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 2026-08-12

DOE calibrated as-of 2026-08-12

Window 2026-06-17 → 2026-08-05

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年8月13日上午7:51 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: 2026-08-12 · computed at: 2026年8月13日上午7:51 HKT

Median abs error2.75%

Mean abs error3.66%

Bias-0.26%

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 2.75%

Bias -0.26%

P25/P75 hit 43.3%

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 2.7%

Bias -0.19%

P25/P75 hit 40%

n 120

Rank #3 Candidate

Setting 3D · n=320

Median abs 2.84%

Bias -0.32%

P25/P75 hit 45.8%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 2.87%

Bias -0.26%

P25/P75 hit 44.2%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.88%

Bias -0.29%

P25/P75 hit 42.5%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.95%

Bias -0.35%

P25/P75 hit 45%

n 120

Rank #7 Candidate

Setting 5D · n=320

Median abs 3.22%

Bias -0.05%

P25/P75 hit 50.8%

n 120

Rank #8 Candidate

Setting 5D · n=240

Median abs 3.35%

Bias +0.01%

P25/P75 hit 52.5%

n 120

Rank #9 Candidate

Setting 5D · n=120

Median abs 3.41%

Bias +0.18%

P25/P75 hit 53.3%

n 120

Rank #10 Candidate

Setting 5D · n=160

Median abs 3.35%

Bias +0.11%

P25/P75 hit 52.5%

n 120

Rank #11 Candidate

Setting 5D · n=500

Median abs 3.42%

Bias -0.15%

P25/P75 hit 49.2%

n 120

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: -0.26%

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	2.75%	3.66%	-0.26%	43.3%	120	2.587
#2	3D	500	2.82%	3.63%	-0.32%	45.8%	120	2.614
#3	3D	40	2.7%	3.85%	-0.19%	40%	120	2.626
#4	3D	320	2.84%	3.65%	-0.32%	45.8%	120	2.631
#5	3D	120	2.87%	3.69%	-0.26%	44.2%	120	2.655
#6	3D	160	2.88%	3.7%	-0.29%	42.5%	120	2.672
#7	3D	240	2.95%	3.68%	-0.35%	45%	120	2.703
#8	5D	320	3.22%	4.54%	-0.05%	50.8%	120	3.079
#9	5D	240	3.35%	4.56%	+0.01%	52.5%	120	3.141
#10	5D	120	3.41%	4.54%	+0.18%	53.3%	120	3.188
#11	5D	160	3.35%	4.66%	+0.11%	52.5%	120	3.191
#12	5D	500	3.42%	4.53%	-0.15%	49.2%	120	3.195
#13	5D	40	3.04%	4.97%	+0.44%	45.8%	120	3.211
#14	5D	80	3.37%	4.72%	+0.27%	52.5%	120	3.246
#15	10D	500	3.55%	5.75%	-0.66%	57.7%	104	3.742
#16	10D	240	3.61%	5.89%	-0.45%	59.6%	104	3.785
#17	10D	40	3.7%	5.98%	-0.25%	51.9%	104	3.851
#18	10D	320	3.75%	5.86%	-0.49%	56.7%	104	3.858
#19	10D	160	3.9%	6.03%	-0.39%	59.6%	104	3.97
#20	10D	120	3.93%	6.01%	-0.44%	60.6%	104	3.983
#21	10D	80	4.16%	6.05%	-0.39%	55.8%	104	4.117
#22	15D	500	4.52%	6.91%	-3.11%	63.2%	87	4.987
#23	15D	320	4.75%	7.12%	-3.16%	59.8%	87	5.192
#24	15D	240	4.75%	7.41%	-3.22%	60.9%	87	5.299
#25	15D	160	4.95%	7.62%	-3.33%	57.5%	87	5.498
#26	15D	120	4.94%	7.68%	-3.27%	56.3%	87	5.508
#27	15D	80	4.98%	7.83%	-3.24%	55.2%	87	5.579
#28	15D	40	5.17%	8.31%	-3.38%	56.3%	87	5.86
#29	20D	500	6.55%	9.55%	-4.00%	59.2%	71	7.07
#30	20D	320	6.74%	9.87%	-4.10%	54.9%	71	7.302