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: 2026-04-02 → 2026-05-14 · anchors: 120 · latest snapshot: 2026-05-19 · computed at: 2026年6月25日 上午5:05 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: +1.73%
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: +1.38%
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 | 2.69% | 4.11% | +1.38% | 54.2% | 120 | 2.855 |
| #2 | 3D | 160 | 2.74% | 4.11% | +1.39% | 51.7% | 120 | 2.888 |
| #3 | 3D | 240 | 2.81% | 4.09% | +1.35% | 51.7% | 120 | 2.91 |
| #4 | 3D | 320 | 2.84% | 4.13% | +1.37% | 50.8% | 120 | 2.944 |
| #5 | 3D | 80 | 2.76% | 4.21% | +1.44% | 48.3% | 120 | 2.949 |
| #6 | 3D | 500 | 2.88% | 4.14% | +1.37% | 50% | 120 | 2.97 |
| #7 | 3D | 40 | 3.12% | 4.27% | +1.54% | 51.7% | 120 | 3.156 |
| #8 | 5D | 240 | 3.82% | 5.8% | +2.49% | 51.8% | 112 | 4.184 |
| #9 | 5D | 500 | 3.86% | 5.77% | +2.53% | 46.4% | 112 | 4.213 |
| #10 | 5D | 320 | 3.89% | 5.79% | +2.48% | 50% | 112 | 4.219 |
| #11 | 5D | 160 | 3.95% | 5.95% | +2.68% | 48.2% | 112 | 4.339 |
| #12 | 5D | 120 | 4.05% | 5.97% | +2.68% | 48.2% | 112 | 4.396 |
| #13 | 5D | 80 | 3.93% | 6.16% | +2.83% | 47.3% | 112 | 4.427 |
| #14 | 5D | 40 | 4.13% | 6.22% | +3.03% | 42% | 112 | 4.591 |
| #15 | 10D | 320 | 5.78% | 9.34% | +6.19% | 47.8% | 92 | 6.968 |
| #16 | 10D | 240 | 5.73% | 9.47% | +6.13% | 47.8% | 92 | 6.98 |
| #17 | 10D | 160 | 6.02% | 9.61% | +6.08% | 50% | 92 | 7.161 |
| #18 | 10D | 120 | 6.04% | 9.7% | +6.08% | 46.7% | 92 | 7.21 |
| #19 | 10D | 500 | 6.16% | 9.38% | +6.40% | 43.5% | 92 | 7.214 |
| #20 | 10D | 80 | 6.32% | 10.02% | +6.23% | 44.6% | 92 | 7.49 |
| #21 | 10D | 40 | 6.3% | 10.22% | +6.62% | 39.1% | 92 | 7.622 |
| #22 | 15D | 80 | 8.29% | 13.18% | +10.09% | 41.7% | 72 | 10.167 |
| #23 | 15D | 40 | 8.71% | 13.58% | +9.59% | 38.9% | 72 | 10.449 |
| #24 | 15D | 120 | 9.03% | 13.08% | +10.64% | 43.1% | 72 | 10.581 |
| #25 | 15D | 320 | 9.64% | 13.12% | +10.96% | 38.9% | 72 | 10.959 |
| #26 | 15D | 500 | 9.81% | 13.16% | +10.97% | 38.9% | 72 | 11.059 |
| #27 | 15D | 240 | 10.03% | 13.06% | +10.91% | 38.9% | 72 | 11.125 |
| #28 | 15D | 160 | 10% | 13.16% | +10.85% | 41.7% | 72 | 11.129 |
| #29 | 20D | 40 | 11.74% | 19.98% | +17.48% | 40.4% | 52 | 15.384 |
| #30 | 20D | 80 | 12.04% | 19.85% | +17.62% | 34.6% | 52 | 15.524 |