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 2026-08-11

DOE calibrated as-of 2026-08-11

Window 2026-06-17 → 2026-08-05

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年8月12日上午7:46 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=80

DOE results snapshot · Window: 2026-06-17 → 2026-08-05 · anchors: 120 · latest snapshot: 2026-08-11 · computed at: 2026年8月12日上午7:46 HKT

Median abs error2.76%

Mean abs error3.69%

Bias-0.23%

Inside P25/P7542.5%

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 2.76%

Bias -0.23%

P25/P75 hit 42.5%

n 120

Rank Best setting

Setting 3D · n=500

Median abs 2.82%

Bias -0.32%

P25/P75 hit 45.8%

n 120

Rank #2 Candidate

Setting 3D · n=40

Median abs 2.72%

Bias -0.19%

P25/P75 hit 40.8%

n 120

Rank #3 Candidate

Setting 3D · n=320

Median abs 2.84%

Bias -0.32%

P25/P75 hit 44.2%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 2.87%

Bias -0.25%

P25/P75 hit 45%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.86%

Bias -0.28%

P25/P75 hit 43.3%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.92%

Bias -0.34%

P25/P75 hit 45%

n 120

Rank #7 Candidate

Setting 5D · n=320

Median abs 3.3%

Bias -0.14%

P25/P75 hit 50.9%

n 116

Rank #8 Candidate

Setting 5D · n=240

Median abs 3.35%

Bias -0.08%

P25/P75 hit 52.6%

n 116

Rank #9 Candidate

Setting 5D · n=500

Median abs 3.4%

Bias -0.25%

P25/P75 hit 47.4%

n 116

Rank #10 Candidate

Setting 5D · n=120

Median abs 3.51%

Bias +0.11%

P25/P75 hit 52.6%

n 116

Rank #11 Candidate

Setting 5D · n=40

Median abs 3.07%

Bias +0.44%

P25/P75 hit 45.7%

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: -0.49%

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: -0.23%

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	2.76%	3.69%	-0.23%	42.5%	120	2.6
#2	3D	500	2.82%	3.63%	-0.32%	45.8%	120	2.614
#3	3D	40	2.72%	3.84%	-0.19%	40.8%	120	2.631
#4	3D	320	2.84%	3.65%	-0.32%	44.2%	120	2.635
#5	3D	120	2.87%	3.71%	-0.25%	45%	120	2.659
#6	3D	160	2.86%	3.71%	-0.28%	43.3%	120	2.662
#7	3D	240	2.92%	3.68%	-0.34%	45%	120	2.687
#8	5D	320	3.3%	4.63%	-0.14%	50.9%	116	3.164
#9	5D	240	3.35%	4.64%	-0.08%	52.6%	116	3.18
#10	5D	500	3.4%	4.62%	-0.25%	47.4%	116	3.236
#11	5D	120	3.51%	4.66%	+0.11%	52.6%	116	3.271
#12	5D	40	3.07%	5.12%	+0.44%	45.7%	116	3.279
#13	5D	160	3.47%	4.77%	+0.02%	50.9%	116	3.28
#14	5D	80	3.54%	4.88%	+0.23%	49.1%	116	3.39
#15	10D	500	3.55%	5.62%	-0.93%	58%	100	3.737
#16	10D	40	3.6%	5.81%	-0.54%	52%	100	3.785
#17	10D	240	3.61%	5.77%	-0.74%	60%	100	3.786
#18	10D	320	3.71%	5.72%	-0.79%	58%	100	3.831
#19	10D	160	3.9%	5.89%	-0.70%	60%	100	3.967
#20	10D	120	3.93%	5.87%	-0.73%	61%	100	3.976
#21	10D	80	4.14%	5.91%	-0.69%	57%	100	4.1
#22	15D	500	4.46%	7.03%	-3.46%	63.9%	83	5.05
#23	15D	320	4.66%	7.22%	-3.54%	60.2%	83	5.237
#24	15D	240	4.87%	7.49%	-3.61%	60.2%	83	5.448
#25	15D	160	4.95%	7.7%	-3.75%	56.6%	83	5.591
#26	15D	120	5.14%	7.78%	-3.69%	55.4%	83	5.708
#27	15D	80	5.13%	7.96%	-3.75%	53%	83	5.781
#28	15D	40	5.17%	8.42%	-3.94%	55.4%	83	5.985
#29	20D	500	6.67%	9.97%	-4.29%	55.2%	67	7.33
#30	20D	320	7.32%	10.32%	-4.45%	49.3%	67	7.816