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=40
DOE results snapshot · Window: 2026-07-21 → 2026-09-23 · anchors: 120 · latest snapshot: 2026-09-28 · computed at: 2026年9月29日 上午7:54 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=40: 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: -0.54%
Best setting 3D · n=40: 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: +0.26%
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 | 40 | 2.49% | 3.75% | +0.26% | 46.7% | 120 | 2.48 |
| #2 | 3D | 80 | 2.6% | 3.7% | +0.29% | 46.7% | 120 | 2.522 |
| #3 | 3D | 500 | 2.66% | 3.66% | +0.12% | 42.5% | 120 | 2.523 |
| #4 | 3D | 160 | 2.65% | 3.72% | +0.25% | 44.2% | 120 | 2.554 |
| #5 | 3D | 320 | 2.75% | 3.67% | +0.14% | 41.7% | 120 | 2.576 |
| #6 | 3D | 120 | 2.71% | 3.7% | +0.29% | 45.8% | 120 | 2.579 |
| #7 | 3D | 240 | 2.79% | 3.7% | +0.16% | 43.3% | 120 | 2.606 |
| #8 | 5D | 500 | 3.01% | 4.38% | +0.09% | 47.4% | 116 | 2.933 |
| #9 | 5D | 320 | 2.95% | 4.43% | +0.21% | 48.3% | 116 | 2.936 |
| #10 | 5D | 240 | 3% | 4.47% | +0.29% | 46.6% | 116 | 2.992 |
| #11 | 5D | 160 | 3.17% | 4.52% | +0.38% | 47.4% | 116 | 3.105 |
| #12 | 5D | 40 | 2.96% | 4.74% | +0.61% | 43.1% | 116 | 3.123 |
| #13 | 5D | 80 | 3.17% | 4.58% | +0.54% | 46.6% | 116 | 3.153 |
| #14 | 5D | 120 | 3.28% | 4.51% | +0.40% | 45.7% | 116 | 3.164 |
| #15 | 10D | 500 | 3.45% | 4.62% | -0.01% | 61% | 100 | 3.191 |
| #16 | 10D | 320 | 3.45% | 4.73% | +0.25% | 59% | 100 | 3.271 |
| #17 | 10D | 240 | 3.5% | 4.74% | +0.36% | 60% | 100 | 3.313 |
| #18 | 10D | 120 | 3.5% | 4.87% | +0.50% | 61% | 100 | 3.377 |
| #19 | 10D | 160 | 3.69% | 4.91% | +0.48% | 57% | 100 | 3.493 |
| #20 | 10D | 80 | 3.71% | 4.99% | +0.73% | 56% | 100 | 3.571 |
| #21 | 10D | 40 | 3.57% | 5.21% | +0.94% | 51% | 100 | 3.622 |
| #22 | 15D | 500 | 4.45% | 5.46% | -0.40% | 55.8% | 86 | 4.057 |
| #23 | 15D | 320 | 4.66% | 5.59% | +0.06% | 54.7% | 86 | 4.159 |
| #24 | 20D | 160 | 4.15% | 6.18% | +0.75% | 64.9% | 77 | 4.188 |
| #25 | 20D | 240 | 4.63% | 6.12% | +0.25% | 58.4% | 77 | 4.349 |
| #26 | 15D | 240 | 4.98% | 5.77% | +0.31% | 55.8% | 86 | 4.417 |
| #27 | 20D | 500 | 4.54% | 6.27% | -0.76% | 55.8% | 77 | 4.439 |
| #28 | 20D | 320 | 4.95% | 6.15% | -0.10% | 57.1% | 77 | 4.5 |
| #29 | 15D | 160 | 4.97% | 5.97% | +0.65% | 53.5% | 86 | 4.538 |
| #30 | 15D | 120 | 5.06% | 5.98% | +0.77% | 54.7% | 86 | 4.602 |