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 2026-08-14

DOE calibrated as-of 2026-08-14

Window 2026-06-18 → 2026-08-10

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年8月17日上午7:46 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=80

DOE results snapshot · Window: 2026-06-18 → 2026-08-10 · anchors: 120 · latest snapshot: 2026-08-14 · computed at: 2026年8月17日上午7:46 HKT

Median abs error2.69%

Mean abs error3.58%

Bias-0.17%

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 -0.17%

P25/P75 hit 45%

n 120

Rank Best setting

Setting 3D · n=40

Median abs 2.62%

Bias -0.11%

P25/P75 hit 42.5%

n 120

Rank #2 Candidate

Setting 3D · n=500

Median abs 2.73%

Bias -0.26%

P25/P75 hit 46.7%

n 120

Rank #3 Candidate

Setting 3D · n=120

Median abs 2.73%

Bias -0.19%

P25/P75 hit 45%

n 120

Rank #4 Candidate

Setting 3D · n=320

Median abs 2.76%

Bias -0.26%

P25/P75 hit 45.8%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.79%

Bias -0.22%

P25/P75 hit 44.2%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.87%

Bias -0.28%

P25/P75 hit 45%

n 120

Rank #7 Candidate

Setting 5D · n=320

Median abs 3.17%

Bias +0.03%

P25/P75 hit 51.7%

n 116

Rank #8 Candidate

Setting 5D · n=500

Median abs 3.32%

Bias -0.08%

P25/P75 hit 50%

n 116

Rank #9 Candidate

Setting 5D · n=120

Median abs 3.31%

Bias +0.25%

P25/P75 hit 54.3%

n 116

Rank #10 Candidate

Setting 5D · n=240

Median abs 3.35%

Bias +0.11%

P25/P75 hit 52.6%

n 116

Rank #11 Candidate

Setting 5D · n=160

Median abs 3.35%

Bias +0.17%

P25/P75 hit 53.4%

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: -0.17%

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%	-0.17%	45%	120	2.511
#2	3D	40	2.62%	3.77%	-0.11%	42.5%	120	2.54
#3	3D	500	2.73%	3.59%	-0.26%	46.7%	120	2.544
#4	3D	120	2.73%	3.63%	-0.19%	45%	120	2.552
#5	3D	320	2.76%	3.6%	-0.26%	45.8%	120	2.565
#6	3D	160	2.79%	3.65%	-0.22%	44.2%	120	2.595
#7	3D	240	2.87%	3.63%	-0.28%	45%	120	2.635
#8	5D	320	3.17%	4.53%	+0.03%	51.7%	116	3.046
#9	5D	500	3.32%	4.54%	-0.08%	50%	116	3.136
#10	5D	120	3.31%	4.55%	+0.25%	54.3%	116	3.149
#11	5D	240	3.35%	4.56%	+0.11%	52.6%	116	3.156
#12	5D	160	3.35%	4.66%	+0.17%	53.4%	116	3.198
#13	5D	40	3.03%	5.01%	+0.57%	48.3%	116	3.233
#14	5D	80	3.31%	4.72%	+0.39%	51.7%	116	3.236
#15	10D	500	3.37%	5.51%	-0.71%	59.3%	108	3.572
#16	10D	320	3.53%	5.61%	-0.54%	58.3%	108	3.664
#17	10D	40	3.53%	5.82%	-0.18%	51.9%	108	3.699
#18	10D	240	3.61%	5.68%	-0.48%	60.2%	108	3.714
#19	10D	160	3.96%	5.85%	-0.39%	59.3%	108	3.938
#20	10D	120	4.05%	5.83%	-0.40%	60.2%	108	3.975
#21	10D	80	4.45%	5.92%	-0.33%	54.6%	108	4.21
#22	15D	500	3.86%	6.41%	-2.66%	65.2%	92	4.409
#23	15D	320	4.45%	6.65%	-2.64%	64.1%	92	4.788
#24	15D	240	4.54%	6.94%	-2.65%	63%	92	4.939
#25	15D	160	4.66%	7.11%	-2.69%	60.9%	92	5.07
#26	15D	120	4.8%	7.14%	-2.55%	58.7%	92	5.135
#27	15D	80	4.73%	7.3%	-2.53%	57.6%	92	5.156
#28	15D	40	5.25%	7.62%	-2.50%	58.7%	92	5.52
#29	20D	500	6.21%	9.3%	-3.77%	62%	71	6.77
#30	20D	320	6.76%	9.6%	-3.86%	56.3%	71	7.178