Research supplement
Python dependencies: numpy, scipy, matplotlib.
Run the five validation scripts from this directory. They evaluate hypothetical parameters, not estimated market parameters.
Data extracts preserve all rows in the four named source worksheets; blank values remain blank. No interpolation. Personal identities, if present, are masked; observation dates, values, URLs and retrieval timestamps are retained.
Index sample: 2026-08-20 through 2026-11-04; 74/73/74 observations, 73 common dates. CME reference settlements are not executed trades.
The unmodified workbook is retained in the author archive.
