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

NZDUSD

WAIT
Price is mid-range.
Price
0.58713
+1.18% this week
Macro side
SHORT
gap 0.762
1Y position
56.4%
0.558420.60933
10Y position
18.9%
NEUTRAL
The entry window stays open while price is above 0.59151. 0.57624 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 50bp0.211SHORTFalls below threshold
Hikes 25bp0.449SHORTSignal holds
Holds, tone unchanged0.762SHORTSignal holds
Signals a cut1.211SHORTSignal holds
Cuts 50bp1.684SHORTSignal holds

Fed · next decision 2026-09-16 (41d)

ScenarioNew gapSideEffect
Hikes 50bp1.595SHORTSignal holds
Hikes 25bp1.236SHORTSignal holds
Holds, tone unchanged0.762SHORTSignal holds
Signals a cut0.309SHORTSignal holds
Cuts 50bp0.019LONGDirection flips
Scenarios that would end this setup: RBNZ hikes 50bp → falls below threshold; Fed cuts 50bp → direction flips. Everything else leaves the signal intact, though the gap changes.

Concentration

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