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 2026-08-03

DOE calibrated as-of 2026-08-03

Window 2026-06-11 → 2026-07-29

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年8月4日上午7:47 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-06-11 → 2026-07-29 · anchors: 120 · latest snapshot: 2026-08-03 · computed at: 2026年8月4日上午7:47 HKT

Median abs error2.63%

Mean abs error3.65%

Bias0.00%

Inside P25/P7543.3%

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=40

Median abs 2.63%

Bias 0.00%

P25/P75 hit 43.3%

n 120

Rank Best setting

Setting 3D · n=500

Median abs 2.71%

Bias -0.05%

P25/P75 hit 47.5%

n 120

Rank #2 Candidate

Setting 3D · n=80

Median abs 2.71%

Bias -0.07%

P25/P75 hit 47.5%

n 120

Rank #3 Candidate

Setting 3D · n=320

Median abs 2.76%

Bias -0.06%

P25/P75 hit 47.5%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 2.79%

Bias -0.08%

P25/P75 hit 50%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.81%

Bias -0.09%

P25/P75 hit 46.7%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.83%

Bias -0.11%

P25/P75 hit 45.8%

n 120

Rank #7 Candidate

Setting 5D · n=40

Median abs 3.27%

Bias +0.25%

P25/P75 hit 46.4%

n 112

Rank #8 Candidate

Setting 5D · n=120

Median abs 3.59%

Bias -0.14%

P25/P75 hit 54.5%

n 112

Rank #9 Candidate

Setting 5D · n=320

Median abs 3.52%

Bias -0.29%

P25/P75 hit 50.9%

n 112

Rank #10 Candidate

Setting 5D · n=240

Median abs 3.61%

Bias -0.25%

P25/P75 hit 52.7%

n 112

Rank #11 Candidate

Setting 5D · n=500

Median abs 3.62%

Bias -0.35%

P25/P75 hit 48.2%

n 112

Rank #12 Candidate

Best setting 3D · n=40: 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: -0.08%

Best setting 3D · n=40: 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: -0.00%

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	40	2.63%	3.65%	0.00%	43.3%	120	2.484
#2	3D	500	2.71%	3.56%	-0.05%	47.5%	120	2.49
#3	3D	80	2.71%	3.57%	-0.07%	47.5%	120	2.496
#4	3D	320	2.76%	3.57%	-0.06%	47.5%	120	2.52
#5	3D	120	2.79%	3.6%	-0.08%	50%	120	2.542
#6	3D	160	2.81%	3.59%	-0.09%	46.7%	120	2.558
#7	3D	240	2.83%	3.57%	-0.11%	45.8%	120	2.567
#8	5D	40	3.27%	4.95%	+0.25%	46.4%	112	3.289
#9	5D	120	3.59%	4.63%	-0.14%	54.5%	112	3.3
#10	5D	320	3.52%	4.67%	-0.29%	50.9%	112	3.311
#11	5D	240	3.61%	4.66%	-0.25%	52.7%	112	3.342
#12	5D	500	3.62%	4.7%	-0.35%	48.2%	112	3.387
#13	5D	160	3.69%	4.74%	-0.22%	51.8%	112	3.407
#14	5D	80	3.8%	4.82%	-0.01%	51.8%	112	3.459
#15	10D	40	3.75%	6.8%	-0.76%	50.5%	95	4.243
#16	10D	320	4.35%	6.69%	-1.09%	52.6%	95	4.549
#17	10D	500	4.47%	6.64%	-1.07%	50.5%	95	4.593
#18	10D	240	4.54%	6.76%	-1.10%	54.7%	95	4.664
#19	10D	160	4.56%	6.8%	-1.10%	55.8%	95	4.686
#20	10D	120	4.73%	6.85%	-1.13%	54.7%	95	4.795
#21	10D	80	4.84%	6.91%	-1.07%	53.7%	95	4.865
#22	15D	500	5.56%	9.08%	-5.13%	56.6%	83	6.586
#23	15D	320	5.56%	9.48%	-5.49%	54.2%	83	6.786
#24	15D	240	5.51%	9.86%	-5.75%	51.8%	83	6.939
#25	15D	160	5.57%	10.15%	-6.05%	48.2%	83	7.125
#26	15D	120	5.59%	10.25%	-6.04%	48.2%	83	7.168
#27	15D	80	5.81%	10.39%	-6.16%	45.8%	83	7.351
#28	15D	40	6.73%	10.8%	-6.09%	47%	83	7.941
#29	20D	500	8.92%	12.53%	-8.33%	44.4%	63	9.984
#30	20D	320	8.74%	13.2%	-8.95%	41.3%	63	10.229