MacroParity
Currency valuation & position framework
UPDATED 07 AUG 2026
PRICES · YAHOO FINANCE, EOD
Pair

NZDCAD

WEAK
Macro gap (0.16) is within noise. No divergence to trade.
Price
0.82172
+0.94% this week
Macro side
LONG
gap 0.162
1Y position
83.8%
0.785800.82866
10Y position
30.8%
1Y HIGH
The entry window stays open while price is below 0.80080. 0.81366 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.

RBNZ · next decision 2026-08-19 (13d)

ScenarioNew gapSideEffect
Hikes 50bp0.654LONGSignal holds
Hikes 25bp0.438LONGSignal holds
Holds, tone unchanged0.162LONGFalls below threshold
Signals a cut0.265SHORTDirection flips
Cuts 50bp0.801SHORTDirection flips

BoC · next decision 2026-09-09 (34d)

ScenarioNew gapSideEffect
Hikes 50bp0.907SHORTDirection flips
Hikes 25bp0.336SHORTDirection flips
Holds, tone unchanged0.162LONGFalls below threshold
Signals a cut0.484LONGSignal holds
Cuts 50bp0.697LONGSignal holds
Scenarios that would end this setup: RBNZ holds, tone unchanged → falls below threshold; RBNZ signals a cut → direction flips; RBNZ 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.
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