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: 2026-03-10 → 2026-04-21 · anchors: 120 · latest snapshot: 2026-04-24 · computed at: 2026年6月25日 上午5:43 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: +0.84%
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: +0.77%
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 | 2.79% | 3.97% | +0.77% | 48.3% | 120 | 2.779 |
| #2 | 3D | 160 | 2.91% | 3.96% | +0.77% | 46.7% | 120 | 2.84 |
| #3 | 3D | 240 | 2.92% | 3.95% | +0.75% | 45.8% | 120 | 2.841 |
| #4 | 3D | 320 | 2.95% | 3.97% | +0.77% | 44.2% | 120 | 2.87 |
| #5 | 3D | 80 | 2.87% | 4.06% | +0.87% | 45% | 120 | 2.874 |
| #6 | 3D | 500 | 3.07% | 3.97% | +0.76% | 43.3% | 120 | 2.93 |
| #7 | 3D | 40 | 3.38% | 4.16% | +0.92% | 44.2% | 120 | 3.173 |
| #8 | 5D | 240 | 3.97% | 5.79% | +0.95% | 40.2% | 112 | 4.053 |
| #9 | 5D | 320 | 4.05% | 5.82% | +0.88% | 39.3% | 112 | 4.096 |
| #10 | 5D | 160 | 4.01% | 5.91% | +1.16% | 38.4% | 112 | 4.151 |
| #11 | 5D | 500 | 4.24% | 5.84% | +0.81% | 36.6% | 112 | 4.194 |
| #12 | 5D | 120 | 4.18% | 5.97% | +1.26% | 37.5% | 112 | 4.275 |
| #13 | 5D | 80 | 4.28% | 6.08% | +1.48% | 38.4% | 112 | 4.394 |
| #14 | 5D | 40 | 4.74% | 6.41% | +1.51% | 32.1% | 112 | 4.76 |
| #15 | 10D | 500 | 6.76% | 8.7% | +2.96% | 40.2% | 92 | 6.768 |
| #16 | 10D | 240 | 6.71% | 8.91% | +3.24% | 41.3% | 92 | 6.856 |
| #17 | 10D | 320 | 6.87% | 8.8% | +3.06% | 41.3% | 92 | 6.871 |
| #18 | 10D | 160 | 6.84% | 9.24% | +3.38% | 39.1% | 92 | 7.063 |
| #19 | 10D | 120 | 6.79% | 9.28% | +3.45% | 38% | 92 | 7.066 |
| #20 | 10D | 80 | 6.95% | 9.38% | +3.70% | 35.9% | 92 | 7.223 |
| #21 | 10D | 40 | 7.46% | 9.64% | +3.83% | 33.7% | 92 | 7.594 |
| #22 | 15D | 500 | 8.46% | 10.46% | +4.37% | 33.3% | 72 | 8.463 |
| #23 | 15D | 320 | 8.46% | 10.62% | +4.38% | 36.1% | 72 | 8.514 |
| #24 | 15D | 240 | 8.34% | 10.79% | +4.47% | 36.1% | 72 | 8.527 |
| #25 | 15D | 160 | 8.29% | 10.97% | +4.46% | 34.7% | 72 | 8.567 |
| #26 | 15D | 120 | 8.7% | 10.95% | +4.20% | 33.3% | 72 | 8.729 |
| #27 | 15D | 40 | 8.52% | 11.62% | +4.19% | 36.1% | 72 | 8.865 |
| #28 | 15D | 80 | 9% | 11.23% | +4.31% | 33.3% | 72 | 8.994 |
| #29 | 20D | 500 | 10.53% | 12.63% | +6.49% | 34.6% | 52 | 10.573 |
| #30 | 20D | 240 | 10.39% | 13% | +6.16% | 30.8% | 52 | 10.592 |