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.
Best rolling setting
3D · n=40
DOE results snapshot · Window: 2026-01-05 → 2026-02-06 · anchors: 96 · latest snapshot: 2026-02-11 · computed at: 2026年7月9日 下午6:45 HKT
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.
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: 84 · Pending: 0 · Avg: +0.12%
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: 84 · Pending: 0 · Avg: -0.14%
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 | 2.38% | 3.27% | -0.14% | 40.5% | 84 | 2.254 |
| #2 | 3D | 80 | 2.48% | 3.25% | -0.20% | 39.3% | 84 | 2.309 |
| #3 | 3D | 160 | 2.53% | 3.24% | -0.22% | 39.3% | 84 | 2.334 |
| #4 | 3D | 120 | 2.54% | 3.26% | -0.23% | 40.5% | 84 | 2.344 |
| #5 | 3D | 320 | 2.51% | 3.27% | -0.23% | 35.7% | 84 | 2.345 |
| #6 | 3D | 240 | 2.53% | 3.27% | -0.22% | 35.7% | 84 | 2.353 |
| #7 | 3D | 500 | 2.57% | 3.28% | -0.25% | 39.3% | 84 | 2.372 |
| #8 | 5D | 120 | 2.83% | 4.38% | -0.17% | 47.1% | 68 | 2.856 |
| #9 | 5D | 80 | 2.8% | 4.36% | -0.30% | 44.1% | 68 | 2.861 |
| #10 | 5D | 40 | 2.92% | 4.32% | -0.48% | 45.6% | 68 | 2.93 |
| #11 | 5D | 320 | 3.03% | 4.41% | -0.04% | 42.6% | 68 | 2.958 |
| #12 | 5D | 160 | 3.03% | 4.42% | -0.09% | 42.6% | 68 | 2.969 |
| #13 | 5D | 240 | 3.09% | 4.43% | -0.02% | 42.6% | 68 | 2.992 |
| #14 | 5D | 500 | 3.14% | 4.44% | -0.03% | 38.2% | 68 | 3.033 |