Consider a sequence of real number $\{s_i\}_{i\leq n}$. Now consider the real numbers $F$, $G$ and $\alpha$ defined below
$$F= \sqrt{ \left( \sum ~\rho_{ij} ~\Psi_{ij}~ s_i ~s_j \right)^+}, $$
$$G = \sum s_i$$
where $\rho = ( \rho_{ij})$ is a correlation matrix with $0 \leq \rho_{ij}<1$ and $\Psi_{ij}= \mathbf 1_{ \{s_i,~s_j < 0 \}^C}$
Assume $\sum ~\rho_{ij} ~\Psi_{ij}~ s_i ~s_j \geq 0$ and that there is a $(i,j)$ such that $s_i, s_j < 0$ ($\Psi_{ij} = 0$) and $\rho_{ij} > 0$.
I would like to check if under the above conditions we have that $$F \geq \mid G \mid. $$
Here is the beginin of my reasoning.
Following the conditions above we have the strict inequalities below \begin{align*} F^2= \sum ~\rho_{ij} ~\Psi_{ij}~ s_i ~s_j &< \sum ~\rho_{ij}~ s_i ~s_j \\ &< \sum s_i ^+ ~s_j^+ + \sum s_i ^- ~ s_j^- + 2 \sum \rho_{ij} ~s_i ^+ ~ s_j^- \end{align*}
I am stuck at that point. Could someone give me a hand with that?
If it is not possible to show the wanted inequality under those conditions, I would like to know the minimal conditions for it be satisfied.
Any help is appretiate. Thanks