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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 2026-01-20
DOE calibrated as-of 2026-01-20
Window 2026-01-05 → 2026-01-14
Anchors 32
Lookback 730D
Confidence low
Computed at 2026年7月10日 上午9:38 HKT
Point-in-time Point-in-time safe

Best rolling setting

3D · n=120

DOE results snapshot · Window: 2026-01-05 → 2026-01-14 · anchors: 32 · latest snapshot: 2026-01-20 · computed at: 2026年7月10日 上午9:38 HKT

Median abs error1.84%
Mean abs error2.78%
Bias-0.65%
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=120
Median abs 1.84%
Bias -0.65%
P25/P75 hit 45%
n 20
Rank Best setting

Best setting 3D · n=120: median projection vs actual return

-2 0 2 -8.00% 0.00% +6.00% US.LYB Median projection 0.63, actual return +2.16%, runup +1.53%, drawdown -1.53%US.TDY Median projection 0.67, actual return +1.11%, runup +0.44%, drawdown -0.44%US.LHX Median projection 0.6, actual return +4.76%, runup +4.16%, drawdown -4.16%US.F Median projection 0.63, actual return -2.92%, runup -3.55%, drawdown -3.55%US.SNDK Median projection 0.38, actual return +2.76%, runup +2.38%, drawdown -2.38%US.LRCX Median projection 0.38, actual return -4.38%, runup -4.76%, drawdown -4.76%US.AMAT Median projection 0.53, actual return +0.24%, runup -0.29%, drawdown -0.29%US.PHM Median projection 0.64, actual return -1.11%, runup -1.75%, drawdown -1.75%US.WMT Median projection -0.18, actual return +1.04%, runup +1.22%, drawdown -1.22%US.DG Median projection 0.42, actual return +1.93%, runup +1.51%, drawdown -1.51%US.SATS Median projection -0.07, actual return -2.00%, runup -1.93%, drawdown -1.93%US.AKAM Median projection 0.48, actual return +0.28%, runup -0.20%, drawdown -0.20%US.INTC Median projection 0.43, actual return -0.70%, runup -1.13%, drawdown -1.13%US.MRNA Median projection 0.35, actual return +5.63%, runup +5.28%, drawdown -5.28%US.BNY Median projection -0.28, actual return -1.30%, runup -1.02%, drawdown -1.02%US.HII Median projection 0.35, actual return +3.46%, runup +3.11%, drawdown -3.11%US.SATS Median projection 0.35, actual return -6.93%, runup -7.28%, drawdown -7.28%US.ACN Median projection 0.27, actual return -5.49%, runup -5.76%, drawdown -5.76%US.ADM Median projection 0.32, actual return +1.98%, runup +1.66%, drawdown -1.66%US.LYB Median projection 0.65, actual return -6.04%, runup -6.69%, drawdown -6.69% Bucket avg Median projection -0.2, actual return -0.75%, n 3Bucket avg Median projection 0.5, actual return -0.19%, n 17 Corr +0.05 R² 0.3% n 20 Median projection return Actual return

X = Median projection return. Y = actual return. Solid line = linear trend. Orange line = bucket average. Checked: 20 · Pending: 0 · Avg: -0.28%

Best setting 3D · n=120: median projection vs forecast error

-2 0 2 -8.00% 0.00% +6.00% US.LYB Median projection 0.63, forecast error +1.53%, runup +1.53%, drawdown -1.53%US.TDY Median projection 0.67, forecast error +0.44%, runup +0.44%, drawdown -0.44%US.LHX Median projection 0.6, forecast error +4.16%, runup +4.16%, drawdown -4.16%US.F Median projection 0.63, forecast error -3.55%, runup -3.55%, drawdown -3.55%US.SNDK Median projection 0.38, forecast error +2.38%, runup +2.38%, drawdown -2.38%US.LRCX Median projection 0.38, forecast error -4.76%, runup -4.76%, drawdown -4.76%US.AMAT Median projection 0.53, forecast error -0.29%, runup -0.29%, drawdown -0.29%US.PHM Median projection 0.64, forecast error -1.75%, runup -1.75%, drawdown -1.75%US.WMT Median projection -0.18, forecast error +1.22%, runup +1.22%, drawdown -1.22%US.DG Median projection 0.42, forecast error +1.51%, runup +1.51%, drawdown -1.51%US.SATS Median projection -0.07, forecast error -1.93%, runup -1.93%, drawdown -1.93%US.AKAM Median projection 0.48, forecast error -0.20%, runup -0.20%, drawdown -0.20%US.INTC Median projection 0.43, forecast error -1.13%, runup -1.13%, drawdown -1.13%US.MRNA Median projection 0.35, forecast error +5.28%, runup +5.28%, drawdown -5.28%US.BNY Median projection -0.28, forecast error -1.02%, runup -1.02%, drawdown -1.02%US.HII Median projection 0.35, forecast error +3.11%, runup +3.11%, drawdown -3.11%US.SATS Median projection 0.35, forecast error -7.28%, runup -7.28%, drawdown -7.28%US.ACN Median projection 0.27, forecast error -5.76%, runup -5.76%, drawdown -5.76%US.ADM Median projection 0.32, forecast error +1.66%, runup +1.66%, drawdown -1.66%US.LYB Median projection 0.65, forecast error -6.69%, runup -6.69%, drawdown -6.69% Bucket avg Median projection -0.2, forecast error -0.58%, n 3Bucket avg Median projection 0.5, forecast error -0.67%, n 17 Corr -0.03 R² 0.1% n 20 Median projection return Actual - median

X = Median projection return. Y = actual - median. Solid line = linear trend. Orange line = bucket average. Checked: 20 · Pending: 0 · Avg: -0.65%

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 120 1.84% 2.78% -0.65% 45% 20 2.678