Solorank.ai
Login

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 2026-01-28
DOE calibrated as-of 2026-01-28
Window 2026-01-05 → 2026-01-23
Anchors 56
Lookback 730D
Confidence low
Computed at 2026年7月9日 下午7:03 HKT
Point-in-time Point-in-time safe

Best rolling setting

3D · n=80

DOE results snapshot · Window: 2026-01-05 → 2026-01-23 · anchors: 56 · latest snapshot: 2026-01-28 · computed at: 2026年7月9日 下午7:03 HKT

Median abs error1.62%
Mean abs error2.39%
Bias-0.91%
Inside P25/P7547.7%

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 1.62%
Bias -0.91%
P25/P75 hit 47.7%
n 44
Rank Best setting
Setting 3D · n=120
Median abs 1.79%
Bias -0.93%
P25/P75 hit 50%
n 44
Rank #2 Candidate
Setting 3D · n=160
Median abs 1.88%
Bias -0.91%
P25/P75 hit 47.7%
n 44
Rank #3 Candidate
Setting 3D · n=40
Median abs 1.99%
Bias -0.83%
P25/P75 hit 43.2%
n 44
Rank #4 Candidate
Setting 3D · n=240
Median abs 1.97%
Bias -0.99%
P25/P75 hit 45.5%
n 44
Rank #5 Candidate
Setting 3D · n=500
Median abs 1.97%
Bias -1.06%
P25/P75 hit 50%
n 44
Rank #6 Candidate
Setting 3D · n=320
Median abs 1.98%
Bias -1.01%
P25/P75 hit 45.5%
n 44
Rank #7 Candidate

Best setting 3D · n=80: median projection vs actual return

-2 0 2 -8.00% 0.00% +6.00% US.TDY Median projection 0.34, actual return +1.11%, runup +0.77%, drawdown -0.77%US.LYB Median projection 0.63, actual return +2.16%, runup +1.53%, drawdown -1.53%US.F Median projection 0.6, actual return -2.92%, runup -3.52%, drawdown -3.52%US.LHX Median projection 0.34, actual return +4.76%, runup +4.42%, drawdown -4.42%US.LRCX Median projection 0.43, actual return -4.38%, runup -4.81%, drawdown -4.81%US.SNDK Median projection 0.43, actual return +2.76%, runup +2.33%, drawdown -2.33%US.AMAT Median projection 0.43, actual return +0.24%, runup -0.19%, drawdown -0.19%US.PHM Median projection 0.48, actual return -1.11%, runup -1.59%, drawdown -1.59%US.AKAM Median projection 0.28, actual return +0.28%, runup 0.00%, drawdown 0.00%US.DG Median projection 0.28, actual return +1.93%, runup +1.65%, drawdown -1.65%US.SATS Median projection 0.28, actual return -2.00%, runup -2.28%, drawdown -2.28%US.WMT Median projection -0.31, actual return +1.04%, runup +1.35%, drawdown -1.35%US.MRNA Median projection 0.43, actual return +5.63%, runup +5.20%, drawdown -5.20%US.HII Median projection 0.75, actual return +3.46%, runup +2.71%, drawdown -2.71%US.BNY Median projection -0.34, actual return -1.30%, runup -0.96%, drawdown -0.96%US.INTC Median projection 0.65, actual return -0.70%, runup -1.35%, drawdown -1.35%US.LYB Median projection 0.99, actual return -6.04%, runup -7.03%, drawdown -7.03%US.ACN Median projection 0.43, actual return -5.49%, runup -5.92%, drawdown -5.92%US.ADM Median projection 0.67, actual return +1.98%, runup +1.31%, drawdown -1.31%US.SATS Median projection 0.69, actual return -6.93%, runup -7.62%, drawdown -7.62%US.ADM Median projection 1.07, actual return +1.70%, runup +0.63%, drawdown -0.63%US.JBL Median projection 0.95, actual return -0.01%, runup -0.96%, drawdown -0.96%US.APH Median projection 0.77, actual return +0.25%, runup -0.52%, drawdown -0.52%US.BLK Median projection -0.31, actual return -2.49%, runup -2.18%, drawdown -2.18%US.EXC Median projection -0.16, actual return -0.29%, runup -0.13%, drawdown -0.13%US.PWR Median projection 0.74, actual return +0.43%, runup -0.31%, drawdown -0.31%US.PPL Median projection 0.3, actual return -0.54%, runup -0.84%, drawdown -0.84%US.FE Median projection 0.36, actual return -0.61%, runup -0.97%, drawdown -0.97%US.CHD Median projection 1.19, actual return +0.30%, runup -0.89%, drawdown -0.89%US.KVUE Median projection -0.19, actual return +1.19%, runup +1.38%, drawdown -1.38%US.PPL Median projection 0.8, actual return -1.90%, runup -2.70%, drawdown -2.70%US.SNDK Median projection 0.56, actual return +4.57%, runup +4.01%, drawdown -4.01%US.TDY Median projection 0.56, actual return -2.29%, runup -2.85%, drawdown -2.85%US.FITB Median projection 0.13, actual return -4.48%, runup -4.61%, drawdown -4.61%US.Q Median projection 0.42, actual return -5.80%, runup -6.22%, drawdown -6.22%US.CFG Median projection 0.22, actual return -2.40%, runup -2.62%, drawdown -2.62%US.NTRS Median projection -0.9, actual return -2.06%, runup -1.16%, drawdown -1.16%US.KMI Median projection 0.65, actual return -0.34%, runup -0.99%, drawdown -0.99%US.OKE Median projection 0.29, actual return -1.04%, runup -1.33%, drawdown -1.33%US.KVUE Median projection -0.27, actual return -1.41%, runup -1.14%, drawdown -1.14%US.SW Median projection 0.25, actual return -3.17%, runup -3.42%, drawdown -3.42%US.PKG Median projection 0, actual return -3.45%, runup -3.45%, drawdown -3.45%US.GILD Median projection 0.22, actual return +2.79%, runup +2.57%, drawdown -2.57%US.WMB Median projection 0.3, actual return +3.02%, runup +2.72%, drawdown -2.72% Bucket avg Median projection -0.4, actual return -0.76%, n 7Bucket avg Median projection 0.5, actual return -0.49%, n 37 Corr +0.07 R² 0.5% n 44 Median projection return Actual return

X = Median projection return. Y = actual return. Solid line = linear trend. Orange line = bucket average. Checked: 44 · Pending: 0 · Avg: -0.54%

Best setting 3D · n=80: median projection vs forecast error

-2 0 2 -8.00% 0.00% +6.00% US.TDY Median projection 0.34, forecast error +0.77%, runup +0.77%, drawdown -0.77%US.LYB Median projection 0.63, forecast error +1.53%, runup +1.53%, drawdown -1.53%US.F Median projection 0.6, forecast error -3.52%, runup -3.52%, drawdown -3.52%US.LHX Median projection 0.34, forecast error +4.42%, runup +4.42%, drawdown -4.42%US.LRCX Median projection 0.43, forecast error -4.81%, runup -4.81%, drawdown -4.81%US.SNDK Median projection 0.43, forecast error +2.33%, runup +2.33%, drawdown -2.33%US.AMAT Median projection 0.43, forecast error -0.19%, runup -0.19%, drawdown -0.19%US.PHM Median projection 0.48, forecast error -1.59%, runup -1.59%, drawdown -1.59%US.AKAM Median projection 0.28, forecast error 0.00%, runup 0.00%, drawdown 0.00%US.DG Median projection 0.28, forecast error +1.65%, runup +1.65%, drawdown -1.65%US.SATS Median projection 0.28, forecast error -2.28%, runup -2.28%, drawdown -2.28%US.WMT Median projection -0.31, forecast error +1.35%, runup +1.35%, drawdown -1.35%US.MRNA Median projection 0.43, forecast error +5.20%, runup +5.20%, drawdown -5.20%US.HII Median projection 0.75, forecast error +2.71%, runup +2.71%, drawdown -2.71%US.BNY Median projection -0.34, forecast error -0.96%, runup -0.96%, drawdown -0.96%US.INTC Median projection 0.65, forecast error -1.35%, runup -1.35%, drawdown -1.35%US.LYB Median projection 0.99, forecast error -7.03%, runup -7.03%, drawdown -7.03%US.ACN Median projection 0.43, forecast error -5.92%, runup -5.92%, drawdown -5.92%US.ADM Median projection 0.67, forecast error +1.31%, runup +1.31%, drawdown -1.31%US.SATS Median projection 0.69, forecast error -7.62%, runup -7.62%, drawdown -7.62%US.ADM Median projection 1.07, forecast error +0.63%, runup +0.63%, drawdown -0.63%US.JBL Median projection 0.95, forecast error -0.96%, runup -0.96%, drawdown -0.96%US.APH Median projection 0.77, forecast error -0.52%, runup -0.52%, drawdown -0.52%US.BLK Median projection -0.31, forecast error -2.18%, runup -2.18%, drawdown -2.18%US.EXC Median projection -0.16, forecast error -0.13%, runup -0.13%, drawdown -0.13%US.PWR Median projection 0.74, forecast error -0.31%, runup -0.31%, drawdown -0.31%US.PPL Median projection 0.3, forecast error -0.84%, runup -0.84%, drawdown -0.84%US.FE Median projection 0.36, forecast error -0.97%, runup -0.97%, drawdown -0.97%US.CHD Median projection 1.19, forecast error -0.89%, runup -0.89%, drawdown -0.89%US.KVUE Median projection -0.19, forecast error +1.38%, runup +1.38%, drawdown -1.38%US.PPL Median projection 0.8, forecast error -2.70%, runup -2.70%, drawdown -2.70%US.SNDK Median projection 0.56, forecast error +4.01%, runup +4.01%, drawdown -4.01%US.TDY Median projection 0.56, forecast error -2.85%, runup -2.85%, drawdown -2.85%US.FITB Median projection 0.13, forecast error -4.61%, runup -4.61%, drawdown -4.61%US.Q Median projection 0.42, forecast error -6.22%, runup -6.22%, drawdown -6.22%US.CFG Median projection 0.22, forecast error -2.62%, runup -2.62%, drawdown -2.62%US.NTRS Median projection -0.9, forecast error -1.16%, runup -1.16%, drawdown -1.16%US.KMI Median projection 0.65, forecast error -0.99%, runup -0.99%, drawdown -0.99%US.OKE Median projection 0.29, forecast error -1.33%, runup -1.33%, drawdown -1.33%US.KVUE Median projection -0.27, forecast error -1.14%, runup -1.14%, drawdown -1.14%US.SW Median projection 0.25, forecast error -3.42%, runup -3.42%, drawdown -3.42%US.PKG Median projection 0, forecast error -3.45%, runup -3.45%, drawdown -3.45%US.GILD Median projection 0.22, forecast error +2.57%, runup +2.57%, drawdown -2.57%US.WMB Median projection 0.3, forecast error +2.72%, runup +2.72%, drawdown -2.72% Bucket avg Median projection -0.4, forecast error -0.41%, n 7Bucket avg Median projection 0.5, forecast error -1.00%, n 37 Corr -0.07 R² 0.5% n 44 Median projection return Actual - median

X = Median projection return. Y = actual - median. Solid line = linear trend. Orange line = bucket average. Checked: 44 · Pending: 0 · Avg: -0.91%

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 1.62% 2.39% -0.91% 47.7% 44 1.664
#2 3D 120 1.79% 2.39% -0.93% 50% 44 1.746
#3 3D 160 1.88% 2.34% -0.91% 47.7% 44 1.776
#4 3D 40 1.99% 2.39% -0.83% 43.2% 44 1.848
#5 3D 240 1.97% 2.38% -0.99% 45.5% 44 1.853
#6 3D 500 1.97% 2.42% -1.06% 50% 44 1.866
#7 3D 320 1.98% 2.4% -1.01% 45.5% 44 1.868