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 2026-07-23

DOE calibrated as-of 2026-07-23

Window 2026-06-03 → 2026-07-20

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月29日下午9:51 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-06-03 → 2026-07-20 · anchors: 120 · latest snapshot: 2026-07-23 · computed at: 2026年7月29日下午9:51 HKT

Median abs error2.62%

Mean abs error3.56%

Bias-0.19%

Inside P25/P7552.5%

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 2.62%

Bias -0.19%

P25/P75 hit 52.5%

n 120

Rank Best setting

Setting 3D · n=40

Median abs 2.53%

Bias -0.20%

P25/P75 hit 42.5%

n 120

Rank #2 Candidate

Setting 3D · n=320

Median abs 2.67%

Bias -0.17%

P25/P75 hit 50%

n 120

Rank #3 Candidate

Setting 3D · n=80

Median abs 2.69%

Bias -0.28%

P25/P75 hit 49.2%

n 120

Rank #4 Candidate

Setting 3D · n=160

Median abs 2.71%

Bias -0.28%

P25/P75 hit 48.3%

n 120

Rank #5 Candidate

Setting 3D · n=120

Median abs 2.73%

Bias -0.27%

P25/P75 hit 51.7%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.79%

Bias -0.22%

P25/P75 hit 49.2%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 2.97%

Bias -0.78%

P25/P75 hit 58.6%

n 116

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.14%

Bias -0.76%

P25/P75 hit 56.9%

n 116

Rank #9 Candidate

Setting 5D · n=160

Median abs 3.09%

Bias -0.80%

P25/P75 hit 56%

n 116

Rank #10 Candidate

Setting 5D · n=120

Median abs 3.19%

Bias -0.71%

P25/P75 hit 58.6%

n 116

Rank #11 Candidate

Setting 5D · n=40

Median abs 3.03%

Bias -0.45%

P25/P75 hit 47.4%

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: -0.11%

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: -0.19%

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	2.62%	3.56%	-0.19%	52.5%	120	2.453
#2	3D	40	2.53%	3.66%	-0.20%	42.5%	120	2.47
#3	3D	320	2.67%	3.58%	-0.17%	50%	120	2.489
#4	3D	80	2.69%	3.59%	-0.28%	49.2%	120	2.52
#5	3D	160	2.71%	3.58%	-0.28%	48.3%	120	2.529
#6	3D	120	2.73%	3.61%	-0.27%	51.7%	120	2.54
#7	3D	240	2.79%	3.57%	-0.22%	49.2%	120	2.554
#8	5D	240	2.97%	4.73%	-0.78%	58.6%	116	3.111
#9	5D	320	3.14%	4.72%	-0.76%	56.9%	116	3.194
#10	5D	160	3.09%	4.83%	-0.80%	56%	116	3.216
#11	5D	120	3.19%	4.76%	-0.71%	58.6%	116	3.221
#12	5D	40	3.03%	5.04%	-0.45%	47.4%	116	3.228
#13	5D	500	3.28%	4.76%	-0.78%	54.3%	116	3.287
#14	5D	80	3.37%	4.88%	-0.64%	53.4%	116	3.355
#15	10D	40	3.88%	6.92%	-1.23%	50%	100	4.422
#16	10D	240	4.27%	6.81%	-1.34%	55%	100	4.582
#17	10D	500	4.35%	6.77%	-1.16%	51%	100	4.591
#18	10D	320	4.42%	6.79%	-1.29%	54%	100	4.645
#19	10D	160	4.42%	6.86%	-1.38%	57%	100	4.676
#20	10D	120	4.74%	6.93%	-1.43%	53%	100	4.877
#21	10D	80	4.8%	7.02%	-1.43%	51%	100	4.944
#22	15D	500	5.59%	9.26%	-5.32%	61.3%	80	6.681
#23	15D	320	5.6%	9.72%	-5.90%	56.3%	80	6.946
#24	15D	240	5.78%	10.16%	-6.25%	53.8%	80	7.249
#25	15D	120	5.51%	10.61%	-6.72%	52.5%	80	7.345
#26	15D	160	5.83%	10.57%	-6.61%	51.3%	80	7.478
#27	15D	80	5.83%	10.92%	-7.00%	47.5%	80	7.668
#28	15D	40	6.12%	11.27%	-6.94%	52.5%	80	7.914
#29	20D	500	7.21%	10.89%	-7.33%	50%	60	8.391
#30	20D	320	7.55%	11.6%	-7.98%	48.3%	60	8.911