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 → 2026-02-10 · anchors: 104 · latest snapshot: 2026-02-13 · computed at: 2026年7月9日 下午6:40 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: 92 · Pending: 0 · Avg: +0.24%
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: 92 · Pending: 0 · Avg: -0.07%
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 | 2.33% | 3.32% | -0.07% | 41.3% | 92 | 2.234 |
| #2 | 3D | 80 | 2.42% | 3.29% | -0.10% | 40.2% | 92 | 2.276 |
| #3 | 3D | 320 | 2.45% | 3.28% | -0.12% | 38% | 92 | 2.296 |
| #4 | 3D | 120 | 2.48% | 3.29% | -0.12% | 41.3% | 92 | 2.306 |
| #5 | 3D | 160 | 2.5% | 3.27% | -0.12% | 40.2% | 92 | 2.312 |
| #6 | 3D | 240 | 2.5% | 3.29% | -0.12% | 37% | 92 | 2.327 |
| #7 | 3D | 500 | 2.53% | 3.29% | -0.14% | 41.3% | 92 | 2.334 |
| #8 | 5D | 80 | 2.76% | 4.2% | -0.38% | 46.1% | 76 | 2.792 |
| #9 | 5D | 120 | 2.83% | 4.21% | -0.28% | 47.4% | 76 | 2.812 |
| #10 | 5D | 40 | 2.88% | 4.17% | -0.51% | 47.4% | 76 | 2.857 |
| #11 | 5D | 320 | 2.98% | 4.24% | -0.13% | 44.7% | 76 | 2.882 |
| #12 | 5D | 160 | 3% | 4.24% | -0.19% | 44.7% | 76 | 2.901 |
| #13 | 5D | 240 | 3.06% | 4.26% | -0.12% | 44.7% | 76 | 2.927 |
| #14 | 5D | 500 | 3.06% | 4.27% | -0.13% | 39.5% | 76 | 2.945 |