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: 2026-07-28 → 2026-09-30 · anchors: 120 · latest snapshot: 2026-10-05 · computed at: 2026年10月6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=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: -0.76%
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: -0.00%
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 | 2.6% | 3.77% | 0.00% | 45.8% | 120 | 2.505 |
| #2 | 3D | 80 | 2.64% | 3.73% | +0.06% | 45% | 120 | 2.522 |
| #3 | 3D | 120 | 2.81% | 3.74% | +0.07% | 44.2% | 120 | 2.614 |
| #4 | 3D | 160 | 2.9% | 3.74% | +0.04% | 42.5% | 120 | 2.659 |
| #5 | 3D | 320 | 2.94% | 3.72% | -0.01% | 40.8% | 120 | 2.672 |
| #6 | 3D | 500 | 2.93% | 3.71% | -0.04% | 39.2% | 120 | 2.672 |
| #7 | 3D | 240 | 2.95% | 3.76% | 0.00% | 41.7% | 120 | 2.687 |
| #8 | 5D | 500 | 2.77% | 4.23% | -0.19% | 50% | 116 | 2.769 |
| #9 | 5D | 320 | 2.8% | 4.28% | -0.07% | 50.9% | 116 | 2.781 |
| #10 | 5D | 240 | 2.8% | 4.34% | -0.03% | 49.1% | 116 | 2.801 |
| #11 | 5D | 40 | 2.7% | 4.6% | +0.03% | 46.6% | 116 | 2.848 |
| #12 | 5D | 160 | 3.03% | 4.38% | +0.01% | 50.9% | 116 | 2.922 |
| #13 | 5D | 80 | 2.98% | 4.46% | +0.04% | 48.3% | 116 | 2.936 |
| #14 | 5D | 120 | 3.06% | 4.39% | +0.02% | 50% | 116 | 2.944 |
| #15 | 10D | 320 | 3.75% | 5.11% | +0.20% | 53% | 100 | 3.561 |
| #16 | 10D | 500 | 3.86% | 5.06% | +0.05% | 54% | 100 | 3.573 |
| #17 | 10D | 240 | 3.71% | 5.16% | +0.31% | 53% | 100 | 3.575 |
| #18 | 10D | 120 | 3.96% | 5.25% | +0.38% | 54% | 100 | 3.739 |
| #19 | 10D | 160 | 3.92% | 5.29% | +0.36% | 50% | 100 | 3.74 |
| #20 | 10D | 80 | 4.2% | 5.34% | +0.51% | 50% | 100 | 3.92 |
| #21 | 10D | 40 | 4.17% | 5.63% | +0.75% | 46% | 100 | 4.053 |
| #22 | 15D | 500 | 5.07% | 6.39% | -1.29% | 48.8% | 84 | 4.843 |
| #23 | 15D | 120 | 5.2% | 6.75% | -0.20% | 51.2% | 84 | 4.865 |
| #24 | 15D | 320 | 5.38% | 6.43% | -0.89% | 48.8% | 84 | 4.952 |
| #25 | 15D | 80 | 5.4% | 6.93% | -0.08% | 52.4% | 84 | 5.006 |
| #26 | 15D | 240 | 5.5% | 6.54% | -0.68% | 50% | 84 | 5.016 |
| #27 | 15D | 160 | 5.57% | 6.68% | -0.35% | 47.6% | 84 | 5.057 |
| #28 | 15D | 40 | 5.58% | 7.15% | +0.11% | 45.2% | 84 | 5.196 |
| #29 | 20D | 160 | 6.07% | 6.99% | -0.92% | 51.4% | 70 | 5.491 |
| #30 | 20D | 40 | 6.3% | 7.37% | +0.08% | 47.1% | 70 | 5.624 |