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 2026-08-13

DOE calibrated as-of 2026-08-13

Window 2026-06-18 → 2026-08-10

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年8月14日上午7:49 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=80

DOE results snapshot · Window: 2026-06-18 → 2026-08-10 · anchors: 120 · latest snapshot: 2026-08-13 · computed at: 2026年8月14日上午7:49 HKT

Median abs error2.69%

Mean abs error3.58%

Bias-0.19%

Inside P25/P7545%

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 2.69%

Bias -0.19%

P25/P75 hit 45%

n 120

Rank Best setting

Setting 3D · n=40

Median abs 2.64%

Bias -0.16%

P25/P75 hit 44.2%

n 120

Rank #2 Candidate

Setting 3D · n=500

Median abs 2.73%

Bias -0.27%

P25/P75 hit 46.7%

n 120

Rank #3 Candidate

Setting 3D · n=320

Median abs 2.76%

Bias -0.27%

P25/P75 hit 45%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 2.8%

Bias -0.19%

P25/P75 hit 45.8%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.85%

Bias -0.23%

P25/P75 hit 44.2%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.91%

Bias -0.28%

P25/P75 hit 45.8%

n 120

Rank #7 Candidate

Setting 5D · n=320

Median abs 3.17%

Bias +0.02%

P25/P75 hit 51.7%

n 116

Rank #8 Candidate

Setting 5D · n=240

Median abs 3.32%

Bias +0.08%

P25/P75 hit 53.4%

n 116

Rank #9 Candidate

Setting 5D · n=500

Median abs 3.31%

Bias -0.08%

P25/P75 hit 49.1%

n 116

Rank #10 Candidate

Setting 5D · n=120

Median abs 3.39%

Bias +0.24%

P25/P75 hit 53.4%

n 116

Rank #11 Candidate

Setting 5D · n=40

Median abs 3.04%

Bias +0.51%

P25/P75 hit 47.4%

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: -0.46%

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: -0.19%

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	2.69%	3.58%	-0.19%	45%	120	2.514
#2	3D	40	2.64%	3.73%	-0.16%	44.2%	120	2.539
#3	3D	500	2.73%	3.59%	-0.27%	46.7%	120	2.545
#4	3D	320	2.76%	3.6%	-0.27%	45%	120	2.568
#5	3D	120	2.8%	3.63%	-0.19%	45.8%	120	2.585
#6	3D	160	2.85%	3.65%	-0.23%	44.2%	120	2.626
#7	3D	240	2.91%	3.63%	-0.28%	45.8%	120	2.653
#8	5D	320	3.17%	4.53%	+0.02%	51.7%	116	3.044
#9	5D	240	3.32%	4.54%	+0.08%	53.4%	116	3.127
#10	5D	500	3.31%	4.54%	-0.08%	49.1%	116	3.133
#11	5D	120	3.39%	4.53%	+0.24%	53.4%	116	3.183
#12	5D	40	3.04%	4.96%	+0.51%	47.4%	116	3.214
#13	5D	160	3.39%	4.66%	+0.14%	50.9%	116	3.22
#14	5D	80	3.37%	4.71%	+0.35%	50.9%	116	3.259
#15	10D	500	3.2%	5.52%	-0.80%	59.6%	104	3.503
#16	10D	40	3.35%	5.83%	-0.23%	52.9%	104	3.618
#17	10D	320	3.42%	5.64%	-0.63%	58.7%	104	3.632
#18	10D	240	3.55%	5.7%	-0.59%	60.6%	104	3.707
#19	10D	160	3.9%	5.85%	-0.48%	60.6%	104	3.918
#20	10D	120	3.93%	5.84%	-0.51%	61.5%	104	3.932
#21	10D	80	4.18%	5.94%	-0.42%	55.8%	104	4.093
#22	15D	500	4.46%	6.71%	-2.85%	64.4%	87	4.845
#23	15D	320	4.61%	6.93%	-2.85%	60.9%	87	5.006
#24	15D	240	4.75%	7.23%	-2.86%	60.9%	87	5.182
#25	15D	120	4.86%	7.42%	-2.87%	56.3%	87	5.317
#26	15D	160	4.91%	7.39%	-2.97%	57.5%	87	5.343
#27	15D	80	5.13%	7.56%	-2.84%	55.2%	87	5.499
#28	15D	40	5.17%	7.9%	-2.86%	56.3%	87	5.638
#29	20D	500	6.44%	9.31%	-3.78%	60.6%	71	6.894
#30	20D	320	6.72%	9.61%	-3.83%	54.9%	71	7.161