To improve the accuracy of long-term forecasts, the Bureau of Reclamation and the National Oceanic and Atmospheric Administration launched the Subseasonal Climate Forecast Rodeo, a year-long real-time forecasting challenge, in which participants aimed to skillfully predict temperature and precipitation in the western U.S. two to four weeks and four to six weeks in advance. Here we present and evaluate our machine learning approach to the Rodeo. Our system is an ensemble of two regression models, and exceeds that of the top Rodeo competitor as well as the government baselines for each target variable and forecast horizon.