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 2026-08-20

DOE calibrated as-of 2026-08-20

Window 2026-06-22 → 2026-08-17

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年8月21日上午7:47 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=80

DOE results snapshot · Window: 2026-06-22 → 2026-08-17 · anchors: 120 · latest snapshot: 2026-08-20 · computed at: 2026年8月21日上午7:47 HKT

Median abs error2.69%

Mean abs error3.59%

Bias-0.13%

Inside P25/P7544.2%

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 -0.13%

P25/P75 hit 44.2%

n 120

Rank Best setting

Setting 3D · n=40

Median abs 2.64%

Bias -0.11%

P25/P75 hit 43.3%

n 120

Rank #2 Candidate

Setting 3D · n=120

Median abs 2.72%

Bias -0.12%

P25/P75 hit 44.2%

n 120

Rank #3 Candidate

Setting 3D · n=500

Median abs 2.82%

Bias -0.21%

P25/P75 hit 45.8%

n 120

Rank #4 Candidate

Setting 3D · n=160

Median abs 2.83%

Bias -0.16%

P25/P75 hit 43.3%

n 120

Rank #5 Candidate

Setting 3D · n=320

Median abs 2.87%

Bias -0.21%

P25/P75 hit 45%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.92%

Bias -0.23%

P25/P75 hit 45%

n 120

Rank #7 Candidate

Setting 5D · n=320

Median abs 2.92%

Bias +0.17%

P25/P75 hit 52.6%

n 116

Rank #8 Candidate

Setting 5D · n=240

Median abs 2.91%

Bias +0.25%

P25/P75 hit 53.4%

n 116

Rank #9 Candidate

Setting 5D · n=500

Median abs 2.96%

Bias +0.08%

P25/P75 hit 50.9%

n 116

Rank #10 Candidate

Setting 5D · n=120

Median abs 3.14%

Bias +0.37%

P25/P75 hit 54.3%

n 116

Rank #11 Candidate

Setting 5D · n=160

Median abs 3.2%

Bias +0.33%

P25/P75 hit 51.7%

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: -0.43%

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: -0.13%

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%	3.59%	-0.13%	44.2%	120	2.51
#2	3D	40	2.64%	3.71%	-0.11%	43.3%	120	2.527
#3	3D	120	2.72%	3.63%	-0.12%	44.2%	120	2.538
#4	3D	500	2.82%	3.6%	-0.21%	45.8%	120	2.587
#5	3D	160	2.83%	3.65%	-0.16%	43.3%	120	2.608
#6	3D	320	2.87%	3.62%	-0.21%	45%	120	2.621
#7	3D	240	2.92%	3.63%	-0.23%	45%	120	2.653
#8	5D	320	2.92%	4.32%	+0.17%	52.6%	116	2.866
#9	5D	240	2.91%	4.32%	+0.25%	53.4%	116	2.871
#10	5D	500	2.96%	4.32%	+0.08%	50.9%	116	2.877
#11	5D	120	3.14%	4.34%	+0.37%	54.3%	116	3.009
#12	5D	160	3.2%	4.43%	+0.33%	51.7%	116	3.071
#13	5D	80	3.13%	4.52%	+0.49%	51.7%	116	3.091
#14	5D	40	2.92%	4.73%	+0.69%	45.7%	116	3.105
#15	10D	500	3.26%	4.99%	-0.67%	60.7%	112	3.325
#16	10D	320	3.26%	5.09%	-0.49%	60.7%	112	3.333
#17	10D	40	3.3%	5.34%	-0.01%	54.5%	112	3.384
#18	10D	240	3.51%	5.14%	-0.41%	62.5%	112	3.459
#19	10D	160	3.85%	5.33%	-0.33%	61.6%	112	3.686
#20	10D	120	3.87%	5.31%	-0.39%	62.5%	112	3.696
#21	10D	80	4.02%	5.4%	-0.30%	57.1%	112	3.802
#22	15D	500	3.87%	5.87%	-1.90%	66%	100	4.11
#23	15D	320	4.3%	6.12%	-1.75%	65%	100	4.392
#24	15D	240	4.54%	6.42%	-1.69%	65%	100	4.608
#25	15D	160	4.53%	6.61%	-1.61%	62%	100	4.665
#26	15D	120	4.62%	6.63%	-1.50%	63%	100	4.698
#27	15D	80	4.8%	6.78%	-1.41%	61%	100	4.832
#28	15D	40	5.1%	7.05%	-1.36%	61%	100	5.069
#29	20D	500	6.02%	8.13%	-1.96%	62.7%	83	5.993
#30	20D	320	6.35%	8.41%	-1.94%	55.4%	83	6.271