Solorank.ai
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: 2026-01-12 → 2026-02-24 · anchors: 120 · latest snapshot: 2026-02-27 · computed at: 2026年7月9日 下午6:13 HKT
Median abs error2.08%
Mean abs error3.09%
Bias-0.05%
Inside P25/P7547.5%
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.
Setting
Median abs
Bias
P25/P75 hit
n
Read
Setting
3D · n=40
Median abs
2.08%
Bias
-0.05%
P25/P75 hit
47.5%
n
120
Rank
Best setting
Setting
3D · n=120
Median abs
2.19%
Bias
-0.04%
P25/P75 hit
47.5%
n
120
Rank
#2 Candidate
Setting
3D · n=160
Median abs
2.21%
Bias
-0.04%
P25/P75 hit
46.7%
n
120
Rank
#3 Candidate
Setting
3D · n=500
Median abs
2.24%
Bias
-0.05%
P25/P75 hit
48.3%
n
120
Rank
#4 Candidate
Setting
3D · n=80
Median abs
2.24%
Bias
-0.03%
P25/P75 hit
46.7%
n
120
Rank
#5 Candidate
Setting
3D · n=320
Median abs
2.28%
Bias
-0.05%
P25/P75 hit
47.5%
n
120
Rank
#6 Candidate
Setting
3D · n=240
Median abs
2.26%
Bias
-0.05%
P25/P75 hit
43.3%
n
120
Rank
#7 Candidate
Setting
5D · n=120
Median abs
2.84%
Bias
-0.13%
P25/P75 hit
47.3%
n
112
Rank
#8 Candidate
Setting
5D · n=80
Median abs
2.87%
Bias
-0.20%
P25/P75 hit
49.1%
n
112
Rank
#9 Candidate
Setting
5D · n=40
Median abs
2.88%
Bias
-0.32%
P25/P75 hit
49.1%
n
112
Rank
#10 Candidate
Setting
5D · n=320
Median abs
3.03%
Bias
+0.06%
P25/P75 hit
45.5%
n
112
Rank
#11 Candidate
Setting
5D · n=160
Median abs
3.07%
Bias
-0.03%
P25/P75 hit
45.5%
n
112
Rank
#12 Candidate
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: +0.35%
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: -0.05%
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 | 2.08% | 3.09% | -0.05% | 47.5% | 120 | 2.01 |
| #2 | 3D | 120 | 2.19% | 3.09% | -0.04% | 47.5% | 120 | 2.064 |
| #3 | 3D | 160 | 2.21% | 3.09% | -0.04% | 46.7% | 120 | 2.076 |
| #4 | 3D | 500 | 2.24% | 3.09% | -0.05% | 48.3% | 120 | 2.088 |
| #5 | 3D | 80 | 2.24% | 3.11% | -0.03% | 46.7% | 120 | 2.096 |
| #6 | 3D | 320 | 2.28% | 3.09% | -0.05% | 47.5% | 120 | 2.11 |
| #7 | 3D | 240 | 2.26% | 3.1% | -0.05% | 43.3% | 120 | 2.114 |
| #8 | 5D | 120 | 2.84% | 4.15% | -0.13% | 47.3% | 112 | 2.774 |
| #9 | 5D | 80 | 2.87% | 4.17% | -0.20% | 49.1% | 112 | 2.802 |
| #10 | 5D | 40 | 2.88% | 4.13% | -0.32% | 49.1% | 112 | 2.811 |
| #11 | 5D | 320 | 3.03% | 4.1% | +0.06% | 45.5% | 112 | 2.845 |
| #12 | 5D | 160 | 3.07% | 4.15% | -0.03% | 45.5% | 112 | 2.878 |
| #13 | 5D | 500 | 3.1% | 4.11% | +0.08% | 42% | 112 | 2.896 |
| #14 | 5D | 240 | 3.12% | 4.13% | +0.07% | 44.6% | 112 | 2.904 |
| #15 | 10D | 80 | 3.84% | 6.14% | +1.75% | 51.4% | 72 | 4.203 |
| #16 | 10D | 40 | 4.13% | 6.31% | +1.31% | 56.9% | 72 | 4.328 |
| #17 | 10D | 120 | 4.05% | 6.22% | +1.89% | 51.4% | 72 | 4.357 |
| #18 | 10D | 240 | 4.14% | 6.21% | +2.23% | 50% | 72 | 4.453 |
| #19 | 10D | 500 | 4.07% | 6.24% | +2.40% | 48.6% | 72 | 4.458 |
| #20 | 10D | 160 | 4.22% | 6.21% | +2.02% | 48.6% | 72 | 4.465 |
| #21 | 10D | 320 | 4.16% | 6.22% | +2.34% | 50% | 72 | 4.483 |