Fundamentals

Relative currency strength from the weighted macro model, refreshed weekly.

Best pair ideas

Largest strength gaps — long the stronger, short the weaker.

  • USD/JPY
    +56.0 gap
  • GBP/JPY
    +43.0 gap
  • USD/EUR
    +43.0 gap

Active divergences

Where fundamentals and institutional positioning disagree.

  • Fundamental vs COTEURUSD · May 27, 2026

    Divergence — institutions are positioned against the fundamentals. Either fundamentals will deteriorate or institutions get wrong-footed. Reduce size or wait for a COT reversal.

  • Fundamental vs COTAUDUSD · May 27, 2026

    Divergence — fundamentals improving but COT still net short. Watch for a COT reversal.