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 2026-08-10

DOE calibrated as-of 2026-08-10

Window 2026-06-17 → 2026-08-05

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年8月11日下午6:59 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=80

DOE results snapshot · Window: 2026-06-17 → 2026-08-05 · anchors: 120 · latest snapshot: 2026-08-10 · computed at: 2026年8月11日下午6:59 HKT

Median abs error2.71%

Mean abs error3.69%

Bias-0.22%

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 2.71%

Bias -0.22%

P25/P75 hit 43.3%

n 120

Rank Best setting

Setting 3D · n=40

Median abs 2.64%

Bias -0.19%

P25/P75 hit 40.8%

n 120

Rank #2 Candidate

Setting 3D · n=500

Median abs 2.82%

Bias -0.31%

P25/P75 hit 45.8%

n 120

Rank #3 Candidate

Setting 3D · n=120

Median abs 2.84%

Bias -0.24%

P25/P75 hit 45%

n 120

Rank #4 Candidate

Setting 3D · n=320

Median abs 2.87%

Bias -0.31%

P25/P75 hit 44.2%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.86%

Bias -0.27%

P25/P75 hit 43.3%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.92%

Bias -0.33%

P25/P75 hit 45%

n 120

Rank #7 Candidate

Setting 5D · n=320

Median abs 3.18%

Bias -0.27%

P25/P75 hit 50.9%

n 112

Rank #8 Candidate

Setting 5D · n=120

Median abs 3.31%

Bias -0.04%

P25/P75 hit 53.6%

n 112

Rank #9 Candidate

Setting 5D · n=40

Median abs 3.04%

Bias +0.14%

P25/P75 hit 46.4%

n 112

Rank #10 Candidate

Setting 5D · n=240

Median abs 3.32%

Bias -0.21%

P25/P75 hit 51.8%

n 112

Rank #11 Candidate

Setting 5D · n=500

Median abs 3.33%

Bias -0.36%

P25/P75 hit 49.1%

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: -0.49%

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: -0.22%

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%	3.69%	-0.22%	43.3%	120	2.571
#2	3D	40	2.64%	3.86%	-0.19%	40.8%	120	2.598
#3	3D	500	2.82%	3.63%	-0.31%	45.8%	120	2.613
#4	3D	120	2.84%	3.7%	-0.24%	45%	120	2.639
#5	3D	320	2.87%	3.65%	-0.31%	44.2%	120	2.649
#6	3D	160	2.86%	3.7%	-0.27%	43.3%	120	2.657
#7	3D	240	2.92%	3.68%	-0.33%	45%	120	2.685
#8	5D	320	3.18%	4.54%	-0.27%	50.9%	112	3.092
#9	5D	120	3.31%	4.52%	-0.04%	53.6%	112	3.109
#10	5D	40	3.04%	4.87%	+0.14%	46.4%	112	3.129
#11	5D	240	3.32%	4.54%	-0.21%	51.8%	112	3.151
#12	5D	500	3.33%	4.54%	-0.36%	49.1%	112	3.185
#13	5D	80	3.34%	4.69%	+0.04%	50%	112	3.192
#14	5D	160	3.37%	4.64%	-0.13%	52.7%	112	3.197
#15	10D	500	3.66%	5.99%	-0.81%	56.3%	96	3.907
#16	10D	40	3.7%	6.14%	-0.44%	49%	96	3.942
#17	10D	240	3.7%	6.12%	-0.65%	58.3%	96	3.944
#18	10D	320	3.85%	6.08%	-0.67%	56.3%	96	4.013
#19	10D	160	4%	6.22%	-0.59%	59.4%	96	4.117
#20	10D	120	4.1%	6.21%	-0.61%	59.4%	96	4.166
#21	10D	80	4.14%	6.26%	-0.52%	55.2%	96	4.201
#22	15D	500	4.7%	7.12%	-3.84%	65.8%	79	5.254
#23	15D	320	4.79%	7.31%	-3.92%	63.3%	79	5.383
#24	15D	240	4.87%	7.56%	-4.01%	62%	79	5.527
#25	15D	160	4.96%	7.79%	-4.18%	59.5%	79	5.685
#26	15D	120	4.94%	7.87%	-4.11%	57%	79	5.699
#27	15D	80	4.94%	8%	-4.16%	55.7%	79	5.755
#28	15D	40	5.19%	8.45%	-4.27%	55.7%	79	6.054
#29	20D	500	6.63%	9.88%	-4.20%	58.2%	67	7.257
#30	20D	320	6.96%	10.24%	-4.39%	50.7%	67	7.596