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: 2026-03-30 → 2026-05-11 · anchors: 120 · latest snapshot: 2026-05-14 · computed at: 2026年6月25日 上午5:12 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: +1.58%
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: +1.31%
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 | 2.51% | 3.82% | +1.31% | 50.8% | 120 | 2.661 |
| #2 | 3D | 320 | 2.58% | 3.81% | +1.32% | 51.7% | 120 | 2.692 |
| #3 | 3D | 120 | 2.63% | 3.81% | +1.36% | 56.7% | 120 | 2.711 |
| #4 | 3D | 160 | 2.67% | 3.82% | +1.36% | 52.5% | 120 | 2.745 |
| #5 | 3D | 240 | 2.71% | 3.79% | +1.30% | 52.5% | 120 | 2.745 |
| #6 | 3D | 80 | 2.63% | 3.9% | +1.45% | 51.7% | 120 | 2.768 |
| #7 | 3D | 40 | 2.84% | 3.96% | +1.56% | 51.7% | 120 | 2.911 |
| #8 | 5D | 320 | 3.66% | 5.55% | +2.66% | 50.9% | 112 | 4.044 |
| #9 | 5D | 240 | 3.67% | 5.57% | +2.68% | 52.7% | 112 | 4.055 |
| #10 | 5D | 500 | 3.69% | 5.52% | +2.66% | 48.2% | 112 | 4.056 |
| #11 | 5D | 160 | 3.75% | 5.74% | +2.87% | 50% | 112 | 4.19 |
| #12 | 5D | 120 | 3.81% | 5.79% | +2.90% | 49.1% | 112 | 4.244 |
| #13 | 5D | 80 | 3.8% | 5.96% | +3.11% | 48.2% | 112 | 4.332 |
| #14 | 5D | 40 | 4.13% | 6.12% | +3.29% | 40.2% | 112 | 4.6 |
| #15 | 10D | 320 | 5.6% | 9.24% | +6.72% | 51.1% | 92 | 6.914 |
| #16 | 10D | 240 | 5.65% | 9.36% | +6.68% | 51.1% | 92 | 6.975 |
| #17 | 10D | 500 | 5.74% | 9.26% | +6.85% | 45.7% | 92 | 7.024 |
| #18 | 10D | 160 | 5.74% | 9.52% | +6.67% | 53.3% | 92 | 7.069 |
| #19 | 10D | 120 | 6.1% | 9.64% | +6.68% | 50% | 92 | 7.301 |
| #20 | 10D | 80 | 6.32% | 9.97% | +6.82% | 47.8% | 92 | 7.553 |
| #21 | 10D | 40 | 6.19% | 10.16% | +7.16% | 42.4% | 92 | 7.619 |
| #22 | 15D | 40 | 8.16% | 13.44% | +9.67% | 36.1% | 72 | 10.144 |
| #23 | 15D | 120 | 8.37% | 12.95% | +10.23% | 37.5% | 72 | 10.158 |
| #24 | 15D | 80 | 8.49% | 13.09% | +9.89% | 36.1% | 72 | 10.22 |
| #25 | 15D | 500 | 8.7% | 12.77% | +10.07% | 34.7% | 72 | 10.243 |
| #26 | 15D | 320 | 9.24% | 12.82% | +10.16% | 34.7% | 72 | 10.544 |
| #27 | 15D | 240 | 9.32% | 12.83% | +10.22% | 34.7% | 72 | 10.597 |
| #28 | 15D | 160 | 9.31% | 13% | +10.35% | 36.1% | 72 | 10.667 |
| #29 | 20D | 500 | 11.16% | 20.54% | +18.03% | 15.4% | 52 | 15.435 |
| #30 | 20D | 240 | 11.34% | 20.76% | +18.17% | 17.3% | 52 | 15.618 |