Price with moving averages, realised volatility, cross-market spreads, and — the part nobody else shows you — the crop-weather series sitting underneath the agricultural markets. All drawn from the archive our desk has been building since founding.
Standard deviation of daily log returns over a rolling 30-day window, annualised by √252. Higher readings mean position sizing should be smaller for the same risk budget.
Relative-value relationships computed on date-matched closes only.
Rolling 30-day water balance (rainfall minus crop water demand) and root-zone soil moisture, from the Open-Meteo archive. This is the layer that sits underneath the agricultural complex — and the reason a wheat chart alone can mislead you.