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=320
DOE results snapshot · Window: 2026-03-03 → 2026-04-14 · anchors: 120 · latest snapshot: 2026-04-17 · computed at: 2026年6月25日 上午5:56 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=320: 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: +0.50%
Best setting 3D · n=320: 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: +0.43%
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 | 320 | 2.97% | 4.08% | +0.43% | 40.8% | 120 | 2.876 |
| #2 | 3D | 240 | 3.04% | 4.06% | +0.42% | 43.3% | 120 | 2.896 |
| #3 | 3D | 160 | 3.03% | 4.09% | +0.43% | 43.3% | 120 | 2.903 |
| #4 | 3D | 500 | 3.09% | 4.07% | +0.44% | 41.7% | 120 | 2.931 |
| #5 | 3D | 120 | 3.08% | 4.13% | +0.42% | 45% | 120 | 2.936 |
| #6 | 3D | 80 | 3.12% | 4.18% | +0.49% | 43.3% | 120 | 2.988 |
| #7 | 3D | 40 | 3.36% | 4.3% | +0.55% | 38.3% | 120 | 3.172 |
| #8 | 5D | 320 | 3.79% | 5.71% | +0.40% | 42% | 112 | 3.849 |
| #9 | 5D | 240 | 3.84% | 5.69% | +0.46% | 42% | 112 | 3.876 |
| #10 | 5D | 500 | 3.92% | 5.73% | +0.35% | 39.3% | 112 | 3.92 |
| #11 | 5D | 160 | 3.97% | 5.78% | +0.65% | 41.1% | 112 | 4.003 |
| #12 | 5D | 120 | 3.94% | 5.82% | +0.73% | 39.3% | 112 | 4.018 |
| #13 | 5D | 80 | 4.21% | 5.93% | +0.86% | 42% | 112 | 4.204 |
| #14 | 5D | 40 | 4.15% | 6.21% | +0.79% | 34.8% | 112 | 4.28 |
| #15 | 10D | 500 | 6.36% | 7.79% | +1.02% | 38% | 92 | 5.964 |
| #16 | 10D | 320 | 6.33% | 7.83% | +1.11% | 38% | 92 | 5.977 |
| #17 | 10D | 120 | 6.12% | 8.09% | +1.22% | 38% | 92 | 5.98 |
| #18 | 10D | 240 | 6.37% | 7.91% | +1.23% | 38% | 92 | 6.043 |
| #19 | 10D | 160 | 6.33% | 8.11% | +1.19% | 37% | 92 | 6.089 |
| #20 | 10D | 80 | 6.32% | 8.11% | +1.42% | 37% | 92 | 6.119 |
| #21 | 10D | 40 | 6.74% | 8.25% | +1.32% | 35.9% | 92 | 6.366 |
| #22 | 15D | 160 | 8.56% | 10.58% | +2.95% | 36.1% | 72 | 8.335 |
| #23 | 15D | 120 | 8.84% | 10.53% | +2.65% | 36.1% | 72 | 8.413 |
| #24 | 15D | 500 | 9.03% | 10.18% | +3.11% | 31.9% | 72 | 8.465 |
| #25 | 15D | 240 | 9% | 10.42% | +3.09% | 37.5% | 72 | 8.517 |
| #26 | 15D | 320 | 9.21% | 10.3% | +3.09% | 34.7% | 72 | 8.587 |
| #27 | 15D | 80 | 9.34% | 10.77% | +2.67% | 34.7% | 72 | 8.753 |
| #28 | 15D | 40 | 9.57% | 11.05% | +2.47% | 37.5% | 72 | 8.929 |
| #29 | 20D | 500 | 8.89% | 11.52% | +5.06% | 44.2% | 52 | 9.126 |
| #30 | 20D | 320 | 8.93% | 11.56% | +4.93% | 40.4% | 52 | 9.149 |