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- Default NAV for risk sizing is 5000 USD
| Date | Pred | VolChg | Return |
|---|---|---|---|
| 2023-05-16 | 0.779665 | NaN | -0.650602 |
| 2023-05-17 | 0.781926 | 0.290040 | 1.176328 |
| 2023-05-18 | 0.845025 | 8.069644 | 0.970874 |
| 2023-05-19 | 0.862198 | 2.032331 | -0.172127 |
| 2023-05-22 | 0.814120 | -5.576189 | 0.005946 |
| 2023-05-23 | 0.766396 | -5.862028 | -1.099881 |
| 2023-05-24 | 0.843220 | 10.024009 | -0.787496 |
| 2023-05-25 | 0.853337 | 1.199792 | 0.817984 |
| 2023-05-26 | 0.848748 | -0.537748 | 1.286135 |
| 2023-05-30 | 0.917261 | 8.072173 | 0.041536 |
| 2023-05-31 | 0.858945 | -6.357587 | -0.581257 |
| 2023-06-01 | 0.841502 | -2.030743 | 0.894881 |
| 2023-06-02 | 0.848605 | 0.844066 | 1.419111 |
| 2023-06-05 | 0.942486 | 11.062996 | -0.163246 |
| 2023-06-06 | 0.885777 | -6.016997 | 0.262789 |