Method	Daily scenarios				Stale bonds
	Average error	Median error	CRPS	90% range coverage	Average error	CRPS	90% range coverage
In-context transformer	4.05	2.02	2.95	91%	12.68	9.20	90%
LightGBM, 79 features	4.37	2.20	3.58	95%	13.42	10.78	92%
LightGBM, 72 features	4.40	2.22	3.62	95%	13.49	10.84	92%
Carry plus move	4.55	2.19	3.74	95%	14.75	11.60	92%
Nelson–Siegel curves	4.66	2.35	3.82	95%	14.47	11.52	92%
Last trade, carried	4.84	2.56	3.91	95%	14.88	11.67	92%