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 → 2026-02-17 · anchors: 120 · latest snapshot: 2026-02-20 · computed at: 2026年7月9日 下午6:28 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: 108 · Pending: 0 · Avg: +0.31%
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: 108 · Pending: 0 · Avg: -0.03%
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 | 2.2% | 3.2% | -0.03% | 45.4% | 108 | 2.111 |
| #2 | 3D | 80 | 2.31% | 3.18% | -0.06% | 43.5% | 108 | 2.168 |
| #3 | 3D | 120 | 2.36% | 3.16% | -0.08% | 44.4% | 108 | 2.187 |
| #4 | 3D | 500 | 2.36% | 3.18% | -0.10% | 45.4% | 108 | 2.195 |
| #5 | 3D | 240 | 2.37% | 3.18% | -0.09% | 40.7% | 108 | 2.21 |
| #6 | 3D | 320 | 2.4% | 3.17% | -0.09% | 42.6% | 108 | 2.217 |
| #7 | 3D | 160 | 2.41% | 3.17% | -0.09% | 43.5% | 108 | 2.219 |
| #8 | 5D | 80 | 2.77% | 4.12% | -0.18% | 46.7% | 92 | 2.737 |
| #9 | 5D | 120 | 2.81% | 4.15% | -0.12% | 46.7% | 92 | 2.759 |
| #10 | 5D | 40 | 2.88% | 4.1% | -0.30% | 47.8% | 92 | 2.801 |
| #11 | 5D | 160 | 3% | 4.15% | +0.01% | 45.7% | 92 | 2.84 |
| #12 | 5D | 320 | 3.01% | 4.13% | +0.12% | 44.6% | 92 | 2.857 |
| #13 | 5D | 240 | 3.08% | 4.16% | +0.12% | 44.6% | 92 | 2.903 |
| #14 | 5D | 500 | 3.07% | 4.16% | +0.14% | 40.2% | 92 | 2.911 |
| #15 | 10D | 40 | 4.28% | 6.28% | +1.09% | 50% | 52 | 4.377 |
| #16 | 10D | 80 | 4.55% | 6.14% | +1.63% | 46.2% | 52 | 4.553 |
| #17 | 10D | 120 | 4.55% | 6.21% | +1.81% | 48.1% | 52 | 4.6 |
| #18 | 10D | 160 | 4.63% | 6.19% | +1.94% | 44.2% | 52 | 4.662 |
| #19 | 10D | 240 | 4.83% | 6.18% | +2.15% | 44.2% | 52 | 4.79 |
| #20 | 10D | 500 | 4.79% | 6.2% | +2.28% | 42.3% | 52 | 4.801 |
| #21 | 10D | 320 | 4.89% | 6.19% | +2.22% | 44.2% | 52 | 4.834 |