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

GBPCHF

TRAP
Short and long horizons disagree. Avoid scaling in.
Price
1.09196
+0.44% this week
Macro side
LONG
gap 1.158
1Y position
94.1%
1.029801.09584
10Y position
19.6%
CONFLICT
The entry window stays open while price is below 1.05291. 1.07273 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.

BoE · next decision 2026-09-17 (42d)

ScenarioNew gapSideEffect
Hikes 50bp1.669LONGSignal holds
Hikes 25bp1.487LONGSignal holds
Holds, tone unchanged1.158LONGSignal holds
Signals a cut0.742LONGSignal holds
Cuts 50bp0.382LONGSignal holds

SNB · next decision 2026-09-24 (49d)

ScenarioNew gapSideEffect
Hikes 50bp0.130LONGFalls below threshold
Hikes 25bp0.653LONGSignal holds
Holds, tone unchanged1.158LONGSignal holds
Signals a cut1.500LONGSignal holds
Cuts 50bp1.711LONGSignal holds
Scenarios that would end this setup: SNB hikes 50bp → falls below threshold. Everything else leaves the signal intact, though the gap changes.
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