Storm Watch — the basket
SlateDailyThe real markets behind this index, across every venue that lists them, tracked as one spread. Instead of reading a single contract, you read the theme — which is what a multi-week position is actually exposed to. Each holding links straight to its venue; W.E.T. never handles orders, you trade at the exchange.
No level published — the replayed series does not reconcile with this book. The replay ends -77.2% from base while the book's own closed and open positions give -23.0% — a 54-point disagreement. This book's units were resized by a rebalance without a new open date, so its day-one sizing is not recoverable from anything on disk and the history cannot be replayed honestly. A refusal is publishable; a wrong level is not.
hypothetical · mid marks · before fees, spread and slippage
Basket performance
hypothetical · mid marks · before fees, spread and slippage- Basket total return
- —
- Since inception
- —
- Cost to cross
- —
- Holdings marked
- 0.0% of 0
- 1 day
- —
- 7 day
- —
- Markets held
- 0
- Settled
- 36
- Rebalanced out
- 0
- Hit rate
- —
- Cash
- —
- Inception
- 2026-08-01
- Weighting
- Equal notional
- Marks
- Two-sided mid
- Days tracked
- 0
Equal notional from each holding’s inception mark, re-marked at the two-sided mid. Percentages only, size-blind — never a cash figure and never a performance claim.
Cost to cross is the weighted half-spread at the touch on the newest mark tape: what entering at the quote rather than the midpoint would have cost. It is the price of the FIRST unit and says nothing about the tenth — the resting size beside each holding is published so a reader can judge whether their own size fits. It is not deducted from any return above.
A published measurement of what these markets did together. Not an account, not directly investable; W.E.T. never handles orders.
Holdings
held since 2026-08-01 · the reading above is computed over today's roster, which differsNo open holdings. The basket is entirely in cash until the next scheduled review.
Settled · 36
graded outcomes — the basket's realized recordCombo · unavailable
no readable combination exists on this boardEven this index's two most likely holdings do not combine into a probability worth pricing — every market here is individually a long shot, so any product of them is a lottery ticket rather than a position. Publishing one anyway would put a six-figure payout on the page and imply a trade nobody should take. The basket above is the instrument for this theme.
How to read this
The basket holds equal notional in each market from its inception mark, so every holding counts equally in return terms rather than the biggest contract dominating. The level is that combined position, re-marked daily at the two-sided mid and rebased to 1000. Settled markets convert to cash at their payoff and wait for the next monthly review.
This is a published benchmark, not an account and not a product: the index is not directly investable. Marks are mid quotes before fees, spread and slippage, and no capacity limit is assumed — a real position would differ. W.E.T. is not an exchange and never handles orders. Data, not advice. Full methodology.