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: 2026-04-20 → 2026-06-01 · anchors: 120 · latest snapshot: 2026-06-04 · computed at: 2026年7月29日 下午6:24 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: +0.93%
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: +0.13%
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 | 2.58% | 4.2% | +0.13% | 52.5% | 120 | 2.648 |
| #2 | 3D | 120 | 2.7% | 4.21% | -0.03% | 53.3% | 120 | 2.695 |
| #3 | 3D | 160 | 2.71% | 4.17% | +0.06% | 50% | 120 | 2.698 |
| #4 | 3D | 320 | 2.76% | 4.18% | +0.09% | 52.5% | 120 | 2.725 |
| #5 | 3D | 240 | 2.8% | 4.16% | +0.07% | 51.7% | 120 | 2.737 |
| #6 | 3D | 80 | 2.76% | 4.27% | -0.10% | 50.8% | 120 | 2.762 |
| #7 | 3D | 40 | 3.12% | 4.27% | -0.04% | 50.8% | 120 | 2.933 |
| #8 | 5D | 120 | 3.75% | 6.39% | +2.06% | 52.7% | 112 | 4.289 |
| #9 | 5D | 40 | 3.72% | 6.41% | +2.20% | 50% | 112 | 4.309 |
| #10 | 5D | 80 | 3.75% | 6.49% | +2.01% | 51.8% | 112 | 4.318 |
| #11 | 5D | 240 | 3.78% | 6.45% | +2.19% | 56.3% | 112 | 4.335 |
| #12 | 5D | 160 | 3.87% | 6.43% | +2.17% | 53.6% | 112 | 4.377 |
| #13 | 5D | 320 | 3.93% | 6.57% | +2.35% | 55.4% | 112 | 4.479 |
| #14 | 5D | 500 | 3.85% | 6.63% | +2.48% | 52.7% | 112 | 4.486 |
| #15 | 10D | 160 | 5.8% | 8.01% | +1.75% | 47.8% | 92 | 5.847 |
| #16 | 10D | 80 | 5.84% | 7.97% | +1.72% | 44.6% | 92 | 5.856 |
| #17 | 10D | 120 | 5.88% | 7.96% | +1.72% | 46.7% | 92 | 5.867 |
| #18 | 10D | 240 | 5.78% | 8.06% | +2.05% | 47.8% | 92 | 5.899 |
| #19 | 10D | 320 | 5.67% | 8.13% | +2.41% | 47.8% | 92 | 5.923 |
| #20 | 10D | 40 | 6.19% | 7.93% | +1.87% | 43.5% | 92 | 6.042 |
| #21 | 10D | 500 | 6.07% | 8.29% | +2.90% | 43.5% | 92 | 6.263 |
| #22 | 15D | 80 | 5.96% | 8.53% | +2.91% | 51.4% | 72 | 6.273 |
| #23 | 15D | 40 | 6.49% | 8.32% | +2.24% | 51.4% | 72 | 6.365 |
| #24 | 15D | 160 | 6.51% | 9% | +4.37% | 56.9% | 72 | 6.918 |
| #25 | 15D | 120 | 6.84% | 8.78% | +3.92% | 55.6% | 72 | 6.942 |
| #26 | 15D | 240 | 6.31% | 9.26% | +4.91% | 51.4% | 72 | 7.004 |
| #27 | 15D | 320 | 6.17% | 9.51% | +5.33% | 51.4% | 72 | 7.084 |
| #28 | 15D | 500 | 6.07% | 9.83% | +5.91% | 52.8% | 72 | 7.23 |
| #29 | 20D | 80 | 5.74% | 11.03% | +5.40% | 67.3% | 52 | 7.372 |
| #30 | 20D | 40 | 7.57% | 10.54% | +3.30% | 65.4% | 52 | 7.806 |