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 2026-08-24

DOE calibrated as-of 2026-08-24

Window 2026-06-24 → 2026-08-19

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年8月25日上午7:49 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-06-24 → 2026-08-19 · anchors: 120 · latest snapshot: 2026-08-24 · computed at: 2026年8月25日上午7:49 HKT

Median abs error2.55%

Mean abs error3.77%

Bias-0.42%

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=40

Median abs 2.55%

Bias -0.42%

P25/P75 hit 44.2%

n 120

Rank Best setting

Setting 3D · n=80

Median abs 2.64%

Bias -0.41%

P25/P75 hit 45.8%

n 120

Rank #2 Candidate

Setting 3D · n=500

Median abs 2.65%

Bias -0.54%

P25/P75 hit 46.7%

n 120

Rank #3 Candidate

Setting 3D · n=320

Median abs 2.73%

Bias -0.53%

P25/P75 hit 46.7%

n 120

Rank #4 Candidate

Setting 3D · n=120

Median abs 2.74%

Bias -0.40%

P25/P75 hit 45.8%

n 120

Rank #5 Candidate

Setting 3D · n=240

Median abs 2.76%

Bias -0.52%

P25/P75 hit 45.8%

n 120

Rank #6 Candidate

Setting 3D · n=160

Median abs 2.75%

Bias -0.46%

P25/P75 hit 44.2%

n 120

Rank #7 Candidate

Setting 5D · n=240

Median abs 2.89%

Bias -0.20%

P25/P75 hit 52.7%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 2.91%

Bias -0.29%

P25/P75 hit 52.7%

n 112

Rank #9 Candidate

Setting 5D · n=500

Median abs 2.94%

Bias -0.42%

P25/P75 hit 50.9%

n 112

Rank #10 Candidate

Setting 5D · n=120

Median abs 3.12%

Bias -0.03%

P25/P75 hit 52.7%

n 112

Rank #11 Candidate

Setting 5D · n=40

Median abs 2.83%

Bias +0.28%

P25/P75 hit 45.5%

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: -0.81%

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: -0.42%

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	2.55%	3.77%	-0.42%	44.2%	120	2.547
#2	3D	80	2.64%	3.66%	-0.41%	45.8%	120	2.548
#3	3D	500	2.65%	3.63%	-0.54%	46.7%	120	2.56
#4	3D	320	2.73%	3.65%	-0.53%	46.7%	120	2.605
#5	3D	120	2.74%	3.69%	-0.40%	45.8%	120	2.607
#6	3D	240	2.76%	3.66%	-0.52%	45.8%	120	2.624
#7	3D	160	2.75%	3.69%	-0.46%	44.2%	120	2.625
#8	5D	240	2.89%	4.33%	-0.20%	52.7%	112	2.859
#9	5D	320	2.91%	4.35%	-0.29%	52.7%	112	2.889
#10	5D	500	2.94%	4.33%	-0.42%	50.9%	112	2.921
#11	5D	120	3.12%	4.37%	-0.03%	52.7%	112	2.962
#12	5D	40	2.83%	4.77%	+0.28%	45.5%	112	3.013
#13	5D	160	3.15%	4.44%	-0.10%	51.8%	112	3.015
#14	5D	80	3.09%	4.56%	+0.12%	50.9%	112	3.032
#15	10D	500	3.17%	4.75%	-0.35%	63%	108	3.142
#16	10D	320	3.26%	4.85%	-0.11%	61.1%	108	3.191
#17	10D	240	3.51%	4.9%	-0.05%	63.9%	108	3.318
#18	10D	40	3.35%	5.23%	+0.42%	56.5%	108	3.427
#19	10D	80	3.72%	5.16%	+0.19%	56.5%	108	3.553
#20	10D	160	3.85%	5.09%	+0.05%	63%	108	3.557
#21	10D	120	3.87%	5.09%	+0.03%	63.9%	108	3.561
#22	15D	500	3.79%	5.64%	-1.26%	65.6%	96	3.894
#23	15D	320	4.39%	5.85%	-1.07%	66.7%	96	4.236
#24	15D	160	4.53%	6.23%	-0.81%	64.6%	96	4.406
#25	15D	120	4.57%	6.28%	-0.74%	63.5%	96	4.435
#26	15D	240	4.68%	6.09%	-0.93%	65.6%	96	4.447
#27	15D	80	4.56%	6.44%	-0.64%	62.5%	96	4.474
#28	15D	40	4.98%	6.79%	-0.65%	60.4%	96	4.813
#29	20D	500	5.6%	7.23%	-1.33%	70%	80	5.355
#30	20D	320	5.46%	7.46%	-1.24%	62.5%	80	5.371