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: 2026-01-13 → 2026-02-25 · anchors: 120 · latest snapshot: 2026-03-02 · computed at: 2026年7月9日 下午6:10 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: +0.44%
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: +0.02%
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 | 2.13% | 3.15% | +0.02% | 49.2% | 120 | 2.047 |
| #2 | 3D | 500 | 2.24% | 3.17% | +0.04% | 47.5% | 120 | 2.117 |
| #3 | 3D | 320 | 2.29% | 3.17% | +0.05% | 47.5% | 120 | 2.143 |
| #4 | 3D | 240 | 2.28% | 3.18% | +0.04% | 43.3% | 120 | 2.151 |
| #5 | 3D | 80 | 2.34% | 3.19% | +0.04% | 47.5% | 120 | 2.174 |
| #6 | 3D | 120 | 2.36% | 3.17% | +0.04% | 47.5% | 120 | 2.177 |
| #7 | 3D | 160 | 2.38% | 3.17% | +0.04% | 46.7% | 120 | 2.189 |
| #8 | 5D | 40 | 2.71% | 4.09% | -0.22% | 50.9% | 112 | 2.692 |
| #9 | 5D | 120 | 2.81% | 4.12% | +0.01% | 48.2% | 112 | 2.728 |
| #10 | 5D | 80 | 2.8% | 4.16% | -0.07% | 50.9% | 112 | 2.739 |
| #11 | 5D | 160 | 3% | 4.12% | +0.11% | 46.4% | 112 | 2.843 |
| #12 | 5D | 320 | 3.01% | 4.08% | +0.20% | 47.3% | 112 | 2.845 |
| #13 | 5D | 500 | 3.08% | 4.09% | +0.23% | 42.9% | 112 | 2.899 |
| #14 | 5D | 240 | 3.11% | 4.1% | +0.20% | 45.5% | 112 | 2.906 |
| #15 | 10D | 80 | 3.84% | 6.31% | +1.76% | 51.3% | 76 | 4.264 |
| #16 | 10D | 40 | 4.13% | 6.47% | +1.36% | 56.6% | 76 | 4.392 |
| #17 | 10D | 120 | 4.05% | 6.39% | +1.89% | 51.3% | 76 | 4.417 |
| #18 | 10D | 240 | 4.14% | 6.39% | +2.23% | 50% | 76 | 4.516 |
| #19 | 10D | 500 | 4.07% | 6.42% | +2.41% | 48.7% | 76 | 4.522 |
| #20 | 10D | 160 | 4.22% | 6.39% | +2.03% | 48.7% | 76 | 4.529 |
| #21 | 10D | 320 | 4.16% | 6.4% | +2.34% | 50% | 76 | 4.546 |