No cache found — fetching full history from yfinance (first run).
Fetching latest bars from yfinance (days=1000)...
Cache updated: 19,873 bars saved to /opt/fx-cache/daily_bars.parquet.
710 daily bars, 28 pairs, 2023-06-20 -> 2026-03-15
Computing signals...
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LIVE SIGNAL — Pair Rotation Strategy
Signal date : 2026-03-15
Generated : 2026-03-15 12:13 UTC
Params : EMA 90/195 | ADX 28 | Leverage 10x | MaxPairs 9 | MaxCcyExp 3
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--- Session Advisory (12:13 UTC) ---
Execution window : INACTIVE
Market closed (Sunday). Do not rebalance. Next window: Monday 07:00 UTC (London pre-open).
--- Risk-Off Status ---
STATUS : RISK-ON
SESSION: Outside execution window — hold current positions
--- Currency Scores ---
Currency Score ADX Status
------------------------------------------
EUR +0.000 0.0 NEUTRAL
USD +0.000 nan BLOCKED
GBP +0.000 20.0 BLOCKED
JPY +0.000 14.3 NEUTRAL
CHF +0.000 nan BLOCKED
AUD +1.000 48.4 BULLISH
CAD -1.000 35.1 BLOCKED
NZD +0.000 20.0 NEUTRAL
--- Target Allocations ---
Pair Dir Weight Lev Notional Score
----------------------------------------------------
AUDNZD LONG 50.4% EUR 503,582 +1.000
EURAUD SHORT 49.6% EUR 496,418 -1.000
----------------------------------------------------
Total long : 50.4% (EUR 503,582)
Total short : 49.6% (EUR 496,418)
Gross exposure: 10x notional
--- Blocked Currencies ---
CAD, CHF, GBP, USD
(Blocked by econ event / exhaustion / abs-momentum filters)