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

USDJPY

WEAK
Macro gap (0.28) is within noise. No divergence to trade.
Price
158.393
-3% this week
Macro side
SHORT
gap 0.281
1Y position
68.6%
146.217163.979
10Y position
91.3%
DEEP HIGH
The entry window stays open while price is above 157.762. 152.434 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 50bp0.605LONGDirection flips
Hikes 25bp0.218LONGDirection flips
Holds, tone unchanged0.281SHORTFalls below threshold
Signals a cut0.753SHORTSignal holds
Cuts 50bp1.093SHORTSignal holds

BoJ · next decision 2026-09-18 (43d)

ScenarioNew gapSideEffect
Hikes 50bp0.917SHORTSignal holds
Hikes 25bp0.648SHORTSignal holds
Holds, tone unchanged0.281SHORTFalls below threshold
Signals a cut0.236LONGDirection flips
Cuts 50bp0.783LONGDirection flips
Scenarios that would end this setup: Fed hikes 50bp → direction flips; Fed hikes 25bp → direction flips; Fed holds, tone unchanged → falls below threshold; BoJ holds, tone unchanged → falls below threshold; BoJ signals a cut → direction flips; BoJ cuts 50bp → direction flips. Everything else leaves the signal intact, though the gap changes.

Concentration

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