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: 2026-01-08 → 2026-02-20 · anchors: 120 · latest snapshot: 2026-02-25 · computed at: 2026年7月9日 下午6:19 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: 120 · Pending: 0 · Avg: +0.40%
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: 120 · Pending: 0 · Avg: +0.00%
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% | 3.15% | 0.00% | 45.8% | 120 | 2.088 |
| #2 | 3D | 500 | 2.28% | 3.13% | -0.02% | 46.7% | 120 | 2.122 |
| #3 | 3D | 240 | 2.29% | 3.14% | -0.01% | 41.7% | 120 | 2.141 |
| #4 | 3D | 80 | 2.31% | 3.15% | +0.02% | 45% | 120 | 2.148 |
| #5 | 3D | 120 | 2.34% | 3.13% | 0.00% | 45.8% | 120 | 2.151 |
| #6 | 3D | 320 | 2.34% | 3.13% | -0.01% | 45% | 120 | 2.155 |
| #7 | 3D | 160 | 2.36% | 3.13% | 0.00% | 45% | 120 | 2.163 |
| #8 | 5D | 80 | 2.77% | 4.16% | -0.05% | 48.1% | 104 | 2.728 |
| #9 | 5D | 120 | 2.81% | 4.16% | -0.01% | 47.1% | 104 | 2.745 |
| #10 | 5D | 40 | 2.82% | 4.11% | -0.16% | 49% | 104 | 2.75 |
| #11 | 5D | 320 | 2.97% | 4.13% | +0.16% | 46.2% | 104 | 2.839 |
| #12 | 5D | 160 | 3% | 4.16% | +0.09% | 46.2% | 104 | 2.854 |
| #13 | 5D | 500 | 3.04% | 4.16% | +0.18% | 42.3% | 104 | 2.897 |
| #14 | 5D | 240 | 3.08% | 4.16% | +0.18% | 45.2% | 104 | 2.91 |
| #15 | 10D | 40 | 4.13% | 6.66% | +1.43% | 54.7% | 64 | 4.474 |
| #16 | 10D | 80 | 4.09% | 6.5% | +1.89% | 50% | 64 | 4.479 |
| #17 | 10D | 120 | 4.22% | 6.57% | +2.03% | 50% | 64 | 4.589 |
| #18 | 10D | 160 | 4.31% | 6.55% | +2.15% | 46.9% | 64 | 4.653 |
| #19 | 10D | 320 | 4.36% | 6.55% | +2.46% | 46.9% | 64 | 4.724 |
| #20 | 10D | 240 | 4.43% | 6.54% | +2.36% | 46.9% | 64 | 4.741 |
| #21 | 10D | 500 | 4.41% | 6.56% | +2.52% | 45.3% | 64 | 4.766 |