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

EURJPY

ENTRY ZONE
Macro favours the quote currency and price sits high in range.
Price
182.498
-2.54% this week
Macro side
SHORT
gap 0.487
1Y position
68%
170.970187.935
10Y position
92.8%
DEEP HIGH
The entry window stays open while price is above 181.997. 176.908 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.

ECB · next decision 2026-09-10 (35d)

ScenarioNew gapSideEffect
Hikes 50bp0.468LONGDirection flips
Hikes 25bp0.038LONGDirection flips
Holds, tone unchanged0.487SHORTSignal holds
Signals a cut0.965SHORTSignal holds
Cuts 50bp1.286SHORTSignal holds

BoJ · next decision 2026-09-18 (43d)

ScenarioNew gapSideEffect
Hikes 50bp1.114SHORTSignal holds
Hikes 25bp0.853SHORTSignal holds
Holds, tone unchanged0.487SHORTSignal holds
Signals a cut0.037LONGDirection flips
Cuts 50bp0.596LONGDirection flips
Scenarios that would end this setup: ECB hikes 50bp → direction flips; ECB hikes 25bp → direction flips; BoJ signals a cut → direction flips; BoJ cuts 50bp → direction flips. Everything else leaves the signal intact, though the gap changes.

Concentration

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