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: 2026-04-29 → 2026-06-10 · anchors: 120 · latest snapshot: 2026-06-15 · computed at: 2026年7月29日 下午7:13 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: +0.28%
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: -0.47%
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 | 2.59% | 4.26% | -0.47% | 53.3% | 120 | 2.723 |
| #2 | 3D | 320 | 2.8% | 4.26% | -0.51% | 51.7% | 120 | 2.838 |
| #3 | 3D | 160 | 2.82% | 4.29% | -0.56% | 49.2% | 120 | 2.872 |
| #4 | 3D | 240 | 2.86% | 4.26% | -0.54% | 51.7% | 120 | 2.873 |
| #5 | 3D | 120 | 2.88% | 4.33% | -0.65% | 51.7% | 120 | 2.924 |
| #6 | 3D | 80 | 2.83% | 4.39% | -0.74% | 49.2% | 120 | 2.94 |
| #7 | 3D | 40 | 2.95% | 4.39% | -0.68% | 46.7% | 120 | 2.997 |
| #8 | 5D | 160 | 4.04% | 7.08% | +0.29% | 50% | 112 | 4.416 |
| #9 | 5D | 40 | 4.01% | 7.19% | +0.21% | 45.5% | 112 | 4.439 |
| #10 | 5D | 80 | 4.04% | 7.27% | +0.05% | 48.2% | 112 | 4.452 |
| #11 | 5D | 320 | 4.11% | 7.12% | +0.52% | 51.8% | 112 | 4.496 |
| #12 | 5D | 120 | 4.21% | 7.16% | +0.12% | 49.1% | 112 | 4.506 |
| #13 | 5D | 240 | 4.37% | 7.09% | +0.31% | 52.7% | 112 | 4.581 |
| #14 | 5D | 500 | 4.29% | 7.17% | +0.67% | 50% | 112 | 4.63 |
| #15 | 15D | 40 | 7.07% | 8.27% | +0.07% | 45.8% | 72 | 6.326 |
| #16 | 10D | 240 | 6.55% | 8.91% | -0.28% | 40.2% | 92 | 6.335 |
| #17 | 10D | 160 | 6.54% | 8.86% | -0.52% | 40.2% | 92 | 6.349 |
| #18 | 15D | 120 | 6.63% | 8.73% | +0.92% | 52.8% | 72 | 6.377 |
| #19 | 15D | 80 | 6.88% | 8.6% | +0.40% | 47.2% | 72 | 6.392 |
| #20 | 15D | 160 | 6.55% | 8.81% | +1.31% | 54.2% | 72 | 6.419 |
| #21 | 15D | 240 | 6.58% | 8.84% | +1.92% | 52.8% | 72 | 6.54 |
| #22 | 15D | 320 | 6.43% | 8.98% | +2.29% | 54.2% | 72 | 6.566 |
| #23 | 10D | 500 | 6.74% | 9.15% | +0.64% | 34.8% | 92 | 6.582 |
| #24 | 10D | 320 | 7.07% | 9.02% | +0.11% | 39.1% | 92 | 6.611 |
| #25 | 10D | 120 | 7.03% | 8.95% | -0.60% | 40.2% | 92 | 6.637 |
| #26 | 10D | 80 | 7.15% | 8.99% | -0.69% | 38% | 92 | 6.73 |
| #27 | 15D | 500 | 6.35% | 9.29% | +3.11% | 55.6% | 72 | 6.754 |
| #28 | 10D | 40 | 7.19% | 9.18% | -0.57% | 35.9% | 92 | 6.804 |
| #29 | 20D | 160 | 7.04% | 10.12% | +0.21% | 63.5% | 52 | 6.935 |
| #30 | 20D | 120 | 7.44% | 10.16% | -0.82% | 59.6% | 52 | 7.25 |