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 2026-07-31

DOE calibrated as-of 2026-07-31

Window 2026-06-10 → 2026-07-28

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年8月3日下午12:59 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-06-10 → 2026-07-28 · anchors: 120 · latest snapshot: 2026-07-31 · computed at: 2026年8月3日下午12:59 HKT

Median abs error2.71%

Mean abs error3.58%

Bias-0.02%

Inside P25/P7548.3%

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 2.71%

Bias -0.02%

P25/P75 hit 48.3%

n 120

Rank Best setting

Setting 3D · n=40

Median abs 2.63%

Bias +0.01%

P25/P75 hit 44.2%

n 120

Rank #2 Candidate

Setting 3D · n=320

Median abs 2.7%

Bias -0.02%

P25/P75 hit 47.5%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 2.7%

Bias -0.08%

P25/P75 hit 46.7%

n 120

Rank #4 Candidate

Setting 3D · n=80

Median abs 2.72%

Bias -0.06%

P25/P75 hit 47.5%

n 120

Rank #5 Candidate

Setting 3D · n=120

Median abs 2.72%

Bias -0.07%

P25/P75 hit 49.2%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.8%

Bias -0.07%

P25/P75 hit 47.5%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 3.54%

Bias -0.17%

P25/P75 hit 52.6%

n 116

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.52%

Bias -0.21%

P25/P75 hit 50.9%

n 116

Rank #9 Candidate

Setting 5D · n=40

Median abs 3.27%

Bias +0.32%

P25/P75 hit 44%

n 116

Rank #10 Candidate

Setting 5D · n=120

Median abs 3.66%

Bias -0.08%

P25/P75 hit 53.4%

n 116

Rank #11 Candidate

Setting 5D · n=500

Median abs 3.63%

Bias -0.27%

P25/P75 hit 48.3%

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: -0.03%

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: -0.02%

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	2.71%	3.58%	-0.02%	48.3%	120	2.49
#2	3D	40	2.63%	3.67%	+0.01%	44.2%	120	2.491
#3	3D	320	2.7%	3.59%	-0.02%	47.5%	120	2.491
#4	3D	160	2.7%	3.6%	-0.08%	46.7%	120	2.505
#5	3D	80	2.72%	3.6%	-0.06%	47.5%	120	2.51
#6	3D	120	2.72%	3.61%	-0.07%	49.2%	120	2.511
#7	3D	240	2.8%	3.57%	-0.07%	47.5%	120	2.541
#8	5D	240	3.54%	4.73%	-0.17%	52.6%	116	3.32
#9	5D	320	3.52%	4.74%	-0.21%	50.9%	116	3.323
#10	5D	40	3.27%	5.07%	+0.32%	44%	116	3.348
#11	5D	120	3.66%	4.71%	-0.08%	53.4%	116	3.357
#12	5D	500	3.63%	4.78%	-0.27%	48.3%	116	3.408
#13	5D	160	3.69%	4.81%	-0.16%	51.7%	116	3.423
#14	5D	80	3.8%	4.9%	+0.07%	49.1%	116	3.503
#15	10D	40	3.99%	7.04%	-0.83%	49.5%	95	4.46
#16	10D	500	4.7%	6.91%	-1.06%	48.4%	95	4.807
#17	10D	320	4.72%	6.95%	-1.09%	50.5%	95	4.83
#18	10D	240	4.97%	6.99%	-1.12%	53.7%	95	4.965
#19	10D	160	4.94%	7.05%	-1.13%	55.8%	95	4.968
#20	10D	80	5.34%	7.15%	-1.08%	51.6%	95	5.205
#21	10D	120	5.41%	7.08%	-1.15%	53.7%	95	5.221
#22	15D	500	5.86%	9.34%	-5.48%	55.4%	83	6.883
#23	15D	320	6.23%	9.79%	-5.90%	53%	83	7.294
#24	15D	240	5.97%	10.16%	-6.16%	49.4%	83	7.342
#25	15D	120	5.87%	10.57%	-6.49%	47%	83	7.491
#26	15D	160	6.01%	10.49%	-6.46%	45.8%	83	7.531
#27	15D	80	5.98%	10.73%	-6.60%	44.6%	83	7.624
#28	15D	40	6.73%	11.1%	-6.57%	47%	83	8.118
#29	20D	500	8.89%	12.64%	-8.85%	44.4%	63	10.086
#30	20D	320	8.92%	13.32%	-9.51%	39.7%	63	10.449