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 2026-08-19

DOE calibrated as-of 2026-08-19

Window 2026-06-18 → 2026-08-10

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年8月20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: 2026-08-19 · computed at: 2026年8月20日上午7:49 HKT

Median abs error2.69%

Mean abs error3.56%

Bias-0.09%

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 -0.09%

P25/P75 hit 45%

n 120

Rank Best setting

Setting 3D · n=500

Median abs 2.71%

Bias -0.20%

P25/P75 hit 46.7%

n 120

Rank #2 Candidate

Setting 3D · n=40

Median abs 2.64%

Bias -0.05%

P25/P75 hit 41.7%

n 120

Rank #3 Candidate

Setting 3D · n=320

Median abs 2.76%

Bias -0.20%

P25/P75 hit 45%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 2.8%

Bias -0.11%

P25/P75 hit 45%

n 120

Rank #5 Candidate

Setting 3D · n=160

Median abs 2.81%

Bias -0.16%

P25/P75 hit 44.2%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.81%

Bias -0.22%

P25/P75 hit 45.8%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 2.91%

Bias +0.17%

P25/P75 hit 54.2%

n 120

Rank #8 Candidate

Setting 5D · n=320

Median abs 2.96%

Bias +0.12%

P25/P75 hit 52.5%

n 120

Rank #9 Candidate

Setting 5D · n=500

Median abs 3.07%

Bias +0.01%

P25/P75 hit 50.8%

n 120

Rank #10 Candidate

Setting 5D · n=120

Median abs 3.18%

Bias +0.33%

P25/P75 hit 55%

n 120

Rank #11 Candidate

Setting 5D · n=160

Median abs 3.22%

Bias +0.29%

P25/P75 hit 54.2%

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: -0.39%

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: -0.09%

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%	3.56%	-0.09%	45%	120	2.492
#2	3D	500	2.71%	3.53%	-0.20%	46.7%	120	2.504
#3	3D	40	2.64%	3.72%	-0.05%	41.7%	120	2.525
#4	3D	320	2.76%	3.54%	-0.20%	45%	120	2.536
#5	3D	120	2.8%	3.57%	-0.11%	45%	120	2.554
#6	3D	160	2.81%	3.58%	-0.16%	44.2%	120	2.572
#7	3D	240	2.81%	3.57%	-0.22%	45.8%	120	2.573
#8	5D	240	2.91%	4.36%	+0.17%	54.2%	120	2.871
#9	5D	320	2.96%	4.34%	+0.12%	52.5%	120	2.886
#10	5D	500	3.07%	4.33%	+0.01%	50.8%	120	2.925
#11	5D	120	3.18%	4.36%	+0.33%	55%	120	3.028
#12	5D	160	3.22%	4.45%	+0.29%	54.2%	120	3.076
#13	5D	80	3.13%	4.56%	+0.45%	53.3%	120	3.095
#14	5D	40	2.98%	4.77%	+0.66%	47.5%	120	3.14
#15	10D	320	3.4%	5.45%	-0.47%	59.5%	116	3.529
#16	10D	500	3.44%	5.34%	-0.67%	59.5%	116	3.541
#17	10D	40	3.36%	5.76%	+0.15%	51.7%	116	3.589
#18	10D	240	3.61%	5.5%	-0.42%	61.2%	116	3.64
#19	10D	160	3.9%	5.66%	-0.31%	60.3%	116	3.827
#20	10D	120	3.94%	5.67%	-0.33%	61.2%	116	3.851
#21	10D	80	4.14%	5.76%	-0.16%	55.2%	116	3.972
#22	15D	500	3.83%	6.07%	-2.32%	66%	100	4.223
#23	15D	320	4.28%	6.28%	-2.23%	66%	100	4.508
#24	15D	240	4.54%	6.57%	-2.19%	64%	100	4.738
#25	15D	160	4.53%	6.76%	-2.23%	62%	100	4.811
#26	15D	120	4.76%	6.76%	-2.12%	62%	100	4.909
#27	15D	80	5.12%	6.96%	-2.14%	60%	100	5.167
#28	15D	40	5.08%	7.33%	-2.16%	60%	100	5.279
#29	20D	500	6.38%	8.63%	-2.68%	60.2%	83	6.462
#30	20D	320	6.72%	8.88%	-2.67%	53%	83	6.736