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 2026-08-06

DOE calibrated as-of 2026-08-06

Window 2026-06-15 → 2026-07-31

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年8月7日上午7:48 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: 2026-08-06 · computed at: 2026年8月7日上午7:48 HKT

Median abs error2.71%

Mean abs error3.74%

Bias-0.02%

Inside P25/P7544.2%

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=80

Median abs 2.71%

Bias -0.02%

P25/P75 hit 44.2%

n 120

Rank Best setting

Setting 3D · n=40

Median abs 2.68%

Bias +0.01%

P25/P75 hit 40.8%

n 120

Rank #2 Candidate

Setting 3D · n=500

Median abs 2.8%

Bias -0.06%

P25/P75 hit 45.8%

n 120

Rank #3 Candidate

Setting 3D · n=320

Median abs 2.82%

Bias -0.06%

P25/P75 hit 45%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 2.84%

Bias -0.02%

P25/P75 hit 46.7%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.88%

Bias -0.07%

P25/P75 hit 44.2%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.91%

Bias -0.11%

P25/P75 hit 45%

n 120

Rank #7 Candidate

Setting 5D · n=40

Median abs 3.04%

Bias +0.13%

P25/P75 hit 47.4%

n 116

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.39%

Bias -0.35%

P25/P75 hit 50.9%

n 116

Rank #9 Candidate

Setting 5D · n=240

Median abs 3.42%

Bias -0.31%

P25/P75 hit 52.6%

n 116

Rank #10 Candidate

Setting 5D · n=120

Median abs 3.55%

Bias -0.14%

P25/P75 hit 54.3%

n 116

Rank #11 Candidate

Setting 5D · n=160

Median abs 3.43%

Bias -0.24%

P25/P75 hit 51.7%

n 116

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: -0.15%

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	2.71%	3.74%	-0.02%	44.2%	120	2.557
#2	3D	40	2.68%	3.86%	+0.01%	40.8%	120	2.591
#3	3D	500	2.8%	3.74%	-0.06%	45.8%	120	2.603
#4	3D	320	2.82%	3.75%	-0.06%	45%	120	2.619
#5	3D	120	2.84%	3.78%	-0.02%	46.7%	120	2.629
#6	3D	160	2.88%	3.79%	-0.07%	44.2%	120	2.666
#7	3D	240	2.91%	3.76%	-0.11%	45%	120	2.675
#8	5D	40	3.04%	4.89%	+0.13%	47.4%	116	3.132
#9	5D	320	3.39%	4.61%	-0.35%	50.9%	116	3.234
#10	5D	240	3.42%	4.6%	-0.31%	52.6%	116	3.235
#11	5D	120	3.55%	4.57%	-0.14%	54.3%	116	3.26
#12	5D	160	3.43%	4.69%	-0.24%	51.7%	116	3.263
#13	5D	500	3.51%	4.62%	-0.44%	48.3%	116	3.317
#14	5D	80	3.55%	4.78%	0.00%	50%	116	3.323
#15	10D	40	3.99%	6.71%	-0.29%	47.5%	99	4.268
#16	10D	240	4.23%	6.62%	-0.51%	56.6%	99	4.367
#17	10D	500	4.26%	6.52%	-0.61%	53.5%	99	4.37
#18	10D	320	4.35%	6.6%	-0.51%	53.5%	99	4.428
#19	10D	160	4.56%	6.72%	-0.48%	55.6%	99	4.565
#20	10D	120	4.73%	6.71%	-0.53%	55.6%	99	4.654
#21	10D	80	4.9%	6.76%	-0.45%	52.5%	99	4.752
#22	15D	500	5.07%	8.22%	-4.22%	61.4%	83	5.892
#23	15D	320	5.1%	8.48%	-4.43%	57.8%	83	6.038
#24	15D	240	5.2%	8.73%	-4.56%	57.8%	83	6.195
#25	15D	160	5.32%	9.02%	-4.82%	56.6%	83	6.399
#26	15D	120	5.34%	9.14%	-4.86%	54.2%	83	6.462
#27	15D	80	5.51%	9.22%	-4.95%	51.8%	83	6.595
#28	15D	40	6.01%	9.78%	-5.21%	54.2%	83	7.074
#29	20D	500	7%	11.26%	-5.90%	53.7%	67	8.192
#30	20D	320	7.68%	11.74%	-6.27%	46.3%	67	8.774