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: 2026-03-26 → 2026-05-07 · anchors: 120 · latest snapshot: 2026-05-12 · computed at: 2026年6月25日 上午5:17 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: +1.39%
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: +1.17%
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 | 2.52% | 3.78% | +1.17% | 50.8% | 120 | 2.632 |
| #2 | 3D | 120 | 2.59% | 3.83% | +1.20% | 55.8% | 120 | 2.676 |
| #3 | 3D | 320 | 2.65% | 3.8% | +1.18% | 50.8% | 120 | 2.705 |
| #4 | 3D | 240 | 2.71% | 3.78% | +1.14% | 52.5% | 120 | 2.718 |
| #5 | 3D | 160 | 2.67% | 3.83% | +1.19% | 51.7% | 120 | 2.725 |
| #6 | 3D | 80 | 2.59% | 3.95% | +1.33% | 52.5% | 120 | 2.746 |
| #7 | 3D | 40 | 2.84% | 3.99% | +1.39% | 49.2% | 120 | 2.902 |
| #8 | 5D | 320 | 3.51% | 5.45% | +2.65% | 50.9% | 112 | 3.933 |
| #9 | 5D | 240 | 3.52% | 5.48% | +2.66% | 52.7% | 112 | 3.945 |
| #10 | 5D | 500 | 3.66% | 5.42% | +2.66% | 49.1% | 112 | 4.003 |
| #11 | 5D | 160 | 3.67% | 5.65% | +2.83% | 48.2% | 112 | 4.117 |
| #12 | 5D | 120 | 3.76% | 5.71% | +2.88% | 49.1% | 112 | 4.188 |
| #13 | 5D | 80 | 3.73% | 5.86% | +3.07% | 49.1% | 112 | 4.254 |
| #14 | 5D | 40 | 3.99% | 6.02% | +3.26% | 39.3% | 112 | 4.493 |
| #15 | 10D | 500 | 6.58% | 9.74% | +6.15% | 41.3% | 92 | 7.518 |
| #16 | 10D | 320 | 6.59% | 9.83% | +6.02% | 44.6% | 92 | 7.527 |
| #17 | 10D | 160 | 6.71% | 10.13% | +5.95% | 45.7% | 92 | 7.679 |
| #18 | 10D | 240 | 6.82% | 9.98% | +6.00% | 43.5% | 92 | 7.694 |
| #19 | 10D | 120 | 7.07% | 10.25% | +5.93% | 43.5% | 92 | 7.903 |
| #20 | 10D | 80 | 6.97% | 10.57% | +6.05% | 40.2% | 92 | 7.992 |
| #21 | 10D | 40 | 7.45% | 10.71% | +6.27% | 37% | 92 | 8.322 |
| #22 | 15D | 120 | 9.74% | 14.03% | +9.08% | 31.9% | 72 | 11.063 |
| #23 | 15D | 40 | 9.52% | 14.51% | +8.79% | 27.8% | 72 | 11.088 |
| #24 | 15D | 80 | 9.8% | 14.25% | +8.96% | 29.2% | 72 | 11.158 |
| #25 | 15D | 160 | 10.31% | 13.97% | +9.17% | 30.6% | 72 | 11.344 |
| #26 | 15D | 240 | 10.52% | 13.75% | +9.08% | 27.8% | 72 | 11.365 |
| #27 | 15D | 320 | 10.81% | 13.67% | +9.04% | 30.6% | 72 | 11.469 |
| #28 | 15D | 500 | 11.41% | 13.6% | +9.04% | 30.6% | 72 | 11.745 |
| #29 | 20D | 500 | 11.1% | 18.57% | +15.50% | 17.3% | 52 | 14.331 |
| #30 | 20D | 320 | 11.39% | 18.75% | +15.38% | 21.2% | 52 | 14.512 |