On the cone of $f$-vectors of cubical polytopes

What is the minimal closed cone containing all $f$-vectors of cubical $d$-polytopes? We construct cubical polytopes showing that this cone, expressed in the cubical $g$-vector coordinates, contains the nonnegative $g$-orthant, thus verifying one direction of the Cubical Generalized Lower Bound Conjecture of Babson, Billera and Chan. Our polytopes also show that a natural cubical analogue of the simplicial Generalized Lower Bound Theorem does not hold.