MacroParity
Currency valuation & position framework
UPDATED 06 AUG 2026
PRICES · YAHOO FINANCE, EOD
Pair

AUDCAD

WEAK
Macro gap (0.27) is within noise. No divergence to trade.
Price
0.98430
+0.77% this week
Macro side
LONG
gap 0.269
1Y position
89.3%
0.890400.99556
10Y position
76.1%
DEEP HIGH
The entry window stays open while price is below 0.92721. 0.95875 marks where the gap is considered priced in — a natural profit-taking area, not a forecast.
What would change this

Catalysts

The ranking recomputed assuming one central bank moves its rate path. Arithmetic on the inputs, not a forecast of how price reacts.

RBA · next decision 2026-08-11 (5d)

ScenarioNew gapSideEffect
Hikes 50bp1.301LONGSignal holds
Hikes 25bp0.828LONGSignal holds
Holds, tone unchanged0.269LONGFalls below threshold
Signals a cut0.186SHORTDirection flips
Cuts 50bp0.521SHORTDirection flips

BoC · next decision 2026-09-09 (34d)

ScenarioNew gapSideEffect
Hikes 50bp0.781SHORTDirection flips
Hikes 25bp0.290SHORTDirection flips
Holds, tone unchanged0.269LONGFalls below threshold
Signals a cut0.709LONGSignal holds
Cuts 50bp1.014LONGSignal holds
Scenarios that would end this setup: RBA holds, tone unchanged → falls below threshold; RBA signals a cut → direction flips; RBA cuts 50bp → direction flips; BoC hikes 50bp → direction flips; BoC hikes 25bp → direction flips; BoC holds, tone unchanged → falls below threshold. Everything else leaves the signal intact, though the gap changes.

Concentration

4 entry-zone pairs share a currency with AUDCAD: GBPAUD, AUDJPY, AUDUSD, EURAUD. Taking several of them is one position expressed multiple times, not diversification.
Size this position