ⓘ Model basis Data sources: Daily closes are seeded/repaired from Twelve Data as the main broker-grade source. At each FX session open (Sydney, London, New York), a Twelve Data session correction is applied per pair — shown as Data Session. Outside windows, gap repair triggers if history is stale. Current/live price comes from rates.json published by momentum.py, with Stooq snapshot fallback in ema_state.json. D1 RSI(14) is calculated locally from the same Daily closes, requiring no extra API request. The slow EMA period determines the warm-up bar count before values display. ⚠ Data Provider Cooldown Active