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.

Snapshot 2026-05-19
DOE calibrated as-of 2026-05-19
Window 2026-04-02 → 2026-05-14
Anchors 120
Lookback 730D
Confidence low
Computed at 2026年6月25日 上午5:05 HKT
Point-in-time Point-in-time safe

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

Median abs error2.69%
Mean abs error4.11%
Bias+1.38%
Inside P25/P7554.2%

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.

Setting Median abs Bias P25/P75 hit n Read
Setting 3D · n=120
Median abs 2.69%
Bias +1.38%
P25/P75 hit 54.2%
n 120
Rank Best setting
Setting 3D · n=160
Median abs 2.74%
Bias +1.39%
P25/P75 hit 51.7%
n 120
Rank #2 Candidate
Setting 3D · n=240
Median abs 2.81%
Bias +1.35%
P25/P75 hit 51.7%
n 120
Rank #3 Candidate
Setting 3D · n=320
Median abs 2.84%
Bias +1.37%
P25/P75 hit 50.8%
n 120
Rank #4 Candidate
Setting 3D · n=80
Median abs 2.76%
Bias +1.44%
P25/P75 hit 48.3%
n 120
Rank #5 Candidate
Setting 3D · n=500
Median abs 2.88%
Bias +1.37%
P25/P75 hit 50%
n 120
Rank #6 Candidate
Setting 3D · n=40
Median abs 3.12%
Bias +1.54%
P25/P75 hit 51.7%
n 120
Rank #7 Candidate
Setting 5D · n=240
Median abs 3.82%
Bias +2.49%
P25/P75 hit 51.8%
n 112
Rank #8 Candidate
Setting 5D · n=500
Median abs 3.86%
Bias +2.53%
P25/P75 hit 46.4%
n 112
Rank #9 Candidate
Setting 5D · n=320
Median abs 3.89%
Bias +2.48%
P25/P75 hit 50%
n 112
Rank #10 Candidate
Setting 5D · n=160
Median abs 3.95%
Bias +2.68%
P25/P75 hit 48.2%
n 112
Rank #11 Candidate
Setting 5D · n=120
Median abs 4.05%
Bias +2.68%
P25/P75 hit 48.2%
n 112
Rank #12 Candidate

Best setting 3D · n=120: median projection vs actual return

-2 1 4 -14.00% 0.00% +24.00% US.LITE Median projection -0.85, actual return +8.36%, runup +9.21%, drawdown -9.21%US.INTC Median projection -1.14, actual return +17.01%, runup +18.15%, drawdown -18.15%US.SBAC Median projection -0.15, actual return +7.19%, runup +7.34%, drawdown -7.34%US.CIEN Median projection -0.85, actual return +10.33%, runup +11.18%, drawdown -11.18%US.SBAC Median projection -0.63, actual return +2.84%, runup +3.47%, drawdown -3.47%US.VRSN Median projection -0.67, actual return -1.69%, runup -1.02%, drawdown -1.02%US.MRVL Median projection -0.8, actual return +9.52%, runup +10.32%, drawdown -10.32%US.STX Median projection -0.08, actual return +10.47%, runup +10.55%, drawdown -10.55%US.UNH Median projection -1.02, actual return -1.10%, runup -0.08%, drawdown -0.08%US.JBL Median projection -0.28, actual return +9.77%, runup +10.05%, drawdown -10.05%US.PNC Median projection -1.01, actual return +3.37%, runup +4.38%, drawdown -4.38%US.HUM Median projection -0.85, actual return -2.54%, runup -1.69%, drawdown -1.69%US.TER Median projection -0.73, actual return +3.30%, runup +4.03%, drawdown -4.03%US.JBL Median projection -1.02, actual return +6.35%, runup +7.37%, drawdown -7.37%US.MPWR Median projection -0.8, actual return +4.52%, runup +5.32%, drawdown -5.32%US.SBAC Median projection -0.66, actual return +0.70%, runup +1.36%, drawdown -1.36%US.AMZN Median projection -0.66, actual return +6.58%, runup +7.24%, drawdown -7.24%US.STZ Median projection -0.66, actual return +0.88%, runup +1.54%, drawdown -1.54%US.BF.B Median projection -1.01, actual return -3.63%, runup -2.62%, drawdown -2.62%US.JBL Median projection -0.36, actual return +4.42%, runup +4.78%, drawdown -4.78%US.MRVL Median projection -1.24, actual return +4.76%, runup +6.00%, drawdown -6.00%US.LRCX Median projection -0.56, actual return +0.57%, runup +1.13%, drawdown -1.13%US.STZ Median projection -1.01, actual return -1.32%, runup -0.31%, drawdown -0.31%US.JBL Median projection -0.73, actual return +1.82%, runup +2.55%, drawdown -2.55%US.JBL Median projection 1.78, actual return +1.55%, runup -0.23%, drawdown -0.23%US.SNDK Median projection 1.5, actual return -3.47%, runup -4.97%, drawdown -4.97%US.DELL Median projection -0.12, actual return +1.74%, runup +1.86%, drawdown -1.86%US.BLK Median projection -0.26, actual return +0.13%, runup +0.39%, drawdown -0.39%US.A Median projection -0.79, actual return +1.23%, runup +2.02%, drawdown -2.02%US.JBL Median projection 2.02, actual return +5.14%, runup +3.12%, drawdown -3.12%US.AMZN Median projection -0.78, actual return +0.62%, runup +1.40%, drawdown -1.40%US.BLK Median projection -0.57, actual return -0.23%, runup +0.34%, drawdown -0.34%US.ORCL Median projection 1.85, actual return +4.58%, runup +2.73%, drawdown -2.73%US.HOOD Median projection -0.46, actual return +4.53%, runup +4.99%, drawdown -4.99%US.DASH Median projection -0.66, actual return +5.48%, runup +6.14%, drawdown -6.14%US.MSFT Median projection 0.85, actual return +1.67%, runup +0.82%, drawdown -0.82%US.CHRW Median projection -0.85, actual return +1.12%, runup +1.97%, drawdown -1.97%US.ON Median projection 0.56, actual return +8.73%, runup +8.17%, drawdown -8.17%US.AMD Median projection 1.26, actual return +2.24%, runup +0.98%, drawdown -0.98%US.ALB Median projection -0.46, actual return -7.98%, runup -7.52%, drawdown -7.52%US.EXPE Median projection 0.42, actual return -0.47%, runup -0.89%, drawdown -0.89%US.JBL Median projection 2.15, actual return +4.57%, runup +2.42%, drawdown -2.42%US.ADI Median projection 0.95, actual return +2.68%, runup +1.73%, drawdown -1.73%US.A Median projection -0.58, actual return -1.15%, runup -0.57%, drawdown -0.57%US.ADI Median projection 1.39, actual return +5.99%, runup +4.60%, drawdown -4.60%US.JBL Median projection 1.11, actual return +2.50%, runup +1.39%, drawdown -1.39%US.STLD Median projection 0.1, actual return +7.50%, runup +7.40%, drawdown -7.40%US.TGT Median projection -0.17, actual return -0.01%, runup +0.16%, drawdown -0.16%US.NTAP Median projection 1.02, actual return -2.76%, runup -3.78%, drawdown -3.78%US.HPQ Median projection 1.78, actual return -6.16%, runup -7.94%, drawdown -7.94%US.STLD Median projection 0.12, actual return +2.99%, runup +2.87%, drawdown -2.87%US.NTRS Median projection 0.32, actual return -4.50%, runup -4.82%, drawdown -4.82%US.STLD Median projection -0.06, actual return -1.06%, runup -1.00%, drawdown -1.00%US.ISRG Median projection 0.02, actual return -2.61%, runup -2.63%, drawdown -2.63%US.GEV Median projection -0.02, actual return -0.65%, runup -0.63%, drawdown -0.63%US.MAS Median projection -0.32, actual return +0.38%, runup +0.70%, drawdown -0.70%US.CSX Median projection -0.46, actual return -2.06%, runup -1.60%, drawdown -1.60%US.WST Median projection 0.15, actual return -5.67%, runup -5.82%, drawdown -5.82%US.DOV Median projection -0.46, actual return -1.76%, runup -1.30%, drawdown -1.30%US.TXN Median projection 1.11, actual return -6.10%, runup -7.21%, drawdown -7.21%US.SNPS Median projection 2.09, actual return -3.91%, runup -6.00%, drawdown -6.00%US.BKR Median projection -0.2, actual return -0.19%, runup +0.01%, drawdown -0.01%US.AMD Median projection 1.79, actual return -3.08%, runup -4.87%, drawdown -4.87%US.QCOM Median projection 2.13, actual return +4.80%, runup +2.67%, drawdown -2.67%US.CNC Median projection 0.06, actual return +23.43%, runup +23.37%, drawdown -23.37%US.ELV Median projection -0.01, actual return +5.70%, runup +5.71%, drawdown -5.71%US.SNDK Median projection 2.22, actual return +2.46%, runup +0.24%, drawdown -0.24%US.NVDA Median projection 1.75, actual return -7.87%, runup -9.62%, drawdown -9.62%US.AVB Median projection -0.17, actual return -0.03%, runup +0.14%, drawdown -0.14%US.CNC Median projection 0.09, actual return +7.61%, runup +7.52%, drawdown -7.52%US.ESS Median projection 0.06, actual return -1.69%, runup -1.75%, drawdown -1.75%US.EQR Median projection -0.28, actual return +0.03%, runup +0.31%, drawdown -0.31%US.CNC Median projection 0.27, actual return -0.78%, runup -1.05%, drawdown -1.05%US.EQR Median projection -0.73, actual return -0.29%, runup +0.44%, drawdown -0.44%US.NXPI Median projection 1.59, actual return +0.52%, runup -1.07%, drawdown -1.07%US.GNRC Median projection -0.21, actual return +1.64%, runup +1.85%, drawdown -1.85%US.CAT Median projection -1.08, actual return +1.63%, runup +2.71%, drawdown -2.71%US.PWR Median projection -1.08, actual return +6.02%, runup +7.10%, drawdown -7.10%US.QCOM Median projection 0.66, actual return +3.88%, runup +3.22%, drawdown -3.22%US.GOOGL Median projection -0.65, actual return +0.94%, runup +1.59%, drawdown -1.59%US.FRT Median projection 0, actual return +1.26%, runup +1.26%, drawdown -1.26%US.PWR Median projection -0.89, actual return +5.80%, runup +6.69%, drawdown -6.69%US.SNDK Median projection 1.59, actual return +18.79%, runup +17.20%, drawdown -17.20%US.STX Median projection 1.59, actual return +8.18%, runup +6.59%, drawdown -6.59%US.PWR Median projection -0.58, actual return -0.87%, runup -0.29%, drawdown -0.29%US.ADM Median projection -0.06, actual return +1.65%, runup +1.71%, drawdown -1.71%US.TSN Median projection -0.72, actual return -1.18%, runup -0.46%, drawdown -0.46%US.CBOE Median projection 0.09, actual return -0.08%, runup -0.17%, drawdown -0.17%US.J Median projection -0.28, actual return -13.27%, runup -12.99%, drawdown -12.99%US.DD Median projection 0, actual return +1.06%, runup +1.06%, drawdown -1.06%US.SWKS Median projection 1.57, actual return -7.97%, runup -9.54%, drawdown -9.54%US.ADM Median projection -0.27, actual return -1.93%, runup -1.66%, drawdown -1.66%US.RVTY Median projection 0.07, actual return -0.14%, runup -0.21%, drawdown -0.21%US.JBL Median projection 0.94, actual return -1.91%, runup -2.85%, drawdown -2.85%US.DVA Median projection 0.22, actual return +2.60%, runup +2.38%, drawdown -2.38%US.SMCI Median projection 1.65, actual return -3.29%, runup -4.94%, drawdown -4.94%US.VTRS Median projection 0.16, actual return -1.27%, runup -1.43%, drawdown -1.43%US.FTNT Median projection 2.13, actual return +5.46%, runup +3.33%, drawdown -3.33%US.HWM Median projection 0.03, actual return -1.02%, runup -1.05%, drawdown -1.05%US.APP Median projection 1.75, actual return -1.64%, runup -3.39%, drawdown -3.39%US.MNST Median projection 0.01, actual return -0.42%, runup -0.43%, drawdown -0.43%US.FTNT Median projection 2.22, actual return +3.17%, runup +0.95%, drawdown -0.95%US.GEN Median projection 2.2, actual return +2.69%, runup +0.49%, drawdown -0.49%US.PANW Median projection 2.13, actual return +9.58%, runup +7.45%, drawdown -7.45%US.FOX Median projection 0.08, actual return -4.22%, runup -4.30%, drawdown -4.30%US.COHR Median projection 2.75, actual return +6.65%, runup +3.90%, drawdown -3.90%US.FSLR Median projection 2.55, actual return -0.71%, runup -3.26%, drawdown -3.26%US.FOXA Median projection -0.02, actual return -3.54%, runup -3.52%, drawdown -3.52%US.CVS Median projection -0.05, actual return +0.78%, runup +0.83%, drawdown -0.83%US.Q Median projection 2.92, actual return -6.61%, runup -9.53%, drawdown -9.53%US.PANW Median projection 3.07, actual return +12.63%, runup +9.56%, drawdown -9.56%US.PM Median projection -0.13, actual return +1.43%, runup +1.56%, drawdown -1.56%US.GEN Median projection 2.51, actual return +4.51%, runup +2.00%, drawdown -2.00%US.CSCO Median projection 1.23, actual return +16.70%, runup +15.47%, drawdown -15.47%US.F Median projection 0.09, actual return -3.98%, runup -4.07%, drawdown -4.07%US.PANW Median projection 3.17, actual return +8.67%, runup +5.50%, drawdown -5.50%US.CSCO Median projection 1.22, actual return -0.13%, runup -1.35%, drawdown -1.35%US.HPE Median projection 2.78, actual return -4.42%, runup -7.20%, drawdown -7.20%US.F Median projection 0.82, actual return -9.81%, runup -10.63%, drawdown -10.63%US.WMB Median projection -0.22, actual return +2.20%, runup +2.42%, drawdown -2.42% Bucket avg Median projection -0.5, actual return +1.85%, n 59Bucket avg Median projection 0.8, actual return +0.96%, n 45Bucket avg Median projection 2.4, actual return +3.42%, n 16 Corr +0.01 R² 0.0% n 120 Median projection return 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

-2 1 4 -14.00% 0.00% +24.00% US.LITE Median projection -0.85, forecast error +9.21%, runup +9.21%, drawdown -9.21%US.INTC Median projection -1.14, forecast error +18.15%, runup +18.15%, drawdown -18.15%US.SBAC Median projection -0.15, forecast error +7.34%, runup +7.34%, drawdown -7.34%US.CIEN Median projection -0.85, forecast error +11.18%, runup +11.18%, drawdown -11.18%US.SBAC Median projection -0.63, forecast error +3.47%, runup +3.47%, drawdown -3.47%US.VRSN Median projection -0.67, forecast error -1.02%, runup -1.02%, drawdown -1.02%US.MRVL Median projection -0.8, forecast error +10.32%, runup +10.32%, drawdown -10.32%US.STX Median projection -0.08, forecast error +10.55%, runup +10.55%, drawdown -10.55%US.UNH Median projection -1.02, forecast error -0.08%, runup -0.08%, drawdown -0.08%US.JBL Median projection -0.28, forecast error +10.05%, runup +10.05%, drawdown -10.05%US.PNC Median projection -1.01, forecast error +4.38%, runup +4.38%, drawdown -4.38%US.HUM Median projection -0.85, forecast error -1.69%, runup -1.69%, drawdown -1.69%US.TER Median projection -0.73, forecast error +4.03%, runup +4.03%, drawdown -4.03%US.JBL Median projection -1.02, forecast error +7.37%, runup +7.37%, drawdown -7.37%US.MPWR Median projection -0.8, forecast error +5.32%, runup +5.32%, drawdown -5.32%US.SBAC Median projection -0.66, forecast error +1.36%, runup +1.36%, drawdown -1.36%US.AMZN Median projection -0.66, forecast error +7.24%, runup +7.24%, drawdown -7.24%US.STZ Median projection -0.66, forecast error +1.54%, runup +1.54%, drawdown -1.54%US.BF.B Median projection -1.01, forecast error -2.62%, runup -2.62%, drawdown -2.62%US.JBL Median projection -0.36, forecast error +4.78%, runup +4.78%, drawdown -4.78%US.MRVL Median projection -1.24, forecast error +6.00%, runup +6.00%, drawdown -6.00%US.LRCX Median projection -0.56, forecast error +1.13%, runup +1.13%, drawdown -1.13%US.STZ Median projection -1.01, forecast error -0.31%, runup -0.31%, drawdown -0.31%US.JBL Median projection -0.73, forecast error +2.55%, runup +2.55%, drawdown -2.55%US.JBL Median projection 1.78, forecast error -0.23%, runup -0.23%, drawdown -0.23%US.SNDK Median projection 1.5, forecast error -4.97%, runup -4.97%, drawdown -4.97%US.DELL Median projection -0.12, forecast error +1.86%, runup +1.86%, drawdown -1.86%US.BLK Median projection -0.26, forecast error +0.39%, runup +0.39%, drawdown -0.39%US.A Median projection -0.79, forecast error +2.02%, runup +2.02%, drawdown -2.02%US.JBL Median projection 2.02, forecast error +3.12%, runup +3.12%, drawdown -3.12%US.AMZN Median projection -0.78, forecast error +1.40%, runup +1.40%, drawdown -1.40%US.BLK Median projection -0.57, forecast error +0.34%, runup +0.34%, drawdown -0.34%US.ORCL Median projection 1.85, forecast error +2.73%, runup +2.73%, drawdown -2.73%US.HOOD Median projection -0.46, forecast error +4.99%, runup +4.99%, drawdown -4.99%US.DASH Median projection -0.66, forecast error +6.14%, runup +6.14%, drawdown -6.14%US.MSFT Median projection 0.85, forecast error +0.82%, runup +0.82%, drawdown -0.82%US.CHRW Median projection -0.85, forecast error +1.97%, runup +1.97%, drawdown -1.97%US.ON Median projection 0.56, forecast error +8.17%, runup +8.17%, drawdown -8.17%US.AMD Median projection 1.26, forecast error +0.98%, runup +0.98%, drawdown -0.98%US.ALB Median projection -0.46, forecast error -7.52%, runup -7.52%, drawdown -7.52%US.EXPE Median projection 0.42, forecast error -0.89%, runup -0.89%, drawdown -0.89%US.JBL Median projection 2.15, forecast error +2.42%, runup +2.42%, drawdown -2.42%US.ADI Median projection 0.95, forecast error +1.73%, runup +1.73%, drawdown -1.73%US.A Median projection -0.58, forecast error -0.57%, runup -0.57%, drawdown -0.57%US.ADI Median projection 1.39, forecast error +4.60%, runup +4.60%, drawdown -4.60%US.JBL Median projection 1.11, forecast error +1.39%, runup +1.39%, drawdown -1.39%US.STLD Median projection 0.1, forecast error +7.40%, runup +7.40%, drawdown -7.40%US.TGT Median projection -0.17, forecast error +0.16%, runup +0.16%, drawdown -0.16%US.NTAP Median projection 1.02, forecast error -3.78%, runup -3.78%, drawdown -3.78%US.HPQ Median projection 1.78, forecast error -7.94%, runup -7.94%, drawdown -7.94%US.STLD Median projection 0.12, forecast error +2.87%, runup +2.87%, drawdown -2.87%US.NTRS Median projection 0.32, forecast error -4.82%, runup -4.82%, drawdown -4.82%US.STLD Median projection -0.06, forecast error -1.00%, runup -1.00%, drawdown -1.00%US.ISRG Median projection 0.02, forecast error -2.63%, runup -2.63%, drawdown -2.63%US.GEV Median projection -0.02, forecast error -0.63%, runup -0.63%, drawdown -0.63%US.MAS Median projection -0.32, forecast error +0.70%, runup +0.70%, drawdown -0.70%US.CSX Median projection -0.46, forecast error -1.60%, runup -1.60%, drawdown -1.60%US.WST Median projection 0.15, forecast error -5.82%, runup -5.82%, drawdown -5.82%US.DOV Median projection -0.46, forecast error -1.30%, runup -1.30%, drawdown -1.30%US.TXN Median projection 1.11, forecast error -7.21%, runup -7.21%, drawdown -7.21%US.SNPS Median projection 2.09, forecast error -6.00%, runup -6.00%, drawdown -6.00%US.BKR Median projection -0.2, forecast error +0.01%, runup +0.01%, drawdown -0.01%US.AMD Median projection 1.79, forecast error -4.87%, runup -4.87%, drawdown -4.87%US.QCOM Median projection 2.13, forecast error +2.67%, runup +2.67%, drawdown -2.67%US.CNC Median projection 0.06, forecast error +23.37%, runup +23.37%, drawdown -23.37%US.ELV Median projection -0.01, forecast error +5.71%, runup +5.71%, drawdown -5.71%US.SNDK Median projection 2.22, forecast error +0.24%, runup +0.24%, drawdown -0.24%US.NVDA Median projection 1.75, forecast error -9.62%, runup -9.62%, drawdown -9.62%US.AVB Median projection -0.17, forecast error +0.14%, runup +0.14%, drawdown -0.14%US.CNC Median projection 0.09, forecast error +7.52%, runup +7.52%, drawdown -7.52%US.ESS Median projection 0.06, forecast error -1.75%, runup -1.75%, drawdown -1.75%US.EQR Median projection -0.28, forecast error +0.31%, runup +0.31%, drawdown -0.31%US.CNC Median projection 0.27, forecast error -1.05%, runup -1.05%, drawdown -1.05%US.EQR Median projection -0.73, forecast error +0.44%, runup +0.44%, drawdown -0.44%US.NXPI Median projection 1.59, forecast error -1.07%, runup -1.07%, drawdown -1.07%US.GNRC Median projection -0.21, forecast error +1.85%, runup +1.85%, drawdown -1.85%US.CAT Median projection -1.08, forecast error +2.71%, runup +2.71%, drawdown -2.71%US.PWR Median projection -1.08, forecast error +7.10%, runup +7.10%, drawdown -7.10%US.QCOM Median projection 0.66, forecast error +3.22%, runup +3.22%, drawdown -3.22%US.GOOGL Median projection -0.65, forecast error +1.59%, runup +1.59%, drawdown -1.59%US.FRT Median projection 0, forecast error +1.26%, runup +1.26%, drawdown -1.26%US.PWR Median projection -0.89, forecast error +6.69%, runup +6.69%, drawdown -6.69%US.SNDK Median projection 1.59, forecast error +17.20%, runup +17.20%, drawdown -17.20%US.STX Median projection 1.59, forecast error +6.59%, runup +6.59%, drawdown -6.59%US.PWR Median projection -0.58, forecast error -0.29%, runup -0.29%, drawdown -0.29%US.ADM Median projection -0.06, forecast error +1.71%, runup +1.71%, drawdown -1.71%US.TSN Median projection -0.72, forecast error -0.46%, runup -0.46%, drawdown -0.46%US.CBOE Median projection 0.09, forecast error -0.17%, runup -0.17%, drawdown -0.17%US.J Median projection -0.28, forecast error -12.99%, runup -12.99%, drawdown -12.99%US.DD Median projection 0, forecast error +1.06%, runup +1.06%, drawdown -1.06%US.SWKS Median projection 1.57, forecast error -9.54%, runup -9.54%, drawdown -9.54%US.ADM Median projection -0.27, forecast error -1.66%, runup -1.66%, drawdown -1.66%US.RVTY Median projection 0.07, forecast error -0.21%, runup -0.21%, drawdown -0.21%US.JBL Median projection 0.94, forecast error -2.85%, runup -2.85%, drawdown -2.85%US.DVA Median projection 0.22, forecast error +2.38%, runup +2.38%, drawdown -2.38%US.SMCI Median projection 1.65, forecast error -4.94%, runup -4.94%, drawdown -4.94%US.VTRS Median projection 0.16, forecast error -1.43%, runup -1.43%, drawdown -1.43%US.FTNT Median projection 2.13, forecast error +3.33%, runup +3.33%, drawdown -3.33%US.HWM Median projection 0.03, forecast error -1.05%, runup -1.05%, drawdown -1.05%US.APP Median projection 1.75, forecast error -3.39%, runup -3.39%, drawdown -3.39%US.MNST Median projection 0.01, forecast error -0.43%, runup -0.43%, drawdown -0.43%US.FTNT Median projection 2.22, forecast error +0.95%, runup +0.95%, drawdown -0.95%US.GEN Median projection 2.2, forecast error +0.49%, runup +0.49%, drawdown -0.49%US.PANW Median projection 2.13, forecast error +7.45%, runup +7.45%, drawdown -7.45%US.FOX Median projection 0.08, forecast error -4.30%, runup -4.30%, drawdown -4.30%US.COHR Median projection 2.75, forecast error +3.90%, runup +3.90%, drawdown -3.90%US.FSLR Median projection 2.55, forecast error -3.26%, runup -3.26%, drawdown -3.26%US.FOXA Median projection -0.02, forecast error -3.52%, runup -3.52%, drawdown -3.52%US.CVS Median projection -0.05, forecast error +0.83%, runup +0.83%, drawdown -0.83%US.Q Median projection 2.92, forecast error -9.53%, runup -9.53%, drawdown -9.53%US.PANW Median projection 3.07, forecast error +9.56%, runup +9.56%, drawdown -9.56%US.PM Median projection -0.13, forecast error +1.56%, runup +1.56%, drawdown -1.56%US.GEN Median projection 2.51, forecast error +2.00%, runup +2.00%, drawdown -2.00%US.CSCO Median projection 1.23, forecast error +15.47%, runup +15.47%, drawdown -15.47%US.F Median projection 0.09, forecast error -4.07%, runup -4.07%, drawdown -4.07%US.PANW Median projection 3.17, forecast error +5.50%, runup +5.50%, drawdown -5.50%US.CSCO Median projection 1.22, forecast error -1.35%, runup -1.35%, drawdown -1.35%US.HPE Median projection 2.78, forecast error -7.20%, runup -7.20%, drawdown -7.20%US.F Median projection 0.82, forecast error -10.63%, runup -10.63%, drawdown -10.63%US.WMB Median projection -0.22, forecast error +2.42%, runup +2.42%, drawdown -2.42% Bucket avg Median projection -0.5, forecast error +2.40%, n 59Bucket avg Median projection 0.8, forecast error +0.17%, n 45Bucket avg Median projection 2.4, forecast error +0.98%, n 16 Corr -0.19 R² 3.8% n 120 Median projection return Actual - median

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