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- Default NAV for risk sizing is 5000 USD
| Date | Pred | VolChg | Return |
|---|---|---|---|
| 2023-02-16 | 0.904660 | NaN | -1.406842 |
| 2023-02-17 | 1.009997 | 11.643775 | -0.298799 |
| 2023-02-21 | 0.952022 | -5.740075 | -2.000000 |
| 2023-02-22 | 1.177455 | 23.679442 | -0.168508 |
| 2023-02-23 | 1.097476 | -6.792555 | 0.493873 |
| 2023-02-24 | 1.033978 | -5.785870 | -1.069984 |
| 2023-02-27 | 1.052967 | 1.836489 | 0.308118 |
| 2023-02-28 | 0.985425 | -6.414406 | -0.313440 |
| 2023-03-01 | 0.930923 | -5.530843 | -0.477927 |
| 2023-03-02 | 0.894143 | -3.950836 | 0.714015 |
| 2023-03-03 | 0.871982 | -2.478462 | 1.631219 |
| 2023-03-06 | 1.004846 | 15.236930 | 0.067905 |
| 2023-03-07 | 0.937766 | -6.675599 | -1.548427 |
| 2023-03-08 | 1.063629 | 13.421561 | 0.131587 |
| 2023-03-09 | 0.991294 | -6.800756 | -1.908636 |