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

USDCHF

TRAP
Short and long horizons disagree. Avoid scaling in.
Price
0.81247
-0.11% this week
Macro side
LONG
gap 0.531
1Y position
86.1%
0.762900.82047
10Y position
18.3%
CONFLICT
The entry window stays open while price is below 0.78305. 0.80032 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.

Fed · next decision 2026-09-16 (41d)

ScenarioNew gapSideEffect
Hikes 50bp1.212LONGSignal holds
Hikes 25bp0.950LONGSignal holds
Holds, tone unchanged0.531LONGSignal holds
Signals a cut0.022LONGFalls below threshold
Cuts 50bp0.424SHORTDirection flips

SNB · next decision 2026-09-24 (49d)

ScenarioNew gapSideEffect
Hikes 50bp0.511SHORTDirection flips
Hikes 25bp0.015LONGFalls below threshold
Holds, tone unchanged0.531LONGSignal holds
Signals a cut0.891LONGSignal holds
Cuts 50bp1.124LONGSignal holds
Scenarios that would end this setup: Fed signals a cut → falls below threshold; Fed cuts 50bp → direction flips; SNB hikes 50bp → direction flips; SNB hikes 25bp → falls below threshold. Everything else leaves the signal intact, though the gap changes.
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