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

NZDJPY

ENTRY ZONE
Macro favours the quote currency and price sits high in range.
Price
92.943
-1.89% this week
Macro side
SHORT
gap 1.043
1Y position
75.4%
85.36995.419
10Y position
84.6%
DEEP HIGH
The entry window stays open while price is above 91.901. 88.886 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 50bp0.301SHORTSignal holds
Hikes 25bp0.623SHORTSignal holds
Holds, tone unchanged1.043SHORTSignal holds
Signals a cut1.585SHORTSignal holds
Cuts 50bp2.065SHORTSignal holds

BoJ · next decision 2026-09-18 (43d)

ScenarioNew gapSideEffect
Hikes 50bp1.801SHORTSignal holds
Hikes 25bp1.488SHORTSignal holds
Holds, tone unchanged1.043SHORTSignal holds
Signals a cut0.449SHORTSignal holds
Cuts 50bp0.103LONGDirection flips
Scenarios that would end this setup: BoJ cuts 50bp → direction flips. Everything else leaves the signal intact, though the gap changes.

Concentration

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