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: 2026-04-17 → 2026-05-29 · anchors: 120 · latest snapshot: 2026-06-03 · computed at: 2026年7月29日 下午6:17 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: +1.12%
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: +0.33%
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 | 2.47% | 4.09% | +0.33% | 54.2% | 120 | 2.581 |
| #2 | 3D | 80 | 2.53% | 4.08% | +0.17% | 52.5% | 120 | 2.587 |
| #3 | 3D | 120 | 2.64% | 4.05% | +0.19% | 55.8% | 120 | 2.627 |
| #4 | 3D | 160 | 2.66% | 4.04% | +0.25% | 52.5% | 120 | 2.65 |
| #5 | 3D | 40 | 2.67% | 4.07% | +0.22% | 54.2% | 120 | 2.657 |
| #6 | 3D | 320 | 2.67% | 4.07% | +0.29% | 55% | 120 | 2.665 |
| #7 | 3D | 240 | 2.71% | 4.04% | +0.26% | 54.2% | 120 | 2.673 |
| #8 | 5D | 80 | 3.81% | 6.61% | +2.09% | 50% | 112 | 4.407 |
| #9 | 5D | 120 | 3.94% | 6.53% | +2.14% | 51.8% | 112 | 4.447 |
| #10 | 5D | 40 | 3.95% | 6.52% | +2.27% | 47.3% | 112 | 4.479 |
| #11 | 5D | 160 | 4.09% | 6.57% | +2.25% | 50.9% | 112 | 4.555 |
| #12 | 5D | 240 | 4.26% | 6.6% | +2.27% | 53.6% | 112 | 4.646 |
| #13 | 5D | 320 | 4.3% | 6.71% | +2.41% | 51.8% | 112 | 4.731 |
| #14 | 5D | 500 | 4.26% | 6.76% | +2.54% | 50% | 112 | 4.752 |
| #15 | 10D | 120 | 5.86% | 8.05% | +1.78% | 45.7% | 92 | 5.9 |
| #16 | 10D | 240 | 5.91% | 8.14% | +2.05% | 46.7% | 92 | 5.995 |
| #17 | 10D | 160 | 6.07% | 8.08% | +1.78% | 46.7% | 92 | 6.013 |
| #18 | 10D | 80 | 6.11% | 8.02% | +1.77% | 42.4% | 92 | 6.022 |
| #19 | 10D | 320 | 5.83% | 8.23% | +2.39% | 46.7% | 92 | 6.037 |
| #20 | 10D | 40 | 6.28% | 7.99% | +1.90% | 41.3% | 92 | 6.118 |
| #21 | 15D | 80 | 5.96% | 8.5% | +2.52% | 50% | 72 | 6.208 |
| #22 | 15D | 40 | 6.49% | 8.26% | +1.61% | 48.6% | 72 | 6.256 |
| #23 | 10D | 500 | 6.09% | 8.35% | +2.83% | 42.4% | 92 | 6.286 |
| #24 | 15D | 240 | 6.22% | 9.06% | +4.40% | 51.4% | 72 | 6.813 |
| #25 | 15D | 160 | 6.51% | 8.91% | +3.94% | 55.6% | 72 | 6.826 |
| #26 | 15D | 120 | 6.84% | 8.69% | +3.52% | 54.2% | 72 | 6.854 |
| #27 | 15D | 320 | 6.08% | 9.24% | +4.76% | 51.4% | 72 | 6.86 |
| #28 | 15D | 500 | 6.05% | 9.51% | +5.28% | 52.8% | 72 | 7.014 |
| #29 | 20D | 80 | 5.94% | 10.62% | +5.67% | 71.2% | 52 | 7.36 |
| #30 | 20D | 40 | 7.64% | 10.52% | +3.10% | 69.2% | 52 | 7.794 |