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 2026-02-11
DOE calibrated as-of 2026-02-11
Window 2026-01-05 → 2026-02-06
Anchors 96
Lookback 730D
Confidence low
Computed at 2026年7月9日 下午6:45 HKT
Point-in-time Point-in-time safe

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

Median abs error2.38%
Mean abs error3.27%
Bias-0.14%
Inside P25/P7540.5%

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 2.38%
Bias -0.14%
P25/P75 hit 40.5%
n 84
Rank Best setting
Setting 3D · n=80
Median abs 2.48%
Bias -0.20%
P25/P75 hit 39.3%
n 84
Rank #2 Candidate
Setting 3D · n=160
Median abs 2.53%
Bias -0.22%
P25/P75 hit 39.3%
n 84
Rank #3 Candidate
Setting 3D · n=120
Median abs 2.54%
Bias -0.23%
P25/P75 hit 40.5%
n 84
Rank #4 Candidate
Setting 3D · n=320
Median abs 2.51%
Bias -0.23%
P25/P75 hit 35.7%
n 84
Rank #5 Candidate
Setting 3D · n=240
Median abs 2.53%
Bias -0.22%
P25/P75 hit 35.7%
n 84
Rank #6 Candidate
Setting 3D · n=500
Median abs 2.57%
Bias -0.25%
P25/P75 hit 39.3%
n 84
Rank #7 Candidate
Setting 5D · n=120
Median abs 2.83%
Bias -0.17%
P25/P75 hit 47.1%
n 68
Rank #8 Candidate
Setting 5D · n=80
Median abs 2.8%
Bias -0.30%
P25/P75 hit 44.1%
n 68
Rank #9 Candidate
Setting 5D · n=40
Median abs 2.92%
Bias -0.48%
P25/P75 hit 45.6%
n 68
Rank #10 Candidate
Setting 5D · n=320
Median abs 3.03%
Bias -0.04%
P25/P75 hit 42.6%
n 68
Rank #11 Candidate
Setting 5D · n=160
Median abs 3.03%
Bias -0.09%
P25/P75 hit 42.6%
n 68
Rank #12 Candidate

Best setting 3D · n=40: median projection vs actual return

-2 0 2 -14.00% 0.00% +10.00% US.TDY Median projection 0.42, actual return +1.11%, runup +0.69%, drawdown -0.69%US.LYB Median projection 0.55, actual return +2.16%, runup +1.61%, drawdown -1.61%US.LHX Median projection -0.32, actual return +4.76%, runup +5.08%, drawdown -5.08%US.F Median projection 0.18, actual return -2.92%, runup -3.10%, drawdown -3.10%US.LRCX Median projection 0.48, actual return -4.38%, runup -4.86%, drawdown -4.86%US.SNDK Median projection 0.48, actual return +2.76%, runup +2.28%, drawdown -2.28%US.AMAT Median projection 0.65, actual return +0.24%, runup -0.41%, drawdown -0.41%US.PHM Median projection 0.83, actual return -1.11%, runup -1.94%, drawdown -1.94%US.SATS Median projection 0.56, actual return -2.00%, runup -2.56%, drawdown -2.56%US.WMT Median projection -1, actual return +1.04%, runup +2.04%, drawdown -2.04%US.AKAM Median projection 0.65, actual return +0.28%, runup -0.37%, drawdown -0.37%US.DG Median projection 0.51, actual return +1.93%, runup +1.42%, drawdown -1.42%US.MRNA Median projection -0.2, actual return +5.63%, runup +5.83%, drawdown -5.83%US.INTC Median projection 0.56, actual return -0.70%, runup -1.26%, drawdown -1.26%US.BNY Median projection -1.06, actual return -1.30%, runup -0.24%, drawdown -0.24%US.HII Median projection 1.01, actual return +3.46%, runup +2.45%, drawdown -2.45%US.ACN Median projection 0.29, actual return -5.49%, runup -5.78%, drawdown -5.78%US.LYB Median projection 0.73, actual return -6.04%, runup -6.77%, drawdown -6.77%US.ADM Median projection 1.08, actual return +1.98%, runup +0.90%, drawdown -0.90%US.SATS Median projection 1.25, actual return -6.93%, runup -8.18%, drawdown -8.18%US.ADM Median projection 1.04, actual return +1.70%, runup +0.66%, drawdown -0.66%US.JBL Median projection 0.56, actual return -0.01%, runup -0.57%, drawdown -0.57%US.APH Median projection 0.51, actual return +0.25%, runup -0.26%, drawdown -0.26%US.BLK Median projection -0.79, actual return -2.49%, runup -1.70%, drawdown -1.70%US.EXC Median projection -0.48, actual return -0.29%, runup +0.19%, drawdown -0.19%US.PWR Median projection 0.79, actual return +0.43%, runup -0.36%, drawdown -0.36%US.PPL Median projection -0.48, actual return -0.54%, runup -0.06%, drawdown -0.06%US.FE Median projection -0.68, actual return -0.61%, runup +0.07%, drawdown -0.07%US.CHD Median projection 1.19, actual return +0.30%, runup -0.89%, drawdown -0.89%US.KVUE Median projection -0.2, actual return +1.19%, runup +1.39%, drawdown -1.39%US.SNDK Median projection 0.32, actual return +4.57%, runup +4.25%, drawdown -4.25%US.PPL Median projection 1.08, actual return -1.90%, runup -2.98%, drawdown -2.98%US.FITB Median projection 0.27, actual return -4.48%, runup -4.75%, drawdown -4.75%US.CFG Median projection -0.22, actual return -2.40%, runup -2.18%, drawdown -2.18%US.Q Median projection 0.42, actual return -5.80%, runup -6.22%, drawdown -6.22%US.TDY Median projection 0.42, actual return -2.29%, runup -2.71%, drawdown -2.71%US.KMI Median projection 0.31, actual return -0.34%, runup -0.65%, drawdown -0.65%US.NTRS Median projection -1.29, actual return -2.06%, runup -0.77%, drawdown -0.77%US.OKE Median projection 0.31, actual return -1.04%, runup -1.35%, drawdown -1.35%US.KVUE Median projection 0.87, actual return -1.41%, runup -2.28%, drawdown -2.28%US.PKG Median projection 0.14, actual return -3.45%, runup -3.59%, drawdown -3.59%US.WMB Median projection 0.2, actual return +3.02%, runup +2.82%, drawdown -2.82%US.GILD Median projection 0.22, actual return +2.79%, runup +2.57%, drawdown -2.57%US.SW Median projection 0.77, actual return -3.17%, runup -3.94%, drawdown -3.94%US.NEM Median projection 0.43, actual return +0.80%, runup +0.37%, drawdown -0.37%US.TSN Median projection 1.15, actual return +2.34%, runup +1.19%, drawdown -1.19%US.CTVA Median projection -0.04, actual return +1.67%, runup +1.71%, drawdown -1.71%US.GILD Median projection -0.68, actual return +1.28%, runup +1.96%, drawdown -1.96%US.STX Median projection 0.12, actual return +9.66%, runup +9.54%, drawdown -9.54%US.APH Median projection 0.12, actual return -13.34%, runup -13.46%, drawdown -13.46%US.SYY Median projection 0.37, actual return -0.08%, runup -0.45%, drawdown -0.45%US.GLW Median projection 0.12, actual return -5.91%, runup -6.03%, drawdown -6.03%US.GEV Median projection 0.39, actual return +6.10%, runup +5.71%, drawdown -5.71%US.TXN Median projection 0.27, actual return +4.09%, runup +3.82%, drawdown -3.82%US.FFIV Median projection -0.05, actual return -3.96%, runup -3.91%, drawdown -3.91%US.STX Median projection 0.12, actual return -2.25%, runup -2.37%, drawdown -2.37%US.RCL Median projection 0.34, actual return -5.69%, runup -6.03%, drawdown -6.03%US.TT Median projection 0.65, actual return +2.18%, runup +1.53%, drawdown -1.53%US.META Median projection 0.36, actual return -6.31%, runup -6.67%, drawdown -6.67%US.LRCX Median projection 0.25, actual return -7.28%, runup -7.53%, drawdown -7.53%US.VZ Median projection 0.13, actual return +5.59%, runup +5.46%, drawdown -5.46%US.DECK Median projection -0.29, actual return -5.94%, runup -5.65%, drawdown -5.65%US.SNDK Median projection -0.64, actual return +1.44%, runup +2.08%, drawdown -2.08%US.BEN Median projection -1.23, actual return +4.55%, runup +5.78%, drawdown -5.78%US.ODFL Median projection 0.93, actual return +8.60%, runup +7.67%, drawdown -7.67%US.FDX Median projection 0.94, actual return +8.55%, runup +7.61%, drawdown -7.61%US.TXN Median projection 0.25, actual return -0.46%, runup -0.71%, drawdown -0.71%US.CAT Median projection 1.18, actual return -1.82%, runup -3.00%, drawdown -3.00%US.DVA Median projection 0.06, actual return +4.53%, runup +4.47%, drawdown -4.47%US.FDX Median projection 1.27, actual return +4.47%, runup +3.20%, drawdown -3.20%US.BALL Median projection 0.34, actual return +7.61%, runup +7.27%, drawdown -7.27%US.TER Median projection -1.19, actual return +6.05%, runup +7.24%, drawdown -7.24%US.ITW Median projection 0.72, actual return +0.62%, runup -0.10%, drawdown -0.10%US.ODFL Median projection 0.79, actual return -5.96%, runup -6.75%, drawdown -6.75%US.IR Median projection 0.74, actual return +1.01%, runup +0.27%, drawdown -0.27%US.BALL Median projection 0.55, actual return +2.84%, runup +2.29%, drawdown -2.29%US.BALL Median projection 0.88, actual return +2.37%, runup +1.49%, drawdown -1.49%US.MCK Median projection -0.14, actual return -2.36%, runup -2.22%, drawdown -2.22%US.HSY Median projection 0.54, actual return +2.06%, runup +1.52%, drawdown -1.52%US.TPR Median projection -0.09, actual return +6.98%, runup +7.07%, drawdown -7.07%US.TPR Median projection -0.7, actual return +1.69%, runup +2.39%, drawdown -2.39%US.CCL Median projection -0.7, actual return -2.65%, runup -1.95%, drawdown -1.95%US.ALGN Median projection -0.15, actual return +5.28%, runup +5.43%, drawdown -5.43%US.BIIB Median projection 0.64, actual return -4.96%, runup -5.60%, drawdown -5.60% Bucket avg Median projection -0.5, actual return +0.74%, n 23Bucket avg Median projection 0.6, actual return -0.12%, n 61 Corr -0.03 R² 0.1% n 84 Median projection return 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

-2 0 2 -14.00% 0.00% +10.00% US.TDY Median projection 0.42, forecast error +0.69%, runup +0.69%, drawdown -0.69%US.LYB Median projection 0.55, forecast error +1.61%, runup +1.61%, drawdown -1.61%US.LHX Median projection -0.32, forecast error +5.08%, runup +5.08%, drawdown -5.08%US.F Median projection 0.18, forecast error -3.10%, runup -3.10%, drawdown -3.10%US.LRCX Median projection 0.48, forecast error -4.86%, runup -4.86%, drawdown -4.86%US.SNDK Median projection 0.48, forecast error +2.28%, runup +2.28%, drawdown -2.28%US.AMAT Median projection 0.65, forecast error -0.41%, runup -0.41%, drawdown -0.41%US.PHM Median projection 0.83, forecast error -1.94%, runup -1.94%, drawdown -1.94%US.SATS Median projection 0.56, forecast error -2.56%, runup -2.56%, drawdown -2.56%US.WMT Median projection -1, forecast error +2.04%, runup +2.04%, drawdown -2.04%US.AKAM Median projection 0.65, forecast error -0.37%, runup -0.37%, drawdown -0.37%US.DG Median projection 0.51, forecast error +1.42%, runup +1.42%, drawdown -1.42%US.MRNA Median projection -0.2, forecast error +5.83%, runup +5.83%, drawdown -5.83%US.INTC Median projection 0.56, forecast error -1.26%, runup -1.26%, drawdown -1.26%US.BNY Median projection -1.06, forecast error -0.24%, runup -0.24%, drawdown -0.24%US.HII Median projection 1.01, forecast error +2.45%, runup +2.45%, drawdown -2.45%US.ACN Median projection 0.29, forecast error -5.78%, runup -5.78%, drawdown -5.78%US.LYB Median projection 0.73, forecast error -6.77%, runup -6.77%, drawdown -6.77%US.ADM Median projection 1.08, forecast error +0.90%, runup +0.90%, drawdown -0.90%US.SATS Median projection 1.25, forecast error -8.18%, runup -8.18%, drawdown -8.18%US.ADM Median projection 1.04, forecast error +0.66%, runup +0.66%, drawdown -0.66%US.JBL Median projection 0.56, forecast error -0.57%, runup -0.57%, drawdown -0.57%US.APH Median projection 0.51, forecast error -0.26%, runup -0.26%, drawdown -0.26%US.BLK Median projection -0.79, forecast error -1.70%, runup -1.70%, drawdown -1.70%US.EXC Median projection -0.48, forecast error +0.19%, runup +0.19%, drawdown -0.19%US.PWR Median projection 0.79, forecast error -0.36%, runup -0.36%, drawdown -0.36%US.PPL Median projection -0.48, forecast error -0.06%, runup -0.06%, drawdown -0.06%US.FE Median projection -0.68, forecast error +0.07%, runup +0.07%, drawdown -0.07%US.CHD Median projection 1.19, forecast error -0.89%, runup -0.89%, drawdown -0.89%US.KVUE Median projection -0.2, forecast error +1.39%, runup +1.39%, drawdown -1.39%US.SNDK Median projection 0.32, forecast error +4.25%, runup +4.25%, drawdown -4.25%US.PPL Median projection 1.08, forecast error -2.98%, runup -2.98%, drawdown -2.98%US.FITB Median projection 0.27, forecast error -4.75%, runup -4.75%, drawdown -4.75%US.CFG Median projection -0.22, forecast error -2.18%, runup -2.18%, drawdown -2.18%US.Q Median projection 0.42, forecast error -6.22%, runup -6.22%, drawdown -6.22%US.TDY Median projection 0.42, forecast error -2.71%, runup -2.71%, drawdown -2.71%US.KMI Median projection 0.31, forecast error -0.65%, runup -0.65%, drawdown -0.65%US.NTRS Median projection -1.29, forecast error -0.77%, runup -0.77%, drawdown -0.77%US.OKE Median projection 0.31, forecast error -1.35%, runup -1.35%, drawdown -1.35%US.KVUE Median projection 0.87, forecast error -2.28%, runup -2.28%, drawdown -2.28%US.PKG Median projection 0.14, forecast error -3.59%, runup -3.59%, drawdown -3.59%US.WMB Median projection 0.2, forecast error +2.82%, runup +2.82%, drawdown -2.82%US.GILD Median projection 0.22, forecast error +2.57%, runup +2.57%, drawdown -2.57%US.SW Median projection 0.77, forecast error -3.94%, runup -3.94%, drawdown -3.94%US.NEM Median projection 0.43, forecast error +0.37%, runup +0.37%, drawdown -0.37%US.TSN Median projection 1.15, forecast error +1.19%, runup +1.19%, drawdown -1.19%US.CTVA Median projection -0.04, forecast error +1.71%, runup +1.71%, drawdown -1.71%US.GILD Median projection -0.68, forecast error +1.96%, runup +1.96%, drawdown -1.96%US.STX Median projection 0.12, forecast error +9.54%, runup +9.54%, drawdown -9.54%US.APH Median projection 0.12, forecast error -13.46%, runup -13.46%, drawdown -13.46%US.SYY Median projection 0.37, forecast error -0.45%, runup -0.45%, drawdown -0.45%US.GLW Median projection 0.12, forecast error -6.03%, runup -6.03%, drawdown -6.03%US.GEV Median projection 0.39, forecast error +5.71%, runup +5.71%, drawdown -5.71%US.TXN Median projection 0.27, forecast error +3.82%, runup +3.82%, drawdown -3.82%US.FFIV Median projection -0.05, forecast error -3.91%, runup -3.91%, drawdown -3.91%US.STX Median projection 0.12, forecast error -2.37%, runup -2.37%, drawdown -2.37%US.RCL Median projection 0.34, forecast error -6.03%, runup -6.03%, drawdown -6.03%US.TT Median projection 0.65, forecast error +1.53%, runup +1.53%, drawdown -1.53%US.META Median projection 0.36, forecast error -6.67%, runup -6.67%, drawdown -6.67%US.LRCX Median projection 0.25, forecast error -7.53%, runup -7.53%, drawdown -7.53%US.VZ Median projection 0.13, forecast error +5.46%, runup +5.46%, drawdown -5.46%US.DECK Median projection -0.29, forecast error -5.65%, runup -5.65%, drawdown -5.65%US.SNDK Median projection -0.64, forecast error +2.08%, runup +2.08%, drawdown -2.08%US.BEN Median projection -1.23, forecast error +5.78%, runup +5.78%, drawdown -5.78%US.ODFL Median projection 0.93, forecast error +7.67%, runup +7.67%, drawdown -7.67%US.FDX Median projection 0.94, forecast error +7.61%, runup +7.61%, drawdown -7.61%US.TXN Median projection 0.25, forecast error -0.71%, runup -0.71%, drawdown -0.71%US.CAT Median projection 1.18, forecast error -3.00%, runup -3.00%, drawdown -3.00%US.DVA Median projection 0.06, forecast error +4.47%, runup +4.47%, drawdown -4.47%US.FDX Median projection 1.27, forecast error +3.20%, runup +3.20%, drawdown -3.20%US.BALL Median projection 0.34, forecast error +7.27%, runup +7.27%, drawdown -7.27%US.TER Median projection -1.19, forecast error +7.24%, runup +7.24%, drawdown -7.24%US.ITW Median projection 0.72, forecast error -0.10%, runup -0.10%, drawdown -0.10%US.ODFL Median projection 0.79, forecast error -6.75%, runup -6.75%, drawdown -6.75%US.IR Median projection 0.74, forecast error +0.27%, runup +0.27%, drawdown -0.27%US.BALL Median projection 0.55, forecast error +2.29%, runup +2.29%, drawdown -2.29%US.BALL Median projection 0.88, forecast error +1.49%, runup +1.49%, drawdown -1.49%US.MCK Median projection -0.14, forecast error -2.22%, runup -2.22%, drawdown -2.22%US.HSY Median projection 0.54, forecast error +1.52%, runup +1.52%, drawdown -1.52%US.TPR Median projection -0.09, forecast error +7.07%, runup +7.07%, drawdown -7.07%US.TPR Median projection -0.7, forecast error +2.39%, runup +2.39%, drawdown -2.39%US.CCL Median projection -0.7, forecast error -1.95%, runup -1.95%, drawdown -1.95%US.ALGN Median projection -0.15, forecast error +5.43%, runup +5.43%, drawdown -5.43%US.BIIB Median projection 0.64, forecast error -5.60%, runup -5.60%, drawdown -5.60% Bucket avg Median projection -0.5, forecast error +1.29%, n 23Bucket avg Median projection 0.6, forecast error -0.68%, n 61 Corr -0.17 R² 3.0% n 84 Median projection return Actual - median

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