PHP, ZAR excluded from the ranking — insufficient bilateral coverage (see the note under the table).
Strongest · 1 week
🇨🇭 CHF
+1.02% vs basket
Weakest · 1 week
🇳🇿 NZD
-1.36% vs basket
Weekly spread
2.38 pp
strongest minus weakest
Currencies scored
8
from 30 pairs
Strength ranking · 1 week
Each bar is the currency's geometric-mean move against every counterpart it trades against. Bars are anchored at zero, so the length is comparable across the row.
1🇨🇭CHF+1.02%
2🇬🇧GBP+0.52%
3🇨🇦CAD+0.42%
4🇺🇸USD+0.13%
5🇪🇺EUR-0.01%
6🇦🇺AUD-0.24%
7🇯🇵JPY-0.56%
8🇳🇿NZD-1.36%
All horizons
percent vs basket · green/blue = strong, red = weak| # | Currency | 1 day | 1 week | 1 month | 3 months | Coverage |
|---|---|---|---|---|---|---|
| 1 | 🇨🇭CHFSwiss Franc | +0.70% | +1.02% | +0.90% | +0.02% | 7 pairs |
| 2 | 🇬🇧GBPBritish Pound | +0.23% | +0.52% | +1.03% | +0.97% | 7 pairs |
| 3 | 🇨🇦CADCanadian Dollar | -0.08% | +0.42% | +1.08% | +1.94% | 7 pairs |
| 4 | 🇺🇸USDUS Dollar | -0.10% | +0.13% | -0.58% | +1.60% | 9 pairs |
| 5 | 🇪🇺EUREuro | +0.06% | -0.01% | -1.35% | -2.08% | 7 pairs |
| 6 | 🇦🇺AUDAustralian Dollar | -0.47% | -0.24% | +0.38% | +0.55% | 7 pairs |
| 7 | 🇯🇵JPYJapanese Yen | -0.13% | -0.56% | -0.80% | +1.14% | 7 pairs |
| 8 | 🇳🇿NZDNew Zealand Dollar | -0.25% | -1.36% | -0.39% | -3.69% | 7 pairs |
🇨🇭CHF#1
1 day+0.70
1 week+1.02
1 month+0.90
3 months+0.02
🇬🇧GBP#2
1 day+0.23
1 week+0.52
1 month+1.03
3 months+0.97
🇨🇦CAD#3
1 day-0.08
1 week+0.42
1 month+1.08
3 months+1.94
🇺🇸USD#4
1 day-0.10
1 week+0.13
1 month-0.58
3 months+1.60
🇪🇺EUR#5
1 day+0.06
1 week-0.01
1 month-1.35
3 months-2.08
🇦🇺AUD#6
1 day-0.47
1 week-0.24
1 month+0.38
3 months+0.55
🇯🇵JPY#7
1 day-0.13
1 week-0.56
1 month-0.80
3 months+1.14
🇳🇿NZD#8
1 day-0.25
1 week-1.36
1 month-0.39
3 months-3.69
Not scored
These currencies are in the universe but trade against too few counterparts to produce a meaningful basket reading. Scoring them would just restate one or two exchange rates, so they are withheld instead.
PHPonly 1 counterparty in the universe — a score built from that few rates would just restate them
ZARonly 1 counterparty in the universe — a score built from that few rates would just restate them
How to read this
- Strength is relative, not absolute. Every score is measured against the other currencies in the basket, so a reading of +2% means it outperformed its counterparts — not that it rose in isolation.
- Scores are geometric means. Returns compound: a pair up 10% then down 10% is not flat. Averaging in log space, then exponentiating, is what keeps the reciprocal exact — a 1% gain in BASE is a 1% loss in QUOTE, and the arithmetic is built so that stays true.
- Divergence across horizons is the signal. A currency strong on the week but weak on the month is a mean-reversion candidate; one strong on every horizon is a trend. The matrix is there to show that disagreement.
- This is a descriptive measure of what has already happened in the price series. It contains no forecast, and a strong currency can weaken at any time.