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=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
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=120: 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: +0.67%
Best setting 3D · n=120: 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: +0.62%
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 |