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 2026-08-21

DOE calibrated as-of 2026-08-21

Window 2026-06-23 → 2026-08-18

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年8月24日上午7:47 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-06-23 → 2026-08-18 · anchors: 120 · latest snapshot: 2026-08-21 · computed at: 2026年8月24日上午7:47 HKT

Median abs error2.61%

Mean abs error3.59%

Bias-0.20%

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=40

Median abs 2.61%

Bias -0.20%

P25/P75 hit 45%

n 120

Rank Best setting

Setting 3D · n=80

Median abs 2.69%

Bias -0.19%

P25/P75 hit 45%

n 120

Rank #2 Candidate

Setting 3D · n=500

Median abs 2.7%

Bias -0.29%

P25/P75 hit 46.7%

n 120

Rank #3 Candidate

Setting 3D · n=320

Median abs 2.74%

Bias -0.28%

P25/P75 hit 45.8%

n 120

Rank #4 Candidate

Setting 3D · n=160

Median abs 2.75%

Bias -0.22%

P25/P75 hit 44.2%

n 120

Rank #5 Candidate

Setting 3D · n=120

Median abs 2.8%

Bias -0.17%

P25/P75 hit 45%

n 120

Rank #6 Candidate

Setting 3D · n=240

Median abs 2.86%

Bias -0.28%

P25/P75 hit 45.8%

n 120

Rank #7 Candidate

Setting 5D · n=320

Median abs 2.91%

Bias +0.04%

P25/P75 hit 53.6%

n 112

Rank #8 Candidate

Setting 5D · n=240

Median abs 2.91%

Bias +0.12%

P25/P75 hit 53.6%

n 112

Rank #9 Candidate

Setting 5D · n=500

Median abs 2.96%

Bias -0.05%

P25/P75 hit 50.9%

n 112

Rank #10 Candidate

Setting 5D · n=120

Median abs 3.12%

Bias +0.29%

P25/P75 hit 55.4%

n 112

Rank #11 Candidate

Setting 5D · n=80

Median abs 3%

Bias +0.41%

P25/P75 hit 52.7%

n 112

Rank #12 Candidate

Best setting 3D · n=40: 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: -0.53%

Best setting 3D · n=40: 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: -0.20%

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	40	2.61%	3.59%	-0.20%	45%	120	2.479
#2	3D	80	2.69%	3.51%	-0.19%	45%	120	2.49
#3	3D	500	2.7%	3.51%	-0.29%	46.7%	120	2.505
#4	3D	320	2.74%	3.52%	-0.28%	45.8%	120	2.53
#5	3D	160	2.75%	3.57%	-0.22%	44.2%	120	2.547
#6	3D	120	2.8%	3.55%	-0.17%	45%	120	2.556
#7	3D	240	2.86%	3.54%	-0.28%	45.8%	120	2.596
#8	5D	320	2.91%	4.16%	+0.04%	53.6%	112	2.783
#9	5D	240	2.91%	4.16%	+0.12%	53.6%	112	2.795
#10	5D	500	2.96%	4.15%	-0.05%	50.9%	112	2.813
#11	5D	120	3.12%	4.18%	+0.29%	55.4%	112	2.928
#12	5D	80	3%	4.32%	+0.41%	52.7%	112	2.942
#13	5D	40	2.83%	4.5%	+0.54%	48.2%	112	2.951
#14	5D	160	3.18%	4.26%	+0.21%	51.8%	112	2.983
#15	10D	500	3.02%	4.77%	-0.35%	62%	108	3.077
#16	10D	320	3.23%	4.88%	-0.13%	62%	108	3.188
#17	10D	240	3.44%	4.91%	-0.04%	63.9%	108	3.285
#18	10D	40	3.24%	5.15%	+0.24%	55.6%	108	3.32
#19	10D	120	3.65%	5.08%	-0.04%	63.9%	108	3.449
#20	10D	160	3.64%	5.09%	+0.04%	62%	108	3.452
#21	10D	80	3.76%	5.14%	+0.06%	58.3%	108	3.542
#22	15D	500	3.79%	5.63%	-1.23%	68%	100	3.88
#23	15D	320	4.28%	5.84%	-1.03%	66%	100	4.174
#24	15D	160	4.39%	6.22%	-0.77%	63%	100	4.33
#25	15D	240	4.49%	6.06%	-0.88%	66%	100	4.333
#26	15D	120	4.57%	6.27%	-0.68%	63%	100	4.424
#27	15D	80	4.73%	6.38%	-0.58%	61%	100	4.533
#28	15D	40	5.03%	6.74%	-0.53%	61%	100	4.801
#29	20D	500	5.53%	7.39%	-1.12%	66.7%	84	5.353
#30	20D	320	6.09%	7.64%	-1.02%	59.5%	84	5.723