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 2026-08-05

DOE calibrated as-of 2026-08-05

Window 2026-06-15 → 2026-07-31

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年8月6日上午7:46 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=80

DOE results snapshot · Window: 2026-06-15 → 2026-07-31 · anchors: 120 · latest snapshot: 2026-08-05 · computed at: 2026年8月6日上午7:46 HKT

Median abs error2.72%

Mean abs error3.67%

Bias-0.09%

Inside P25/P7545.8%

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=80

Median abs 2.72%

Bias -0.09%

P25/P75 hit 45.8%

n 120

Rank Best setting

Setting 3D · n=40

Median abs 2.69%

Bias -0.05%

P25/P75 hit 42.5%

n 120

Rank #2 Candidate

Setting 3D · n=500

Median abs 2.8%

Bias -0.12%

P25/P75 hit 46.7%

n 120

Rank #3 Candidate

Setting 3D · n=320

Median abs 2.82%

Bias -0.13%

P25/P75 hit 45%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 2.85%

Bias -0.09%

P25/P75 hit 47.5%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.86%

Bias -0.12%

P25/P75 hit 45%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.92%

Bias -0.17%

P25/P75 hit 45.8%

n 120

Rank #7 Candidate

Setting 5D · n=40

Median abs 3.04%

Bias +0.01%

P25/P75 hit 47.3%

n 112

Rank #8 Candidate

Setting 5D · n=120

Median abs 3.42%

Bias -0.26%

P25/P75 hit 55.4%

n 112

Rank #9 Candidate

Setting 5D · n=80

Median abs 3.37%

Bias -0.14%

P25/P75 hit 51.8%

n 112

Rank #10 Candidate

Setting 5D · n=320

Median abs 3.35%

Bias -0.44%

P25/P75 hit 50.9%

n 112

Rank #11 Candidate

Setting 5D · n=240

Median abs 3.42%

Bias -0.40%

P25/P75 hit 52.7%

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: -0.22%

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: -0.09%

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	2.72%	3.67%	-0.09%	45.8%	120	2.544
#2	3D	40	2.69%	3.78%	-0.05%	42.5%	120	2.569
#3	3D	500	2.8%	3.66%	-0.12%	46.7%	120	2.582
#4	3D	320	2.82%	3.68%	-0.13%	45%	120	2.605
#5	3D	120	2.85%	3.7%	-0.09%	47.5%	120	2.615
#6	3D	160	2.86%	3.72%	-0.12%	45%	120	2.638
#7	3D	240	2.92%	3.68%	-0.17%	45.8%	120	2.659
#8	5D	40	3.04%	4.74%	+0.01%	47.3%	112	3.062
#9	5D	120	3.42%	4.42%	-0.26%	55.4%	112	3.157
#10	5D	80	3.37%	4.6%	-0.14%	51.8%	112	3.186
#11	5D	320	3.35%	4.5%	-0.44%	50.9%	112	3.189
#12	5D	240	3.42%	4.49%	-0.40%	52.7%	112	3.21
#13	5D	160	3.43%	4.55%	-0.36%	54.5%	112	3.225
#14	5D	500	3.49%	4.52%	-0.51%	48.2%	112	3.283
#15	10D	40	4.16%	6.83%	-0.46%	47.4%	95	4.421
#16	10D	240	4.23%	6.75%	-0.68%	56.8%	95	4.438
#17	10D	500	4.26%	6.65%	-0.76%	51.6%	95	4.442
#18	10D	320	4.35%	6.72%	-0.69%	52.6%	95	4.499
#19	10D	160	4.56%	6.84%	-0.65%	55.8%	95	4.632
#20	10D	120	4.73%	6.84%	-0.68%	55.8%	95	4.722
#21	10D	80	4.9%	6.9%	-0.60%	52.6%	95	4.824
#22	15D	500	5.12%	8.37%	-4.14%	59.5%	79	5.962
#23	15D	320	5.03%	8.64%	-4.38%	57%	79	6.054
#24	15D	240	5.2%	8.93%	-4.55%	57%	79	6.266
#25	15D	160	5.33%	9.21%	-4.80%	54.4%	79	6.473
#26	15D	120	5.33%	9.29%	-4.81%	54.4%	79	6.502
#27	15D	80	5.51%	9.42%	-4.98%	50.6%	79	6.672
#28	15D	40	5.85%	9.93%	-5.14%	53.2%	79	7.038
#29	20D	500	7.97%	11.77%	-6.37%	49.2%	63	8.937
#30	20D	320	8.36%	12.23%	-6.78%	44.4%	63	9.366