FTS Daily Signal Report · 2026-07-23 *Position Change*+ Digital Currency Index Update

18-Market Core FTS · EOD Settle Signal · Same-Session Execution

The book earned its keep this week. Into the two largest earnings gaps of the quarter, the program stayed +0.16% on the day and sits +0.79% above base through nine sessions, with the institutional whole-contract track at +1.05%. One change at today's close: the model turned short the British Pound, its first new position in six sessions, bringing the book to 6 long, 8 short, 4 neutral. Note the 30Y: the system has been long ZB six days while the long bond tests the 5.235% shelf we flagged this morning. The trend model and the chart are watching the same line.