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.

Snapshot 2026-04-22
DOE calibrated as-of 2026-04-22
Window 2026-03-06 → 2026-04-17
Anchors 120
Lookback 730D
Confidence low
Computed at 2026年6月25日 上午5:47 HKT
Point-in-time Point-in-time safe

Best rolling setting

3D · n=120

DOE results snapshot · Window: 2026-03-06 → 2026-04-17 · anchors: 120 · latest snapshot: 2026-04-22 · computed at: 2026年6月25日 上午5:47 HKT

Median abs error2.99%
Mean abs error4.12%
Bias+0.62%
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=120
Median abs 2.99%
Bias +0.62%
P25/P75 hit 47.5%
n 120
Rank Best setting
Setting 3D · n=320
Median abs 3.01%
Bias +0.62%
P25/P75 hit 41.7%
n 120
Rank #2 Candidate
Setting 3D · n=80
Median abs 2.95%
Bias +0.72%
P25/P75 hit 45%
n 120
Rank #3 Candidate
Setting 3D · n=240
Median abs 3.1%
Bias +0.60%
P25/P75 hit 45%
n 120
Rank #4 Candidate
Setting 3D · n=160
Median abs 3.11%
Bias +0.61%
P25/P75 hit 45.8%
n 120
Rank #5 Candidate
Setting 3D · n=500
Median abs 3.16%
Bias +0.61%
P25/P75 hit 41.7%
n 120
Rank #6 Candidate
Setting 3D · n=40
Median abs 3.39%
Bias +0.77%
P25/P75 hit 41.7%
n 120
Rank #7 Candidate
Setting 5D · n=240
Median abs 3.84%
Bias +0.55%
P25/P75 hit 40.2%
n 112
Rank #8 Candidate
Setting 5D · n=320
Median abs 3.91%
Bias +0.48%
P25/P75 hit 40.2%
n 112
Rank #9 Candidate
Setting 5D · n=500
Median abs 3.97%
Bias +0.42%
P25/P75 hit 38.4%
n 112
Rank #10 Candidate
Setting 5D · n=160
Median abs 3.98%
Bias +0.77%
P25/P75 hit 39.3%
n 112
Rank #11 Candidate
Setting 5D · n=120
Median abs 3.99%
Bias +0.89%
P25/P75 hit 36.6%
n 112
Rank #12 Candidate

Best setting 3D · n=120: median projection vs actual return

-2 1 4 -14.00% 0.00% +18.00% US.MRVL Median projection 0.63, actual return +0.97%, runup +0.34%, drawdown -0.34%US.KR Median projection 0.85, actual return -2.59%, runup -3.44%, drawdown -3.44%US.CF Median projection 0.03, actual return +3.76%, runup +3.73%, drawdown -3.73%US.PAYX Median projection 0.29, actual return -6.79%, runup -7.08%, drawdown -7.08%US.MRVL Median projection 0.88, actual return -5.38%, runup -6.26%, drawdown -6.26%US.APP Median projection 0.94, actual return -13.13%, runup -14.07%, drawdown -14.07%US.LYB Median projection 0.04, actual return +11.24%, runup +11.20%, drawdown -11.20%US.AVGO Median projection 0.89, actual return -2.83%, runup -3.72%, drawdown -3.72%US.ADM Median projection -0.31, actual return +3.73%, runup +4.04%, drawdown -4.04%US.DOW Median projection -0.01, actual return +8.06%, runup +8.07%, drawdown -8.07%US.VRT Median projection 0.98, actual return -4.14%, runup -5.12%, drawdown -5.12%US.LYB Median projection -0.05, actual return +10.20%, runup +10.25%, drawdown -10.25%US.EQT Median projection 1.07, actual return +0.75%, runup -0.32%, drawdown -0.32%US.SBUX Median projection -0.21, actual return -3.57%, runup -3.36%, drawdown -3.36%US.BG Median projection -0.31, actual return +0.73%, runup +1.04%, drawdown -1.04%US.ADM Median projection 0.31, actual return -0.11%, runup -0.42%, drawdown -0.42%US.LYB Median projection -0.19, actual return -4.21%, runup -4.02%, drawdown -4.02%US.BG Median projection 0.62, actual return +0.10%, runup -0.52%, drawdown -0.52%US.ADM Median projection -0.11, actual return -0.52%, runup -0.41%, drawdown -0.41%US.CF Median projection -0.08, actual return -9.35%, runup -9.27%, drawdown -9.27%US.MOS Median projection 1.66, actual return -5.22%, runup -6.88%, drawdown -6.88%US.CF Median projection 0.16, actual return -2.19%, runup -2.35%, drawdown -2.35%US.ADM Median projection -0.34, actual return -1.54%, runup -1.20%, drawdown -1.20%US.LNT Median projection 0.38, actual return -1.42%, runup -1.80%, drawdown -1.80%US.MU Median projection -0.34, actual return +0.56%, runup +0.90%, drawdown -0.90%US.DVN Median projection 0.88, actual return +4.59%, runup +3.71%, drawdown -3.71%US.ED Median projection 0.16, actual return -3.27%, runup -3.43%, drawdown -3.43%US.SNDK Median projection 0.16, actual return +9.73%, runup +9.57%, drawdown -9.57%US.DVN Median projection 0.81, actual return +2.61%, runup +1.80%, drawdown -1.80%US.WDC Median projection -0.69, actual return -6.60%, runup -5.91%, drawdown -5.91%US.MU Median projection -0.11, actual return -8.40%, runup -8.29%, drawdown -8.29%US.SNDK Median projection -0.11, actual return -1.45%, runup -1.34%, drawdown -1.34%US.CIEN Median projection -0.37, actual return +5.88%, runup +6.25%, drawdown -6.25%US.DVN Median projection 0.84, actual return +0.69%, runup -0.15%, drawdown -0.15%US.JBL Median projection 0.41, actual return +2.93%, runup +2.52%, drawdown -2.52%US.SNDK Median projection -0.44, actual return -6.79%, runup -6.35%, drawdown -6.35%US.SNDK Median projection -0.68, actual return -9.02%, runup -8.34%, drawdown -8.34%US.CIEN Median projection -0.74, actual return +4.07%, runup +4.81%, drawdown -4.81%US.STX Median projection -0.75, actual return -2.22%, runup -1.47%, drawdown -1.47%US.JBL Median projection 0.57, actual return +4.55%, runup +3.98%, drawdown -3.98%US.STX Median projection -0.3, actual return +0.48%, runup +0.78%, drawdown -0.78%US.APA Median projection -0.01, actual return +5.65%, runup +5.66%, drawdown -5.66%US.LITE Median projection 0.08, actual return +10.03%, runup +9.95%, drawdown -9.95%US.COP Median projection 0.8, actual return +1.58%, runup +0.78%, drawdown -0.78%US.HAL Median projection 1.09, actual return +3.41%, runup +2.32%, drawdown -2.32%US.JBL Median projection -0.37, actual return -0.79%, runup -0.42%, drawdown -0.42%US.AKAM Median projection -0.39, actual return +2.46%, runup +2.85%, drawdown -2.85%US.CVX Median projection 1.09, actual return +1.26%, runup +0.17%, drawdown -0.17%US.FLEX Median projection -0.22, actual return -6.22%, runup -6.00%, drawdown -6.00%US.DELL Median projection -0.67, actual return -2.88%, runup -2.21%, drawdown -2.21%US.LITE Median projection -0.38, actual return -12.38%, runup -12.00%, drawdown -12.00%US.HPE Median projection -0.97, actual return +0.17%, runup +1.14%, drawdown -1.14%US.HPE Median projection 0.62, actual return -12.30%, runup -12.92%, drawdown -12.92%US.CASY Median projection -0.09, actual return -1.32%, runup -1.23%, drawdown -1.23%US.JBL Median projection -0.91, actual return -12.63%, runup -11.72%, drawdown -11.72%US.VRSN Median projection -0.28, actual return -0.81%, runup -0.53%, drawdown -0.53%US.BF.B Median projection 0.3, actual return +2.72%, runup +2.42%, drawdown -2.42%US.OXY Median projection 1.34, actual return +0.99%, runup -0.35%, drawdown -0.35%US.APA Median projection 1.09, actual return -0.84%, runup -1.93%, drawdown -1.93%US.FANG Median projection 1.27, actual return -2.18%, runup -3.45%, drawdown -3.45%US.BG Median projection 0.17, actual return -0.31%, runup -0.48%, drawdown -0.48%US.ETR Median projection 0.12, actual return +3.37%, runup +3.25%, drawdown -3.25%US.APA Median projection 1.49, actual return -6.85%, runup -8.34%, drawdown -8.34%US.XOM Median projection 1.09, actual return -5.97%, runup -7.06%, drawdown -7.06%US.LYB Median projection 1.69, actual return -3.37%, runup -5.06%, drawdown -5.06%US.NWS Median projection 0.16, actual return -0.74%, runup -0.90%, drawdown -0.90%US.CTVA Median projection 0.57, actual return +3.03%, runup +2.46%, drawdown -2.46%US.CF Median projection 0.45, actual return -5.55%, runup -6.00%, drawdown -6.00%US.CASY Median projection -0.62, actual return +2.74%, runup +3.36%, drawdown -3.36%US.FDS Median projection 0.51, actual return +6.43%, runup +5.92%, drawdown -5.92%US.NWSA Median projection 0.03, actual return -1.85%, runup -1.88%, drawdown -1.88%US.NWS Median projection -0.09, actual return -1.30%, runup -1.21%, drawdown -1.21%US.FDS Median projection -0.42, actual return +1.22%, runup +1.64%, drawdown -1.64%US.MRVL Median projection -0.36, actual return +2.50%, runup +2.86%, drawdown -2.86%US.ETR Median projection -0.04, actual return +0.26%, runup +0.30%, drawdown -0.30%US.CASY Median projection -0.78, actual return +0.63%, runup +1.41%, drawdown -1.41%US.SBAC Median projection 0.28, actual return +7.19%, runup +6.91%, drawdown -6.91%US.LITE Median projection -0.85, actual return +8.36%, runup +9.21%, drawdown -9.21%US.INTC Median projection -1.14, actual return +17.01%, runup +18.15%, drawdown -18.15%US.CIEN Median projection -0.85, actual return +10.33%, runup +11.18%, drawdown -11.18%US.SBAC Median projection -0.63, actual return +2.84%, runup +3.47%, drawdown -3.47%US.VRSN Median projection -0.67, actual return -1.69%, runup -1.02%, drawdown -1.02%US.MRVL Median projection -0.8, actual return +9.52%, runup +10.32%, drawdown -10.32%US.STX Median projection -0.08, actual return +10.47%, runup +10.55%, drawdown -10.55%US.PNC Median projection -1.01, actual return +3.37%, runup +4.38%, drawdown -4.38%US.UNH Median projection -0.87, actual return -1.10%, runup -0.23%, drawdown -0.23%US.JBL Median projection -0.24, actual return +9.77%, runup +10.01%, drawdown -10.01%US.HUM Median projection -0.85, actual return -2.54%, runup -1.69%, drawdown -1.69%US.TER Median projection -0.8, actual return +3.30%, runup +4.10%, drawdown -4.10%US.JBL Median projection -0.85, actual return +6.35%, runup +7.20%, drawdown -7.20%US.MPWR Median projection -0.96, actual return +4.52%, runup +5.48%, drawdown -5.48%US.SBAC Median projection -0.66, actual return +0.70%, runup +1.36%, drawdown -1.36%US.JBL Median projection -0.6, actual return +4.42%, runup +5.02%, drawdown -5.02%US.STZ Median projection -0.68, actual return +0.88%, runup +1.56%, drawdown -1.56%US.BF.B Median projection -0.85, actual return -3.63%, runup -2.78%, drawdown -2.78%US.AMZN Median projection -0.65, actual return +6.58%, runup +7.23%, drawdown -7.23%US.JBL Median projection -0.73, actual return +1.82%, runup +2.55%, drawdown -2.55%US.STZ Median projection -0.96, actual return -1.32%, runup -0.36%, drawdown -0.36%US.LRCX Median projection -0.56, actual return +0.57%, runup +1.13%, drawdown -1.13%US.MRVL Median projection -1.24, actual return +4.76%, runup +6.00%, drawdown -6.00%US.BLK Median projection -0.26, actual return +0.13%, runup +0.39%, drawdown -0.39%US.SNDK Median projection 1.5, actual return -3.47%, runup -4.97%, drawdown -4.97%US.DELL Median projection -0.12, actual return +1.74%, runup +1.86%, drawdown -1.86%US.JBL Median projection 1.78, actual return +1.55%, runup -0.23%, drawdown -0.23%US.BLK Median projection -0.57, actual return -0.23%, runup +0.34%, drawdown -0.34%US.JBL Median projection 2.02, actual return +5.14%, runup +3.12%, drawdown -3.12%US.A Median projection -0.83, actual return +1.23%, runup +2.06%, drawdown -2.06%US.AMZN Median projection -0.78, actual return +0.62%, runup +1.40%, drawdown -1.40%US.MSFT Median projection 0.85, actual return +1.67%, runup +0.82%, drawdown -0.82%US.ORCL Median projection 1.85, actual return +4.58%, runup +2.73%, drawdown -2.73%US.DASH Median projection -0.66, actual return +5.48%, runup +6.14%, drawdown -6.14%US.HOOD Median projection -0.46, actual return +4.53%, runup +4.99%, drawdown -4.99%US.ALB Median projection -0.11, actual return -7.98%, runup -7.87%, drawdown -7.87%US.AMD Median projection 1.57, actual return +2.24%, runup +0.67%, drawdown -0.67%US.ON Median projection 0.56, actual return +8.73%, runup +8.17%, drawdown -8.17%US.CHRW Median projection -0.79, actual return +1.12%, runup +1.91%, drawdown -1.91%US.JBL Median projection 2.15, actual return +4.57%, runup +2.42%, drawdown -2.42%US.ADI Median projection 0.95, actual return +2.68%, runup +1.73%, drawdown -1.73%US.EXPE Median projection 0.49, actual return -0.47%, runup -0.96%, drawdown -0.96%US.A Median projection -0.68, actual return -1.15%, runup -0.47%, drawdown -0.47% Bucket avg Median projection -0.5, actual return +0.85%, n 68Bucket avg Median projection 0.7, actual return +0.25%, n 50Bucket avg Median projection 2.1, actual return +4.86%, n 2 Corr -0.12 R² 1.4% n 120 Median projection return Actual return

X = Median projection return. Y = actual return. Solid line = linear trend. Orange line = bucket average. Checked: 120 · Pending: 0 · Avg: +0.67%

Best setting 3D · n=120: median projection vs forecast error

-2 1 4 -16.00% 0.00% +20.00% US.MRVL Median projection 0.63, forecast error +0.34%, runup +0.34%, drawdown -0.34%US.KR Median projection 0.85, forecast error -3.44%, runup -3.44%, drawdown -3.44%US.CF Median projection 0.03, forecast error +3.73%, runup +3.73%, drawdown -3.73%US.PAYX Median projection 0.29, forecast error -7.08%, runup -7.08%, drawdown -7.08%US.MRVL Median projection 0.88, forecast error -6.26%, runup -6.26%, drawdown -6.26%US.APP Median projection 0.94, forecast error -14.07%, runup -14.07%, drawdown -14.07%US.LYB Median projection 0.04, forecast error +11.20%, runup +11.20%, drawdown -11.20%US.AVGO Median projection 0.89, forecast error -3.72%, runup -3.72%, drawdown -3.72%US.ADM Median projection -0.31, forecast error +4.04%, runup +4.04%, drawdown -4.04%US.DOW Median projection -0.01, forecast error +8.07%, runup +8.07%, drawdown -8.07%US.VRT Median projection 0.98, forecast error -5.12%, runup -5.12%, drawdown -5.12%US.LYB Median projection -0.05, forecast error +10.25%, runup +10.25%, drawdown -10.25%US.EQT Median projection 1.07, forecast error -0.32%, runup -0.32%, drawdown -0.32%US.SBUX Median projection -0.21, forecast error -3.36%, runup -3.36%, drawdown -3.36%US.BG Median projection -0.31, forecast error +1.04%, runup +1.04%, drawdown -1.04%US.ADM Median projection 0.31, forecast error -0.42%, runup -0.42%, drawdown -0.42%US.LYB Median projection -0.19, forecast error -4.02%, runup -4.02%, drawdown -4.02%US.BG Median projection 0.62, forecast error -0.52%, runup -0.52%, drawdown -0.52%US.ADM Median projection -0.11, forecast error -0.41%, runup -0.41%, drawdown -0.41%US.CF Median projection -0.08, forecast error -9.27%, runup -9.27%, drawdown -9.27%US.MOS Median projection 1.66, forecast error -6.88%, runup -6.88%, drawdown -6.88%US.CF Median projection 0.16, forecast error -2.35%, runup -2.35%, drawdown -2.35%US.ADM Median projection -0.34, forecast error -1.20%, runup -1.20%, drawdown -1.20%US.LNT Median projection 0.38, forecast error -1.80%, runup -1.80%, drawdown -1.80%US.MU Median projection -0.34, forecast error +0.90%, runup +0.90%, drawdown -0.90%US.DVN Median projection 0.88, forecast error +3.71%, runup +3.71%, drawdown -3.71%US.ED Median projection 0.16, forecast error -3.43%, runup -3.43%, drawdown -3.43%US.SNDK Median projection 0.16, forecast error +9.57%, runup +9.57%, drawdown -9.57%US.DVN Median projection 0.81, forecast error +1.80%, runup +1.80%, drawdown -1.80%US.WDC Median projection -0.69, forecast error -5.91%, runup -5.91%, drawdown -5.91%US.MU Median projection -0.11, forecast error -8.29%, runup -8.29%, drawdown -8.29%US.SNDK Median projection -0.11, forecast error -1.34%, runup -1.34%, drawdown -1.34%US.CIEN Median projection -0.37, forecast error +6.25%, runup +6.25%, drawdown -6.25%US.DVN Median projection 0.84, forecast error -0.15%, runup -0.15%, drawdown -0.15%US.JBL Median projection 0.41, forecast error +2.52%, runup +2.52%, drawdown -2.52%US.SNDK Median projection -0.44, forecast error -6.35%, runup -6.35%, drawdown -6.35%US.SNDK Median projection -0.68, forecast error -8.34%, runup -8.34%, drawdown -8.34%US.CIEN Median projection -0.74, forecast error +4.81%, runup +4.81%, drawdown -4.81%US.STX Median projection -0.75, forecast error -1.47%, runup -1.47%, drawdown -1.47%US.JBL Median projection 0.57, forecast error +3.98%, runup +3.98%, drawdown -3.98%US.STX Median projection -0.3, forecast error +0.78%, runup +0.78%, drawdown -0.78%US.APA Median projection -0.01, forecast error +5.66%, runup +5.66%, drawdown -5.66%US.LITE Median projection 0.08, forecast error +9.95%, runup +9.95%, drawdown -9.95%US.COP Median projection 0.8, forecast error +0.78%, runup +0.78%, drawdown -0.78%US.HAL Median projection 1.09, forecast error +2.32%, runup +2.32%, drawdown -2.32%US.JBL Median projection -0.37, forecast error -0.42%, runup -0.42%, drawdown -0.42%US.AKAM Median projection -0.39, forecast error +2.85%, runup +2.85%, drawdown -2.85%US.CVX Median projection 1.09, forecast error +0.17%, runup +0.17%, drawdown -0.17%US.FLEX Median projection -0.22, forecast error -6.00%, runup -6.00%, drawdown -6.00%US.DELL Median projection -0.67, forecast error -2.21%, runup -2.21%, drawdown -2.21%US.LITE Median projection -0.38, forecast error -12.00%, runup -12.00%, drawdown -12.00%US.HPE Median projection -0.97, forecast error +1.14%, runup +1.14%, drawdown -1.14%US.HPE Median projection 0.62, forecast error -12.92%, runup -12.92%, drawdown -12.92%US.CASY Median projection -0.09, forecast error -1.23%, runup -1.23%, drawdown -1.23%US.JBL Median projection -0.91, forecast error -11.72%, runup -11.72%, drawdown -11.72%US.VRSN Median projection -0.28, forecast error -0.53%, runup -0.53%, drawdown -0.53%US.BF.B Median projection 0.3, forecast error +2.42%, runup +2.42%, drawdown -2.42%US.OXY Median projection 1.34, forecast error -0.35%, runup -0.35%, drawdown -0.35%US.APA Median projection 1.09, forecast error -1.93%, runup -1.93%, drawdown -1.93%US.FANG Median projection 1.27, forecast error -3.45%, runup -3.45%, drawdown -3.45%US.BG Median projection 0.17, forecast error -0.48%, runup -0.48%, drawdown -0.48%US.ETR Median projection 0.12, forecast error +3.25%, runup +3.25%, drawdown -3.25%US.APA Median projection 1.49, forecast error -8.34%, runup -8.34%, drawdown -8.34%US.XOM Median projection 1.09, forecast error -7.06%, runup -7.06%, drawdown -7.06%US.LYB Median projection 1.69, forecast error -5.06%, runup -5.06%, drawdown -5.06%US.NWS Median projection 0.16, forecast error -0.90%, runup -0.90%, drawdown -0.90%US.CTVA Median projection 0.57, forecast error +2.46%, runup +2.46%, drawdown -2.46%US.CF Median projection 0.45, forecast error -6.00%, runup -6.00%, drawdown -6.00%US.CASY Median projection -0.62, forecast error +3.36%, runup +3.36%, drawdown -3.36%US.FDS Median projection 0.51, forecast error +5.92%, runup +5.92%, drawdown -5.92%US.NWSA Median projection 0.03, forecast error -1.88%, runup -1.88%, drawdown -1.88%US.NWS Median projection -0.09, forecast error -1.21%, runup -1.21%, drawdown -1.21%US.FDS Median projection -0.42, forecast error +1.64%, runup +1.64%, drawdown -1.64%US.MRVL Median projection -0.36, forecast error +2.86%, runup +2.86%, drawdown -2.86%US.ETR Median projection -0.04, forecast error +0.30%, runup +0.30%, drawdown -0.30%US.CASY Median projection -0.78, forecast error +1.41%, runup +1.41%, drawdown -1.41%US.SBAC Median projection 0.28, forecast error +6.91%, runup +6.91%, drawdown -6.91%US.LITE Median projection -0.85, forecast error +9.21%, runup +9.21%, drawdown -9.21%US.INTC Median projection -1.14, forecast error +18.15%, runup +18.15%, drawdown -18.15%US.CIEN Median projection -0.85, forecast error +11.18%, runup +11.18%, drawdown -11.18%US.SBAC Median projection -0.63, forecast error +3.47%, runup +3.47%, drawdown -3.47%US.VRSN Median projection -0.67, forecast error -1.02%, runup -1.02%, drawdown -1.02%US.MRVL Median projection -0.8, forecast error +10.32%, runup +10.32%, drawdown -10.32%US.STX Median projection -0.08, forecast error +10.55%, runup +10.55%, drawdown -10.55%US.PNC Median projection -1.01, forecast error +4.38%, runup +4.38%, drawdown -4.38%US.UNH Median projection -0.87, forecast error -0.23%, runup -0.23%, drawdown -0.23%US.JBL Median projection -0.24, forecast error +10.01%, runup +10.01%, drawdown -10.01%US.HUM Median projection -0.85, forecast error -1.69%, runup -1.69%, drawdown -1.69%US.TER Median projection -0.8, forecast error +4.10%, runup +4.10%, drawdown -4.10%US.JBL Median projection -0.85, forecast error +7.20%, runup +7.20%, drawdown -7.20%US.MPWR Median projection -0.96, forecast error +5.48%, runup +5.48%, drawdown -5.48%US.SBAC Median projection -0.66, forecast error +1.36%, runup +1.36%, drawdown -1.36%US.JBL Median projection -0.6, forecast error +5.02%, runup +5.02%, drawdown -5.02%US.STZ Median projection -0.68, forecast error +1.56%, runup +1.56%, drawdown -1.56%US.BF.B Median projection -0.85, forecast error -2.78%, runup -2.78%, drawdown -2.78%US.AMZN Median projection -0.65, forecast error +7.23%, runup +7.23%, drawdown -7.23%US.JBL Median projection -0.73, forecast error +2.55%, runup +2.55%, drawdown -2.55%US.STZ Median projection -0.96, forecast error -0.36%, runup -0.36%, drawdown -0.36%US.LRCX Median projection -0.56, forecast error +1.13%, runup +1.13%, drawdown -1.13%US.MRVL Median projection -1.24, forecast error +6.00%, runup +6.00%, drawdown -6.00%US.BLK Median projection -0.26, forecast error +0.39%, runup +0.39%, drawdown -0.39%US.SNDK Median projection 1.5, forecast error -4.97%, runup -4.97%, drawdown -4.97%US.DELL Median projection -0.12, forecast error +1.86%, runup +1.86%, drawdown -1.86%US.JBL Median projection 1.78, forecast error -0.23%, runup -0.23%, drawdown -0.23%US.BLK Median projection -0.57, forecast error +0.34%, runup +0.34%, drawdown -0.34%US.JBL Median projection 2.02, forecast error +3.12%, runup +3.12%, drawdown -3.12%US.A Median projection -0.83, forecast error +2.06%, runup +2.06%, drawdown -2.06%US.AMZN Median projection -0.78, forecast error +1.40%, runup +1.40%, drawdown -1.40%US.MSFT Median projection 0.85, forecast error +0.82%, runup +0.82%, drawdown -0.82%US.ORCL Median projection 1.85, forecast error +2.73%, runup +2.73%, drawdown -2.73%US.DASH Median projection -0.66, forecast error +6.14%, runup +6.14%, drawdown -6.14%US.HOOD Median projection -0.46, forecast error +4.99%, runup +4.99%, drawdown -4.99%US.ALB Median projection -0.11, forecast error -7.87%, runup -7.87%, drawdown -7.87%US.AMD Median projection 1.57, forecast error +0.67%, runup +0.67%, drawdown -0.67%US.ON Median projection 0.56, forecast error +8.17%, runup +8.17%, drawdown -8.17%US.CHRW Median projection -0.79, forecast error +1.91%, runup +1.91%, drawdown -1.91%US.JBL Median projection 2.15, forecast error +2.42%, runup +2.42%, drawdown -2.42%US.ADI Median projection 0.95, forecast error +1.73%, runup +1.73%, drawdown -1.73%US.EXPE Median projection 0.49, forecast error -0.96%, runup -0.96%, drawdown -0.96%US.A Median projection -0.68, forecast error -0.47%, runup -0.47%, drawdown -0.47% Bucket avg Median projection -0.5, forecast error +1.38%, n 68Bucket avg Median projection 0.7, forecast error -0.50%, n 50Bucket avg Median projection 2.1, forecast error +2.77%, n 2 Corr -0.26 R² 6.7% n 120 Median projection return Actual - median

X = Median projection return. Y = actual - median. Solid line = linear trend. Orange line = bucket average. Checked: 120 · Pending: 0 · Avg: +0.62%

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 120 2.99% 4.12% +0.62% 47.5% 120 2.911
#2 3D 320 3.01% 4.09% +0.62% 41.7% 120 2.925
#3 3D 80 2.95% 4.19% +0.72% 45% 120 2.937
#4 3D 240 3.1% 4.07% +0.60% 45% 120 2.952
#5 3D 160 3.11% 4.09% +0.61% 45.8% 120 2.963
#6 3D 500 3.16% 4.1% +0.61% 41.7% 120 3.002
#7 3D 40 3.39% 4.27% +0.77% 41.7% 120 3.201
#8 5D 240 3.84% 5.65% +0.55% 40.2% 112 3.88
#9 5D 320 3.91% 5.66% +0.48% 40.2% 112 3.908
#10 5D 500 3.97% 5.68% +0.42% 38.4% 112 3.94
#11 5D 160 3.98% 5.77% +0.77% 39.3% 112 4.027
#12 5D 120 3.99% 5.84% +0.89% 36.6% 112 4.081
#13 5D 80 4.22% 5.92% +1.07% 39.3% 112 4.244
#14 5D 40 4.5% 6.27% +1.07% 34.8% 112 4.518
#15 10D 500 6.64% 8.36% +2.00% 41.3% 92 6.443
#16 10D 320 6.82% 8.44% +2.13% 41.3% 92 6.58
#17 10D 240 6.71% 8.54% +2.29% 40.2% 92 6.587
#18 10D 160 6.79% 8.85% +2.35% 38% 92 6.75
#19 10D 120 6.76% 8.87% +2.40% 37% 92 6.752
#20 10D 80 6.82% 8.92% +2.64% 35.9% 92 6.838
#21 10D 40 7.31% 9.15% +2.58% 34.8% 92 7.158
#22 15D 500 8.7% 9.61% +1.64% 34.7% 72 7.873
#23 15D 160 8.56% 10.04% +1.54% 36.1% 72 7.935
#24 15D 240 8.77% 9.87% +1.63% 37.5% 72 7.99
#25 15D 320 8.88% 9.72% +1.61% 36.1% 72 7.993
#26 15D 120 8.84% 10.05% +1.26% 34.7% 72 8.04
#27 15D 40 8.93% 10.74% +1.13% 36.1% 72 8.303
#28 15D 80 9.19% 10.35% +1.35% 33.3% 72 8.337
#29 20D 500 10.42% 12.93% +5.91% 36.5% 52 10.531
#30 20D 240 10.5% 13.19% +5.76% 32.7% 52 10.649