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 2026-07-29

DOE calibrated as-of 2026-07-29

Window 2026-06-09 → 2026-07-24

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年7月30日上午7:47 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-06-09 → 2026-07-24 · anchors: 120 · latest snapshot: 2026-07-29 · computed at: 2026年7月30日上午7:47 HKT

Median abs error2.73%

Mean abs error3.55%

Bias+0.18%

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 2.73%

Bias +0.18%

P25/P75 hit 49.2%

n 120

Rank Best setting

Setting 3D · n=320

Median abs 2.74%

Bias +0.18%

P25/P75 hit 48.3%

n 120

Rank #2 Candidate

Setting 3D · n=40

Median abs 2.64%

Bias +0.20%

P25/P75 hit 43.3%

n 120

Rank #3 Candidate

Setting 3D · n=120

Median abs 2.79%

Bias +0.13%

P25/P75 hit 49.2%

n 120

Rank #4 Candidate

Setting 3D · n=160

Median abs 2.78%

Bias +0.13%

P25/P75 hit 45.8%

n 120

Rank #5 Candidate

Setting 3D · n=80

Median abs 2.8%

Bias +0.14%

P25/P75 hit 47.5%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.89%

Bias +0.14%

P25/P75 hit 47.5%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 3.5%

Bias -0.01%

P25/P75 hit 53.6%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.59%

Bias -0.04%

P25/P75 hit 51.8%

n 112

Rank #9 Candidate

Setting 5D · n=500

Median abs 3.62%

Bias -0.09%

P25/P75 hit 49.1%

n 112

Rank #10 Candidate

Setting 5D · n=120

Median abs 3.74%

Bias +0.07%

P25/P75 hit 53.6%

n 112

Rank #11 Candidate

Setting 5D · n=160

Median abs 3.72%

Bias -0.03%

P25/P75 hit 50.9%

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: +0.17%

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: +0.18%

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	2.73%	3.55%	+0.18%	49.2%	120	2.512
#2	3D	320	2.74%	3.55%	+0.18%	48.3%	120	2.519
#3	3D	40	2.64%	3.66%	+0.20%	43.3%	120	2.523
#4	3D	120	2.79%	3.58%	+0.13%	49.2%	120	2.544
#5	3D	160	2.78%	3.57%	+0.13%	45.8%	120	2.544
#6	3D	80	2.8%	3.57%	+0.14%	47.5%	120	2.552
#7	3D	240	2.89%	3.54%	+0.14%	47.5%	120	2.586
#8	5D	240	3.5%	4.76%	-0.01%	53.6%	112	3.284
#9	5D	320	3.59%	4.77%	-0.04%	51.8%	112	3.341
#10	5D	500	3.62%	4.8%	-0.09%	49.1%	112	3.381
#11	5D	120	3.74%	4.77%	+0.07%	53.6%	112	3.416
#12	5D	160	3.72%	4.87%	-0.03%	50.9%	112	3.442
#13	5D	40	3.44%	5.16%	+0.43%	45.5%	112	3.477
#14	5D	80	3.78%	4.96%	+0.20%	50%	112	3.531
#15	10D	40	3.98%	6.91%	-0.68%	50%	96	4.386
#16	10D	500	4.81%	6.83%	-0.93%	47.9%	96	4.815
#17	10D	320	4.82%	6.85%	-0.98%	50%	96	4.829
#18	10D	240	5.03%	6.92%	-0.99%	53.1%	96	4.953
#19	10D	160	5.04%	6.96%	-1.01%	55.2%	96	4.97
#20	10D	80	5.46%	7.08%	-0.98%	51%	96	5.228
#21	10D	120	5.58%	7.01%	-1.03%	52.1%	96	5.268
#22	15D	500	5.61%	9.22%	-5.64%	57.5%	80	6.734
#23	15D	320	5.61%	9.66%	-6.09%	52.5%	80	6.968
#24	15D	240	5.78%	10.03%	-6.38%	50%	80	7.232
#25	15D	120	5.4%	10.41%	-6.73%	47.5%	80	7.234
#26	15D	160	5.69%	10.35%	-6.69%	47.5%	80	7.352
#27	15D	80	5.73%	10.6%	-6.87%	43.8%	80	7.496
#28	15D	40	6.36%	10.92%	-6.82%	48.8%	80	7.903
#29	20D	500	8.66%	12.62%	-9.33%	46.7%	60	10.03
#30	20D	320	8.64%	13.36%	-10.03%	40%	60	10.401