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: 2026-06-09 → 2026-07-24 · anchors: 120 · latest snapshot: 2026-07-30 · computed at: 2026年7月31日 上午7:47 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: +0.17%
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: +0.18%
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 | 2.71% | 3.55% | +0.18% | 49.2% | 120 | 2.502 |
| #2 | 3D | 320 | 2.72% | 3.55% | +0.18% | 47.5% | 120 | 2.511 |
| #3 | 3D | 40 | 2.63% | 3.65% | +0.20% | 43.3% | 120 | 2.514 |
| #4 | 3D | 80 | 2.76% | 3.56% | +0.14% | 47.5% | 120 | 2.528 |
| #5 | 3D | 160 | 2.76% | 3.57% | +0.13% | 46.7% | 120 | 2.532 |
| #6 | 3D | 120 | 2.8% | 3.58% | +0.13% | 50% | 120 | 2.547 |
| #7 | 3D | 240 | 2.83% | 3.54% | +0.14% | 46.7% | 120 | 2.558 |
| #8 | 5D | 320 | 3.58% | 4.73% | -0.05% | 51.7% | 116 | 3.324 |
| #9 | 5D | 240 | 3.62% | 4.73% | -0.02% | 52.6% | 116 | 3.337 |
| #10 | 5D | 500 | 3.6% | 4.77% | -0.10% | 48.3% | 116 | 3.364 |
| #11 | 5D | 120 | 3.74% | 4.74% | +0.06% | 52.6% | 116 | 3.407 |
| #12 | 5D | 40 | 3.44% | 5.12% | +0.43% | 44.8% | 116 | 3.464 |
| #13 | 5D | 160 | 3.82% | 4.83% | -0.03% | 50% | 116 | 3.48 |
| #14 | 5D | 80 | 3.85% | 4.93% | +0.19% | 48.3% | 116 | 3.558 |
| #15 | 10D | 40 | 3.98% | 6.82% | -0.78% | 50% | 100 | 4.369 |
| #16 | 10D | 500 | 4.65% | 6.71% | -1.01% | 49% | 100 | 4.703 |
| #17 | 10D | 320 | 4.68% | 6.75% | -1.04% | 51% | 100 | 4.731 |
| #18 | 10D | 240 | 4.88% | 6.81% | -1.06% | 54% | 100 | 4.847 |
| #19 | 10D | 160 | 4.95% | 6.86% | -1.07% | 56% | 100 | 4.897 |
| #20 | 10D | 80 | 4.97% | 6.94% | -1.04% | 52% | 100 | 4.94 |
| #21 | 10D | 120 | 5.29% | 6.88% | -1.09% | 53% | 100 | 5.084 |
| #22 | 15D | 500 | 5.67% | 9.03% | -5.28% | 58.3% | 84 | 6.642 |
| #23 | 15D | 320 | 5.66% | 9.45% | -5.71% | 54.8% | 84 | 6.857 |
| #24 | 15D | 240 | 5.73% | 9.83% | -6.00% | 51.2% | 84 | 7.078 |
| #25 | 15D | 120 | 5.51% | 10.24% | -6.31% | 48.8% | 84 | 7.163 |
| #26 | 15D | 160 | 5.83% | 10.15% | -6.28% | 48.8% | 84 | 7.288 |
| #27 | 15D | 80 | 5.75% | 10.43% | -6.46% | 46.4% | 84 | 7.379 |
| #28 | 15D | 40 | 6.37% | 10.75% | -6.37% | 50% | 84 | 7.778 |
| #29 | 20D | 500 | 8.05% | 12.13% | -8.65% | 48.4% | 64 | 9.447 |
| #30 | 20D | 320 | 8.17% | 12.81% | -9.30% | 43.8% | 64 | 9.854 |