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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 2026-01-14
DOE calibrated as-of 2026-01-14
Window 2026-01-05 → 2026-01-09
Anchors 20
Lookback 730D
Confidence low
Computed at 2026年7月10日 上午9:41 HKT
Point-in-time Point-in-time safe

Best rolling setting

3D · n=500

DOE results snapshot · Window: 2026-01-05 → 2026-01-09 · anchors: 20 · latest snapshot: 2026-01-14 · computed at: 2026年7月10日 上午9:41 HKT

Median abs error1.99%
Mean abs error2.26%
Bias-0.30%
Inside P25/P7550%

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=500
Median abs 1.99%
Bias -0.30%
P25/P75 hit 50%
n 8
Rank Best setting

Best setting 3D · n=500: median projection vs actual return

0 1 2 -6.00% 0.00% +6.00% US.F Median projection 0.86, actual return -2.92%, runup -3.78%, drawdown -3.78%US.LHX Median projection 0.86, actual return +4.76%, runup +3.90%, drawdown -3.90%US.LYB Median projection 0.86, actual return +2.16%, runup +1.30%, drawdown -1.30%US.TDY Median projection 0.85, actual return +1.11%, runup +0.26%, drawdown -0.26%US.AMAT Median projection 0.39, actual return +0.24%, runup -0.15%, drawdown -0.15%US.SNDK Median projection 0.36, actual return +2.76%, runup +2.40%, drawdown -2.40%US.PHM Median projection 0.47, actual return -1.11%, runup -1.58%, drawdown -1.58%US.LRCX Median projection 0.36, actual return -4.38%, runup -4.74%, drawdown -4.74% Bucket avg Median projection 0.6, actual return +0.33%, n 8 Corr +0.33 R² 10.7% n 8 Median projection return Actual return

X = Median projection return. Y = actual return. Solid line = linear trend. Orange line = bucket average. Checked: 8 · Pending: 0 · Avg: +0.33%

Best setting 3D · n=500: median projection vs forecast error

0 1 2 -6.00% 0.00% +4.00% US.F Median projection 0.86, forecast error -3.78%, runup -3.78%, drawdown -3.78%US.LHX Median projection 0.86, forecast error +3.90%, runup +3.90%, drawdown -3.90%US.LYB Median projection 0.86, forecast error +1.30%, runup +1.30%, drawdown -1.30%US.TDY Median projection 0.85, forecast error +0.26%, runup +0.26%, drawdown -0.26%US.AMAT Median projection 0.39, forecast error -0.15%, runup -0.15%, drawdown -0.15%US.SNDK Median projection 0.36, forecast error +2.40%, runup +2.40%, drawdown -2.40%US.PHM Median projection 0.47, forecast error -1.58%, runup -1.58%, drawdown -1.58%US.LRCX Median projection 0.36, forecast error -4.74%, runup -4.74%, drawdown -4.74% Bucket avg Median projection 0.6, forecast error -0.30%, n 8 Corr +0.25 R² 6.3% n 8 Median projection return Actual - median

X = Median projection return. Y = actual - median. Solid line = linear trend. Orange line = bucket average. Checked: 8 · Pending: 0 · Avg: -0.30%

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 500 1.99% 2.26% -0.30% 50% 8 3.466