.56%	49.2%	120	2.718
#2	3D	40	2.64%	4.08%	-0.65%	42.5%	120	2.739
#3	3D	320	2.86%	3.94%	-0.55%	47.5%	120	2.773
#4	3D	80	2.8%	3.99%	-0.68%	46.7%	120	2.782
#5	3D	120	2.88%	3.98%	-0.67%	49.2%	120	2.811
#6	3D	160	2.9%	3.96%	-0.67%	45.8%	120	2.822
#7	3D	240	2.93%	3.95%	-0.61%	46.7%	120	2.822
#8	5D	40	3.09%	5.53%	-0.90%	46.6%	116	3.499
#9	5D	240	3.42%	5.19%	-1.23%	56%	116	3.571
#10	5D	320	3.51%	5.17%	-1.21%	54.3%	116	3.61
#11	5D	500	3.64%	5.19%	-1.21%	50.9%	116	3.691
#12	5D	80	3.58%	5.39%	-1.11%	50.9%	116	3.716
#13	5D	120	3.71%	5.25%	-1.19%	55.2%	116	3.733
#14	5D	160	3.69%	5.31%	-1.28%	52.6%	116	3.764
#15	10D	40	4.21%	7.37%	-1.89%	48%	100	4.848
#16	10D	500	4.56%	7.07%	-1.71%	48%	100	4.891
#17	10D	320	4.61%	7.12%	-1.87%	52%	100	4.948
#18	10D	160	4.6%	7.21%	-2.01%	55%	100	4.987
#19	10D	240	4.73%	7.17%	-1.97%	54%	100	5.035
#20	10D	120	4.74%	7.34%	-2.08%	51%	100	5.124
#21	10D	80	4.84%	7.39%	-2.00%	50%	100	5.181
#22	15D	500	6.15%	9.9%	-5.96%	56.3%	80	7.293
#23	15D	320	6.92%	10.42%	-6.59%	52.5%	80	7.964
#24	15D	240	6.97%	10.91%	-7.00%	51.3%	80	8.225
#25	15D	160	6.92%	11.44%	-7.49%	47.5%	80	8.469
#26	15D	120	6.87%	11.5%	-7.62%	50%	80	8.478
#27	15D	80	6.55%	11.89%	-7.95%	45%	80	8.517
#28	15D	40	7%	12.4%	-8.09%	47.5%	80	8.935
#29	20D	500	7.94%	11.47%	-8.23%	48.3%	60	9.098
#30	20D	320	8.15%	12.27%	-8.97%	46.7%	60	9.598