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=500
DOE results snapshot · Window: 2026-03-25 → 2026-05-06 · anchors: 120 · latest snapshot: 2026-05-11 · computed at: 2026年6月25日 上午5:19 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=500: 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: +1.15%
Best setting 3D · n=500: 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: +0.95%
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 | 500 | 2.55% | 3.93% | +0.95% | 50% | 120 | 2.668 |
| #2 | 3D | 120 | 2.59% | 3.96% | +1.00% | 54.2% | 120 | 2.696 |
| #3 | 3D | 320 | 2.66% | 3.95% | +0.96% | 50.8% | 120 | 2.73 |
| #4 | 3D | 160 | 2.67% | 3.95% | +0.97% | 50% | 120 | 2.738 |
| #5 | 3D | 240 | 2.71% | 3.93% | +0.93% | 51.7% | 120 | 2.741 |
| #6 | 3D | 80 | 2.59% | 4.09% | +1.13% | 50.8% | 120 | 2.769 |
| #7 | 3D | 40 | 2.84% | 4.12% | +1.20% | 48.3% | 120 | 2.921 |
| #8 | 5D | 240 | 3.52% | 5.33% | +2.79% | 53.6% | 112 | 3.91 |
| #9 | 5D | 320 | 3.64% | 5.3% | +2.78% | 51.8% | 112 | 3.962 |
| #10 | 5D | 500 | 3.67% | 5.29% | +2.78% | 50% | 112 | 3.978 |
| #11 | 5D | 160 | 3.64% | 5.48% | +2.96% | 49.1% | 112 | 4.059 |
| #12 | 5D | 120 | 3.76% | 5.54% | +3.00% | 48.2% | 112 | 4.149 |
| #13 | 5D | 80 | 3.73% | 5.68% | +3.23% | 50% | 112 | 4.212 |
| #14 | 5D | 40 | 3.87% | 5.86% | +3.43% | 39.3% | 112 | 4.402 |
| #15 | 10D | 320 | 6.3% | 9.81% | +6.03% | 43.5% | 92 | 7.379 |
| #16 | 10D | 240 | 6.37% | 9.97% | +6.01% | 42.4% | 92 | 7.47 |
| #17 | 10D | 500 | 6.48% | 9.76% | +6.13% | 39.1% | 92 | 7.478 |
| #18 | 10D | 160 | 6.49% | 10.1% | +6.00% | 44.6% | 92 | 7.568 |
| #19 | 10D | 120 | 6.79% | 10.19% | +5.98% | 41.3% | 92 | 7.755 |
| #20 | 10D | 80 | 6.97% | 10.59% | +6.18% | 39.1% | 92 | 8.021 |
| #21 | 10D | 40 | 7.45% | 10.74% | +6.38% | 37% | 92 | 8.349 |
| #22 | 15D | 120 | 9.74% | 14.01% | +9.14% | 29.2% | 72 | 11.071 |
| #23 | 15D | 40 | 9.69% | 14.72% | +9.13% | 27.8% | 72 | 11.297 |
| #24 | 15D | 80 | 10.16% | 14.3% | +9.13% | 27.8% | 72 | 11.385 |
| #25 | 15D | 160 | 10.36% | 14% | +9.23% | 29.2% | 72 | 11.391 |
| #26 | 15D | 240 | 10.77% | 13.76% | +9.12% | 27.8% | 72 | 11.5 |
| #27 | 15D | 320 | 11.15% | 13.67% | +9.08% | 29.2% | 72 | 11.649 |
| #28 | 15D | 500 | 11.44% | 13.59% | +9.07% | 29.2% | 72 | 11.764 |
| #29 | 20D | 500 | 11.34% | 18.85% | +15.81% | 17.3% | 52 | 14.596 |
| #30 | 20D | 320 | 11.64% | 19.04% | +15.72% | 19.2% | 52 | 14.794 |