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 2026-08-18

DOE calibrated as-of 2026-08-18

Window 2026-06-18 → 2026-08-10

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年8月19日上午7:48 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: 2026-08-18 · computed at: 2026年8月19日上午7:48 HKT

Median abs error2.69%

Mean abs error3.58%

Bias-0.17%

Inside P25/P7545.8%

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 45.8%

n 120

Rank Best setting

Setting 3D · n=40

Median abs 2.61%

Bias -0.14%

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=120

Median abs 2.74%

Bias -0.18%

P25/P75 hit 46.7%

n 120

Rank #4 Candidate

Setting 3D · n=160

Median abs 2.71%

Bias -0.23%

P25/P75 hit 45%

n 120

Rank #5 Candidate

Setting 3D · n=320

Median abs 2.75%

Bias -0.27%

P25/P75 hit 45%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.86%

Bias -0.29%

P25/P75 hit 45%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 2.98%

Bias +0.06%

P25/P75 hit 54.2%

n 120

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.01%

Bias -0.01%

P25/P75 hit 52.5%

n 120

Rank #9 Candidate

Setting 5D · n=500

Median abs 3.06%

Bias -0.11%

P25/P75 hit 50%

n 120

Rank #10 Candidate

Setting 5D · n=120

Median abs 3.22%

Bias +0.22%

P25/P75 hit 54.2%

n 120

Rank #11 Candidate

Setting 5D · n=80

Median abs 3.25%

Bias +0.34%

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: -0.17%

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%	45.8%	120	2.509
#2	3D	40	2.61%	3.72%	-0.14%	44.2%	120	2.518
#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	160	2.71%	3.65%	-0.23%	45%	120	2.555
#6	3D	320	2.75%	3.61%	-0.27%	45%	120	2.567
#7	3D	240	2.86%	3.63%	-0.29%	45%	120	2.632
#8	5D	240	2.98%	4.46%	+0.06%	54.2%	120	2.925
#9	5D	320	3.01%	4.45%	-0.01%	52.5%	120	2.933
#10	5D	500	3.06%	4.45%	-0.11%	50%	120	2.979
#11	5D	120	3.22%	4.46%	+0.22%	54.2%	120	3.069
#12	5D	80	3.25%	4.62%	+0.34%	51.7%	120	3.164
#13	5D	160	3.35%	4.59%	+0.11%	53.3%	120	3.165
#14	5D	40	3.03%	4.88%	+0.49%	48.3%	120	3.176
#15	10D	500	3.45%	5.46%	-0.68%	58.9%	112	3.591
#16	10D	320	3.62%	5.59%	-0.50%	58.9%	112	3.694
#17	10D	240	3.71%	5.65%	-0.43%	60.7%	112	3.745
#18	10D	40	3.65%	5.84%	+0.07%	51.8%	112	3.75
#19	10D	120	4.06%	5.79%	-0.39%	60.7%	112	3.963
#20	10D	160	4.05%	5.82%	-0.36%	59.8%	112	3.966
#21	10D	80	4.47%	5.87%	-0.28%	55.4%	112	4.193
#22	15D	500	3.89%	6.25%	-2.51%	66.7%	96	4.342
#23	15D	320	4.33%	6.48%	-2.48%	63.5%	96	4.646
#24	15D	240	4.49%	6.76%	-2.47%	63.5%	96	4.823
#25	15D	160	4.48%	6.93%	-2.50%	59.4%	96	4.892
#26	15D	120	4.57%	6.98%	-2.42%	60.4%	96	4.94
#27	15D	80	4.61%	7.1%	-2.41%	59.4%	96	5.003
#28	15D	40	5.03%	7.46%	-2.32%	59.4%	96	5.325
#29	20D	500	6.41%	9.01%	-3.04%	58.2%	79	6.669
#30	20D	320	6.72%	9.26%	-3.09%	51.9%	79	6.935