Relative Value Desk
Currency Strength Matrix
Trade the strongest against the weakest — G8 momentum decomposed across 24h, 5d, and 20d horizons, cross-sectionally z-scored and ranked into an 8×8 relative-strength heatmap with optimal pairings.
G8 Rankings
Blended z-score · 45% intraday · 35% swing · 20% trend
Relative Strength Heatmap
Sorted strongest → weakest on both axes · differential ≈ synthetic cross momentum
Optimal Pairings
Long strongest / short weakest — top five spreads by blended strength differential
Desk reference
- Each USD pair's % move is decomposed into base (+) and quote (−) legs, then averaged per currency and z-scored against the G8 cross-section.
- Intraday = 24 hourly bars · Swing = 5 sessions · Trend = 20 sessions.
- Heatmap cell (A, B) = strength(A) − strength(B). A positive cell means currency A is outperforming B — the classic "buy A / sell B" relative-value read.