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: 2026-01-07 → 2026-02-19 · anchors: 120 · latest snapshot: 2026-02-24 · computed at: 2026年7月9日 下午6:23 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: 116 · Pending: 0 · Avg: +0.38%
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: 116 · Pending: 0 · Avg: +0.01%
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 | 2.24% | 3.21% | +0.01% | 44.8% | 116 | 2.133 |
| #2 | 3D | 80 | 2.31% | 3.19% | +0.01% | 44% | 116 | 2.163 |
| #3 | 3D | 120 | 2.36% | 3.17% | -0.01% | 44% | 116 | 2.181 |
| #4 | 3D | 240 | 2.37% | 3.19% | -0.02% | 39.7% | 116 | 2.205 |
| #5 | 3D | 160 | 2.41% | 3.18% | -0.01% | 43.1% | 116 | 2.212 |
| #6 | 3D | 320 | 2.42% | 3.18% | -0.02% | 43.1% | 116 | 2.218 |
| #7 | 3D | 500 | 2.44% | 3.18% | -0.03% | 44.8% | 116 | 2.226 |
| #8 | 5D | 80 | 2.76% | 4.18% | -0.12% | 47% | 100 | 2.743 |
| #9 | 5D | 40 | 2.76% | 4.15% | -0.22% | 48% | 100 | 2.746 |
| #10 | 5D | 120 | 2.8% | 4.18% | -0.07% | 48% | 100 | 2.753 |
| #11 | 5D | 160 | 2.99% | 4.19% | +0.04% | 47% | 100 | 2.85 |
| #12 | 5D | 320 | 2.97% | 4.17% | +0.14% | 46% | 100 | 2.85 |
| #13 | 5D | 500 | 3.01% | 4.19% | +0.15% | 42% | 100 | 2.889 |
| #14 | 5D | 240 | 3.06% | 4.2% | +0.14% | 46% | 100 | 2.906 |
| #15 | 10D | 40 | 4.13% | 6.57% | +1.22% | 53.3% | 60 | 4.414 |
| #16 | 10D | 80 | 4.09% | 6.44% | +1.68% | 50% | 60 | 4.426 |
| #17 | 10D | 120 | 4.22% | 6.51% | +1.83% | 50% | 60 | 4.538 |
| #18 | 10D | 160 | 4.31% | 6.49% | +1.96% | 46.7% | 60 | 4.604 |
| #19 | 10D | 500 | 4.47% | 6.48% | +2.31% | 45% | 60 | 4.737 |
| #20 | 10D | 240 | 4.56% | 6.48% | +2.16% | 46.7% | 60 | 4.755 |
| #21 | 10D | 320 | 4.54% | 6.47% | +2.25% | 46.7% | 60 | 4.755 |