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 → 2026-02-12 · anchors: 112 · latest snapshot: 2026-02-18 · computed at: 2026年7月9日 下午6:33 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: 100 · Pending: 0 · Avg: +0.26%
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: 100 · Pending: 0 · Avg: -0.08%
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 | 2.29% | 3.23% | -0.08% | 43% | 100 | 2.18 |
| #2 | 3D | 80 | 2.34% | 3.2% | -0.11% | 42% | 100 | 2.202 |
| #3 | 3D | 120 | 2.37% | 3.19% | -0.13% | 43% | 100 | 2.214 |
| #4 | 3D | 320 | 2.42% | 3.2% | -0.12% | 41% | 100 | 2.246 |
| #5 | 3D | 500 | 2.44% | 3.2% | -0.13% | 44% | 100 | 2.25 |
| #6 | 3D | 160 | 2.44% | 3.19% | -0.13% | 42% | 100 | 2.251 |
| #7 | 3D | 240 | 2.42% | 3.2% | -0.13% | 39% | 100 | 2.252 |
| #8 | 5D | 80 | 2.76% | 4.22% | -0.24% | 48.8% | 84 | 2.771 |
| #9 | 5D | 40 | 2.76% | 4.19% | -0.36% | 48.8% | 84 | 2.778 |
| #10 | 5D | 120 | 2.81% | 4.25% | -0.15% | 48.8% | 84 | 2.793 |
| #11 | 5D | 320 | 2.91% | 4.21% | +0.04% | 46.4% | 84 | 2.818 |
| #12 | 5D | 500 | 2.96% | 4.23% | +0.05% | 41.7% | 84 | 2.864 |
| #13 | 5D | 160 | 2.99% | 4.24% | -0.05% | 46.4% | 84 | 2.871 |
| #14 | 5D | 240 | 3.05% | 4.23% | +0.04% | 46.4% | 84 | 2.895 |
| #15 | 10D | 40 | 4.98% | 6.7% | +1.63% | 50% | 44 | 4.955 |
| #16 | 10D | 320 | 5.01% | 6.74% | +2.76% | 38.6% | 44 | 5.182 |
| #17 | 10D | 500 | 4.97% | 6.76% | +2.82% | 36.4% | 44 | 5.183 |
| #18 | 10D | 160 | 5.13% | 6.68% | +2.54% | 38.6% | 44 | 5.188 |
| #19 | 10D | 240 | 5.08% | 6.72% | +2.70% | 38.6% | 44 | 5.201 |
| #20 | 10D | 80 | 5.35% | 6.61% | +2.24% | 43.2% | 44 | 5.217 |
| #21 | 10D | 120 | 5.3% | 6.7% | +2.42% | 43.2% | 44 | 5.25 |