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=80
DOE results snapshot · Window: 2026-07-08 → 2026-09-08 · anchors: 120 · latest snapshot: 2026-09-11 · computed at: 2026年9月12日 上午7:45 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=80: 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: -0.55%
Best setting 3D · n=80: 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: +0.16%
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 | 80 | 2.51% | 3.37% | +0.16% | 47.5% | 120 | 2.34 |
| #2 | 3D | 40 | 2.47% | 3.52% | +0.17% | 45.8% | 120 | 2.378 |
| #3 | 3D | 500 | 2.62% | 3.38% | -0.05% | 44.2% | 120 | 2.39 |
| #4 | 3D | 320 | 2.61% | 3.41% | -0.02% | 44.2% | 120 | 2.391 |
| #5 | 3D | 160 | 2.6% | 3.45% | +0.11% | 45% | 120 | 2.412 |
| #6 | 3D | 120 | 2.61% | 3.44% | +0.17% | 46.7% | 120 | 2.418 |
| #7 | 3D | 240 | 2.72% | 3.43% | +0.01% | 45.8% | 120 | 2.448 |
| #8 | 5D | 500 | 2.9% | 3.94% | -0.04% | 49.6% | 115 | 2.711 |
| #9 | 5D | 320 | 2.9% | 3.94% | +0.07% | 49.6% | 115 | 2.715 |
| #10 | 5D | 240 | 2.87% | 3.95% | +0.19% | 48.7% | 115 | 2.724 |
| #11 | 5D | 120 | 2.98% | 3.97% | +0.35% | 49.6% | 115 | 2.808 |
| #12 | 5D | 160 | 3.03% | 3.96% | +0.31% | 49.6% | 115 | 2.823 |
| #13 | 5D | 40 | 2.77% | 4.29% | +0.69% | 45.2% | 115 | 2.877 |
| #14 | 5D | 80 | 2.98% | 4.1% | +0.57% | 48.7% | 115 | 2.889 |
| #15 | 10D | 500 | 3.41% | 4.26% | +0.24% | 61.4% | 101 | 3.078 |
| #16 | 10D | 320 | 3.4% | 4.35% | +0.49% | 60.4% | 101 | 3.145 |
| #17 | 10D | 240 | 3.49% | 4.41% | +0.60% | 62.4% | 101 | 3.222 |
| #18 | 10D | 120 | 3.5% | 4.53% | +0.71% | 64.4% | 101 | 3.281 |
| #19 | 15D | 500 | 3.37% | 4.86% | +0.43% | 64.7% | 85 | 3.289 |
| #20 | 10D | 160 | 3.64% | 4.54% | +0.73% | 60.4% | 101 | 3.368 |
| #21 | 10D | 40 | 3.36% | 4.79% | +1.18% | 54.5% | 101 | 3.397 |
| #22 | 10D | 80 | 3.86% | 4.6% | +0.81% | 60.4% | 101 | 3.511 |
| #23 | 20D | 320 | 3.73% | 4.65% | +1.68% | 72.6% | 73 | 3.563 |
| #24 | 20D | 240 | 3.53% | 4.83% | +2.11% | 72.6% | 73 | 3.59 |
| #25 | 20D | 500 | 4.18% | 4.55% | +1.05% | 76.7% | 73 | 3.648 |
| #26 | 15D | 320 | 4.08% | 5.08% | +0.92% | 63.5% | 85 | 3.797 |
| #27 | 20D | 160 | 3.77% | 5.12% | +2.43% | 72.6% | 73 | 3.86 |
| #28 | 15D | 240 | 4.43% | 5.3% | +1.23% | 65.9% | 85 | 4.09 |
| #29 | 15D | 160 | 4.65% | 5.5% | +1.61% | 62.4% | 85 | 4.336 |
| #30 | 15D | 120 | 4.73% | 5.51% | +1.79% | 62.4% | 85 | 4.406 |