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

AUDNZD

WEAK
Macro gap (0.11) is within noise. No divergence to trade.
Price
1.19716
-0.18% this week
Macro side
LONG
gap 0.107
1Y position
77.3%
1.092301.22801
10Y position
87.1%
DEEP HIGH
The entry window stays open while price is below 1.13980. 1.18051 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 50bp1.129LONGSignal holds
Hikes 25bp0.588LONGSignal holds
Holds, tone unchanged0.107LONGFalls below threshold
Signals a cut0.211SHORTDirection flips
Cuts 50bp0.433SHORTDirection flips

RBNZ · next decision 2026-08-19 (13d)

ScenarioNew gapSideEffect
Hikes 50bp0.351SHORTDirection flips
Hikes 25bp0.151SHORTDirection flips
Holds, tone unchanged0.107LONGFalls below threshold
Signals a cut0.515LONGSignal holds
Cuts 50bp1.034LONGSignal 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; RBNZ hikes 50bp → direction flips; RBNZ hikes 25bp → direction flips; RBNZ holds, tone unchanged → falls below threshold. Everything else leaves the signal intact, though the gap changes.

Concentration

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