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 2026-08-04

DOE calibrated as-of 2026-08-04

Window 2026-06-12 → 2026-07-30

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年8月5日上午7:47 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=80

DOE results snapshot · Window: 2026-06-12 → 2026-07-30 · anchors: 120 · latest snapshot: 2026-08-04 · computed at: 2026年8月5日上午7:47 HKT

Median abs error2.8%

Mean abs error3.78%

Bias+0.02%

Inside P25/P7545%

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=80

Median abs 2.8%

Bias +0.02%

P25/P75 hit 45%

n 120

Rank Best setting

Setting 3D · n=40

Median abs 2.75%

Bias +0.10%

P25/P75 hit 42.5%

n 120

Rank #2 Candidate

Setting 3D · n=500

Median abs 2.91%

Bias +0.01%

P25/P75 hit 45.8%

n 120

Rank #3 Candidate

Setting 3D · n=120

Median abs 2.9%

Bias +0.01%

P25/P75 hit 47.5%

n 120

Rank #4 Candidate

Setting 3D · n=160

Median abs 2.9%

Bias -0.02%

P25/P75 hit 44.2%

n 120

Rank #5 Candidate

Setting 3D · n=320

Median abs 2.95%

Bias 0.00%

P25/P75 hit 44.2%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.94%

Bias -0.06%

P25/P75 hit 45%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 3.48%

Bias -0.25%

P25/P75 hit 52.7%

n 112

Rank #8 Candidate

Setting 5D · n=120

Median abs 3.59%

Bias -0.12%

P25/P75 hit 54.5%

n 112

Rank #9 Candidate

Setting 5D · n=320

Median abs 3.5%

Bias -0.28%

P25/P75 hit 50%

n 112

Rank #10 Candidate

Setting 5D · n=160

Median abs 3.51%

Bias -0.22%

P25/P75 hit 52.7%

n 112

Rank #11 Candidate

Setting 5D · n=80

Median abs 3.58%

Bias 0.00%

P25/P75 hit 50.9%

n 112

Rank #12 Candidate

Best setting 3D · n=80: 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: -0.05%

Best setting 3D · n=80: 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	80	2.8%	3.78%	+0.02%	45%	120	2.614
#2	3D	40	2.75%	3.88%	+0.10%	42.5%	120	2.642
#3	3D	500	2.91%	3.76%	+0.01%	45.8%	120	2.658
#4	3D	120	2.9%	3.82%	+0.01%	47.5%	120	2.67
#5	3D	160	2.9%	3.81%	-0.02%	44.2%	120	2.676
#6	3D	320	2.95%	3.78%	0.00%	44.2%	120	2.688
#7	3D	240	2.94%	3.78%	-0.06%	45%	120	2.69
#8	5D	240	3.48%	4.61%	-0.25%	52.7%	112	3.259
#9	5D	120	3.59%	4.59%	-0.12%	54.5%	112	3.283
#10	5D	320	3.5%	4.62%	-0.28%	50%	112	3.284
#11	5D	160	3.51%	4.72%	-0.22%	52.7%	112	3.308
#12	5D	80	3.58%	4.79%	0.00%	50.9%	112	3.339
#13	5D	500	3.57%	4.66%	-0.36%	47.3%	112	3.352
#14	5D	40	3.43%	4.92%	+0.22%	46.4%	112	3.354
#15	10D	40	3.77%	6.85%	-0.69%	49.5%	95	4.262
#16	10D	500	4.42%	6.66%	-0.98%	50.5%	95	4.562
#17	10D	320	4.55%	6.73%	-0.97%	51.6%	95	4.647
#18	10D	240	4.55%	6.78%	-0.99%	55.8%	95	4.657
#19	10D	160	4.92%	6.86%	-0.98%	55.8%	95	4.869
#20	10D	120	4.93%	6.85%	-1.01%	54.7%	95	4.877
#21	10D	80	4.9%	6.91%	-0.97%	52.6%	95	4.883
#22	15D	500	5.66%	9.31%	-5.26%	55.7%	79	6.738
#23	15D	320	5.61%	9.66%	-5.62%	54.4%	79	6.893
#24	15D	240	5.53%	9.97%	-5.87%	51.9%	79	7.005
#25	15D	160	5.57%	10.29%	-6.18%	50.6%	79	7.187
#26	15D	120	5.69%	10.35%	-6.14%	49.4%	79	7.265
#27	15D	80	5.92%	10.51%	-6.29%	46.8%	79	7.465
#28	15D	40	6.73%	10.91%	-6.30%	48.1%	79	8.008
#29	20D	500	9.04%	12.62%	-7.98%	44.4%	63	10.023
#30	20D	320	9.07%	13.21%	-8.56%	39.7%	63	10.343