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: 2026-03-12 → 2026-04-23 · anchors: 120 · latest snapshot: 2026-04-28 · computed at: 2026年6月25日 上午5:36 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: +0.54%
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: +0.49%
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 | 2.6% | 3.87% | +0.49% | 50% | 120 | 2.603 |
| #2 | 3D | 160 | 2.7% | 3.86% | +0.47% | 47.5% | 120 | 2.653 |
| #3 | 3D | 80 | 2.66% | 3.97% | +0.60% | 46.7% | 120 | 2.693 |
| #4 | 3D | 240 | 2.84% | 3.86% | +0.45% | 47.5% | 120 | 2.72 |
| #5 | 3D | 500 | 2.8% | 3.91% | +0.45% | 45% | 120 | 2.724 |
| #6 | 3D | 320 | 2.86% | 3.89% | +0.46% | 45.8% | 120 | 2.746 |
| #7 | 3D | 40 | 2.97% | 4.05% | +0.62% | 46.7% | 120 | 2.879 |
| #8 | 5D | 240 | 3.97% | 5.78% | +0.86% | 41.1% | 112 | 4.034 |
| #9 | 5D | 320 | 4.05% | 5.8% | +0.79% | 40.2% | 112 | 4.073 |
| #10 | 5D | 500 | 4.06% | 5.82% | +0.75% | 36.6% | 112 | 4.088 |
| #11 | 5D | 160 | 4.01% | 5.89% | +1.05% | 38.4% | 112 | 4.128 |
| #12 | 5D | 120 | 4.09% | 5.93% | +1.17% | 36.6% | 112 | 4.204 |
| #13 | 5D | 80 | 4.24% | 6% | +1.43% | 38.4% | 112 | 4.339 |
| #14 | 5D | 40 | 4.7% | 6.3% | +1.44% | 33.9% | 112 | 4.686 |
| #15 | 10D | 240 | 6.97% | 9.08% | +3.57% | 40.2% | 92 | 7.098 |
| #16 | 10D | 500 | 7.28% | 8.91% | +3.34% | 38% | 92 | 7.165 |
| #17 | 10D | 320 | 7.33% | 8.98% | +3.40% | 39.1% | 92 | 7.22 |
| #18 | 10D | 160 | 6.93% | 9.44% | +3.70% | 39.1% | 92 | 7.226 |
| #19 | 10D | 120 | 6.85% | 9.52% | +3.79% | 38% | 92 | 7.231 |
| #20 | 10D | 80 | 7.14% | 9.63% | +4.06% | 37% | 92 | 7.457 |
| #21 | 10D | 40 | 7.89% | 9.92% | +4.28% | 32.6% | 92 | 7.977 |
| #22 | 15D | 500 | 8.65% | 11.64% | +6.27% | 33.3% | 72 | 9.256 |
| #23 | 15D | 320 | 8.88% | 11.82% | +6.29% | 34.7% | 72 | 9.434 |
| #24 | 15D | 160 | 8.6% | 12.21% | +6.43% | 33.3% | 72 | 9.455 |
| #25 | 15D | 240 | 8.77% | 11.99% | +6.41% | 34.7% | 72 | 9.456 |
| #26 | 15D | 120 | 8.85% | 12.2% | +6.19% | 31.9% | 72 | 9.544 |
| #27 | 15D | 80 | 9.19% | 12.43% | +6.32% | 31.9% | 72 | 9.814 |
| #28 | 15D | 40 | 9.02% | 12.78% | +6.29% | 36.1% | 72 | 9.836 |
| #29 | 20D | 500 | 10.94% | 12.9% | +5.95% | 30.8% | 52 | 10.801 |
| #30 | 20D | 320 | 10.95% | 13.17% | +5.67% | 28.8% | 52 | 10.863 |