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

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28 pairs · updated 2026-08-06 · weights 0.5/0.3/0.2
GBP
+0.90
JPY
+0.55
USD
+0.27
EUR
+0.07
CHF
-0.26
AUD
-0.38
NZD
-0.49
CAD
-0.65
WEAKER0STRONGER

Entry zone

Macro direction and price positioning agree. · 6 pairs
PairSideGapPriceEntry limitTarget1Y5Y10YMeeting
GBPAUDLONG1.281.912921.940842.0144323.6%56.1%62.3%5d
NZDJPYSHORT1.0492.96991.90188.88675.6%75.3%84.7%13d
AUDJPYSHORT0.94111.426107.722101.56783.1%90.6%93.8%5d
AUDUSDSHORT0.660.703430.697560.6716871.8%64%56.3%5d
EURAUDLONG0.451.638271.682761.7441413.3%49%50%5d
EURJPYSHORT0.49182.559181.997176.90868.3%91.5%92.9%35d

Traps

Short and long horizons disagree — scaling in is risky here. · 8 pairs
PairSideGapPriceEntry limitTarget1Y5Y10YMeeting
EURNZDLONG0.561.963261.987012.0241215.8%79.5%83%13d
CADCHFSHORT0.390.579620.579290.5703966.1%8.9%8.3%34d
NZDCHFSHORT0.230.476640.469990.4592883.7%13.8%10.5%13d
AUDCHFSHORT0.130.571250.550090.5306297.6%34%25.4%5d
USDCHFLONG0.530.812420.783050.8003286%19.7%18.3%41d
EURCHFLONG0.330.935950.914300.9281681.8%19.4%9.2%35d
EURUSDSHORT0.211.152471.177921.1569828.5%79.9%65.8%35d
GBPCHFLONG1.161.092771.052911.0727395.4%27.7%19.9%42d

Late

The macro direction is right but price has already travelled. · 4 pairs
PairSideGapPriceEntry limitTarget1Y5Y10YMeeting
GBPCADLONG1.551.885321.837591.8682781.7%96.2%96.2%34d
USDCADLONG0.921.401701.375131.3980569.8%69.1%72.2%34d
EURGBPSHORT0.830.856390.872620.8607124.1%44%36.2%35d
GBPJPYLONG0.35213.160204.390211.37172.7%91%93.3%42d

Mid-range

Direction is clear but price sits in the middle of its range. · 6 pairs
PairSideGapPriceEntry limitTarget1Y5Y10YMeeting
CADJPYSHORT1.21113.056113.201109.50463.8%83.1%87.3%34d
GBPNZDLONG1.392.292192.280092.3144645.6%88.4%90.8%13d
CHFJPYSHORT0.81195.030196.387189.50859.1%89.2%91.3%43d
NZDUSDSHORT0.760.586960.591510.5762456.1%21.9%18.8%13d
GBPUSDLONG0.631.345211.330401.3554552.7%87%76.9%41d
EURCADLONG0.721.614651.590881.6165962.7%91.1%91.1%34d

Below threshold

Macro gap under 0.30. No divergence worth trading. · 4 pairs
PairSideGapPriceEntry limitTarget1Y5Y10YMeeting
USDJPYSHORT0.28158.463157.762152.43468.9%89.9%91.4%41d
AUDCADLONG0.270.985510.927210.9587590.4%93.3%76.6%5d
NZDCADLONG0.160.822350.800800.8136685.3%42.2%31%13d
AUDNZDLONG0.111.198211.139801.1805178%87.4%87.5%5d
Click any pair for its catalysts — what a policy shift would do to the gap behind it.