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 2026-08-17

DOE calibrated as-of 2026-08-17

Window 2026-06-18 → 2026-08-10

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年8月18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: 2026-08-17 · computed at: 2026年8月18日上午7:49 HKT

Median abs error2.65%

Mean abs error3.6%

Bias-0.15%

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 2.65%

Bias -0.15%

P25/P75 hit 45%

n 120

Rank Best setting

Setting 3D · n=40

Median abs 2.61%

Bias -0.13%

P25/P75 hit 42.5%

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=120

Median abs 2.74%

Bias -0.18%

P25/P75 hit 46.7%

n 120

Rank #4 Candidate

Setting 3D · n=320

Median abs 2.76%

Bias -0.27%

P25/P75 hit 45.8%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.79%

Bias -0.21%

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=240

Median abs 3.11%

Bias +0.06%

P25/P75 hit 53.3%

n 120

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.13%

Bias 0.00%

P25/P75 hit 52.5%

n 120

Rank #9 Candidate

Setting 5D · n=500

Median abs 3.12%

Bias -0.10%

P25/P75 hit 50%

n 120

Rank #10 Candidate

Setting 5D · n=120

Median abs 3.27%

Bias +0.21%

P25/P75 hit 53.3%

n 120

Rank #11 Candidate

Setting 5D · n=160

Median abs 3.34%

Bias +0.14%

P25/P75 hit 51.7%

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: -0.46%

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: -0.15%

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	2.65%	3.6%	-0.15%	45%	120	2.495
#2	3D	40	2.61%	3.76%	-0.13%	42.5%	120	2.534
#3	3D	500	2.73%	3.59%	-0.27%	46.7%	120	2.545
#4	3D	120	2.74%	3.63%	-0.18%	46.7%	120	2.551
#5	3D	320	2.76%	3.6%	-0.27%	45.8%	120	2.566
#6	3D	160	2.79%	3.66%	-0.21%	44.2%	120	2.597
#7	3D	240	2.91%	3.63%	-0.28%	45.8%	120	2.653
#8	5D	240	3.11%	4.49%	+0.06%	53.3%	120	3.002
#9	5D	320	3.13%	4.48%	0.00%	52.5%	120	3.002
#10	5D	500	3.12%	4.47%	-0.10%	50%	120	3.015
#11	5D	120	3.27%	4.49%	+0.21%	53.3%	120	3.105
#12	5D	160	3.34%	4.6%	+0.14%	51.7%	120	3.172
#13	5D	40	3.01%	4.97%	+0.52%	45.8%	120	3.208
#14	5D	80	3.33%	4.69%	+0.36%	50.8%	120	3.233
#15	10D	500	3.3%	5.51%	-0.69%	59.3%	108	3.534
#16	10D	320	3.54%	5.63%	-0.51%	57.4%	108	3.673
#17	10D	40	3.53%	5.79%	-0.14%	51.9%	108	3.683
#18	10D	240	3.65%	5.69%	-0.47%	60.2%	108	3.737
#19	10D	160	3.96%	5.84%	-0.35%	59.3%	108	3.928
#20	10D	120	4%	5.83%	-0.40%	60.2%	108	3.95
#21	10D	80	4.45%	5.9%	-0.30%	54.6%	108	4.199
#22	15D	500	3.87%	6.43%	-2.66%	65.2%	92	4.421
#23	15D	320	4.51%	6.67%	-2.62%	64.1%	92	4.822
#24	15D	240	4.64%	6.96%	-2.64%	63%	92	4.995
#25	15D	160	4.66%	7.12%	-2.68%	59.8%	92	5.075
#26	15D	120	4.76%	7.16%	-2.57%	58.7%	92	5.125
#27	15D	80	4.81%	7.32%	-2.55%	58.7%	92	5.203
#28	15D	40	5.15%	7.62%	-2.51%	58.7%	92	5.472
#29	20D	500	6.48%	9.26%	-3.47%	57.3%	75	6.858
#30	20D	320	6.72%	9.53%	-3.53%	52%	75	7.095