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 2026-07-24

DOE calibrated as-of 2026-07-24

Window 2026-06-04 → 2026-07-21

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月27日上午7:45 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=320

DOE results snapshot · Window: 2026-06-04 → 2026-07-21 · anchors: 120 · latest snapshot: 2026-07-24 · computed at: 2026年7月27日上午7:45 HKT

Median abs error2.45%

Mean abs error3.42%

Bias+0.01%

Inside P25/P7550.8%

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=320

Median abs 2.45%

Bias +0.01%

P25/P75 hit 50.8%

n 120

Rank Best setting

Setting 3D · n=500

Median abs 2.5%

Bias -0.01%

P25/P75 hit 51.7%

n 120

Rank #2 Candidate

Setting 3D · n=240

Median abs 2.51%

Bias -0.03%

P25/P75 hit 50.8%

n 120

Rank #3 Candidate

Setting 3D · n=80

Median abs 2.58%

Bias -0.07%

P25/P75 hit 50.8%

n 120

Rank #4 Candidate

Setting 3D · n=40

Median abs 2.5%

Bias -0.03%

P25/P75 hit 45%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.62%

Bias -0.08%

P25/P75 hit 50%

n 120

Rank #6 Candidate

Setting 3D · n=120

Median abs 2.62%

Bias -0.07%

P25/P75 hit 53.3%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 2.97%

Bias -0.42%

P25/P75 hit 58.9%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.14%

Bias -0.44%

P25/P75 hit 57.1%

n 112

Rank #9 Candidate

Setting 5D · n=160

Median abs 3.09%

Bias -0.46%

P25/P75 hit 57.1%

n 112

Rank #10 Candidate

Setting 5D · n=120

Median abs 3.19%

Bias -0.36%

P25/P75 hit 58.9%

n 112

Rank #11 Candidate

Setting 5D · n=40

Median abs 3.03%

Bias -0.10%

P25/P75 hit 48.2%

n 112

Rank #12 Candidate

Best setting 3D · n=320: 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: +0.02%

Best setting 3D · n=320: 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: +0.01%

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	320	2.45%	3.42%	+0.01%	50.8%	120	2.297
#2	3D	500	2.5%	3.41%	-0.01%	51.7%	120	2.316
#3	3D	240	2.51%	3.41%	-0.03%	50.8%	120	2.326
#4	3D	80	2.58%	3.44%	-0.07%	50.8%	120	2.377
#5	3D	40	2.5%	3.53%	-0.03%	45%	120	2.378
#6	3D	160	2.62%	3.42%	-0.08%	50%	120	2.394
#7	3D	120	2.62%	3.45%	-0.07%	53.3%	120	2.395
#8	5D	240	2.97%	4.51%	-0.42%	58.9%	112	2.979
#9	5D	320	3.14%	4.53%	-0.44%	57.1%	112	3.079
#10	5D	160	3.09%	4.62%	-0.46%	57.1%	112	3.088
#11	5D	120	3.19%	4.56%	-0.36%	58.9%	112	3.098
#12	5D	40	3.03%	4.86%	-0.10%	48.2%	112	3.111
#13	5D	500	3.3%	4.6%	-0.48%	54.5%	112	3.196
#14	5D	80	3.29%	4.71%	-0.30%	53.6%	112	3.205
#15	10D	40	3.73%	6.72%	-0.95%	52%	100	4.23
#16	10D	320	4.23%	6.67%	-1.07%	54%	100	4.475
#17	10D	240	4.24%	6.7%	-1.10%	56%	100	4.49
#18	10D	500	4.35%	6.67%	-1.02%	51%	100	4.535
#19	10D	160	4.37%	6.75%	-1.14%	58%	100	4.574
#20	10D	120	4.59%	6.79%	-1.18%	54%	100	4.714
#21	10D	80	4.76%	6.86%	-1.14%	53%	100	4.82
#22	15D	500	5.21%	8.77%	-5.33%	62.5%	80	6.318
#23	15D	320	5.3%	9.19%	-5.83%	57.5%	80	6.597
#24	15D	240	5.46%	9.55%	-6.11%	56.3%	80	6.848
#25	15D	160	5.38%	9.91%	-6.40%	53.8%	80	6.984
#26	15D	120	5.37%	9.94%	-6.50%	55%	80	7.001
#27	15D	80	5.57%	10.15%	-6.68%	50%	80	7.215
#28	15D	40	5.69%	10.4%	-6.73%	55%	80	7.357
#29	20D	500	7.04%	10.73%	-7.03%	51.7%	60	8.201
#30	20D	320	7.27%	11.47%	-7.64%	50%	60	8.671