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

CHFJPY

WAIT
Price is mid-range.
Price
194.948
-2.88% this week
Macro side
SHORT
gap 0.811
1Y position
58.7%
181.482204.412
10Y position
91.2%
NEUTRAL
The entry window stays open while price is above 196.387. 189.508 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.

SNB · next decision 2026-09-24 (49d)

ScenarioNew gapSideEffect
Hikes 50bp0.240LONGDirection flips
Hikes 25bp0.325SHORTSignal holds
Holds, tone unchanged0.811SHORTSignal holds
Signals a cut1.116SHORTSignal holds
Cuts 50bp1.307SHORTSignal holds

BoJ · next decision 2026-09-18 (43d)

ScenarioNew gapSideEffect
Hikes 50bp1.299SHORTSignal holds
Hikes 25bp1.099SHORTSignal holds
Holds, tone unchanged0.811SHORTSignal holds
Signals a cut0.351SHORTSignal holds
Cuts 50bp0.233LONGDirection flips
Scenarios that would end this setup: SNB hikes 50bp → direction flips; BoJ cuts 50bp → direction flips. Everything else leaves the signal intact, though the gap changes.

Concentration

3 entry-zone pairs share a currency with CHFJPY: NZDJPY, AUDJPY, EURJPY. Taking several of them is one position expressed multiple times, not diversification.
Size this position