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 2026-08-07

DOE calibrated as-of 2026-08-07

Window 2026-06-16 → 2026-08-04

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年8月10日上午7:45 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=80

DOE results snapshot · Window: 2026-06-16 → 2026-08-04 · anchors: 120 · latest snapshot: 2026-08-07 · computed at: 2026年8月10日上午7:45 HKT

Median abs error2.72%

Mean abs error3.75%

Bias-0.09%

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=80

Median abs 2.72%

Bias -0.09%

P25/P75 hit 43.3%

n 120

Rank Best setting

Setting 3D · n=40

Median abs 2.69%

Bias -0.03%

P25/P75 hit 40%

n 120

Rank #2 Candidate

Setting 3D · n=160

Median abs 2.86%

Bias -0.12%

P25/P75 hit 43.3%

n 120

Rank #3 Candidate

Setting 3D · n=500

Median abs 2.91%

Bias -0.14%

P25/P75 hit 45%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 2.89%

Bias -0.10%

P25/P75 hit 44.2%

n 120

Rank #5 Candidate

Setting 3D · n=240

Median abs 2.95%

Bias -0.17%

P25/P75 hit 44.2%

n 120

Rank #6 Candidate

Setting 3D · n=320

Median abs 2.97%

Bias -0.15%

P25/P75 hit 43.3%

n 120

Rank #7 Candidate

Setting 5D · n=40

Median abs 3.04%

Bias +0.10%

P25/P75 hit 44%

n 116

Rank #8 Candidate

Setting 5D · n=240

Median abs 3.39%

Bias -0.22%

P25/P75 hit 51.7%

n 116

Rank #9 Candidate

Setting 5D · n=320

Median abs 3.39%

Bias -0.27%

P25/P75 hit 50%

n 116

Rank #10 Candidate

Setting 5D · n=120

Median abs 3.58%

Bias -0.05%

P25/P75 hit 52.6%

n 116

Rank #11 Candidate

Setting 5D · n=80

Median abs 3.51%

Bias +0.03%

P25/P75 hit 49.1%

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: -0.29%

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%	3.75%	-0.09%	43.3%	120	2.578
#2	3D	40	2.69%	3.9%	-0.03%	40%	120	2.615
#3	3D	160	2.86%	3.78%	-0.12%	43.3%	120	2.663
#4	3D	500	2.91%	3.72%	-0.14%	45%	120	2.666
#5	3D	120	2.89%	3.78%	-0.10%	44.2%	120	2.673
#6	3D	240	2.95%	3.75%	-0.17%	44.2%	120	2.703
#7	3D	320	2.97%	3.73%	-0.15%	43.3%	120	2.705
#8	5D	40	3.04%	4.94%	+0.10%	44%	116	3.154
#9	5D	240	3.39%	4.64%	-0.22%	51.7%	116	3.223
#10	5D	320	3.39%	4.65%	-0.27%	50%	116	3.238
#11	5D	120	3.58%	4.64%	-0.05%	52.6%	116	3.29
#12	5D	80	3.51%	4.82%	+0.03%	49.1%	116	3.324
#13	5D	160	3.54%	4.75%	-0.14%	50.9%	116	3.326
#14	5D	500	3.54%	4.65%	-0.36%	46.6%	116	3.335
#15	10D	500	3.8%	6.34%	-0.47%	54%	100	4.055
#16	10D	40	3.87%	6.48%	-0.13%	48%	100	4.102
#17	10D	320	3.99%	6.43%	-0.35%	55%	100	4.161
#18	10D	240	4.2%	6.45%	-0.33%	57%	100	4.265
#19	10D	160	4.4%	6.56%	-0.29%	57%	100	4.397
#20	10D	120	4.47%	6.55%	-0.30%	58%	100	4.428
#21	10D	80	4.84%	6.61%	-0.22%	54%	100	4.632
#22	15D	500	4.93%	7.74%	-3.53%	64.6%	79	5.542
#23	15D	320	4.94%	7.95%	-3.67%	60.8%	79	5.651
#24	15D	240	4.87%	8.22%	-3.80%	60.8%	79	5.73
#25	15D	160	5.13%	8.43%	-4.01%	58.2%	79	5.971
#26	15D	120	5.14%	8.47%	-3.99%	57%	79	5.99
#27	15D	80	5.13%	8.61%	-4.13%	54.4%	79	6.062
#28	15D	40	5.6%	9.21%	-4.43%	57%	79	6.546
#29	20D	500	6.61%	10.38%	-4.85%	56.7%	67	7.524
#30	20D	320	7.21%	10.75%	-5.08%	50.7%	67	8.003