Quarterly rebalance: rotating into momentum FX pairs as USD weakens ahead of Fed pivot
The Federal Reserve's signals of a potential rate pause in September have materially shifted the macro landscape for currency traders. Dollar-denominated pairs are experiencing a period of elevated directional uncertainty, creating exactly the kind of asymmetric opportunity our model portfolio is designed to exploit.
This month we are rotating a portion of our EUR/USD and GBP/USD exposure into higher-beta EM pairs, specifically USD/MXN and AUD/JPY, where carry dynamics are still compelling. We are simultaneously trimming our long Gold position as real yields stabilize.
Our signal providers have delivered an aggregate of +8.3% since the June rebalance, led by the EUR/GBP short thesis that played out across three weeks of sustained Sterling underperformance.
Key Points This Month
Themes This Month
Portfolio Allocation
Positions
10
Period
July 2026
Portfolio Holdings
Prices as of July 2026.
| Ticker | Name | Price | Target | Weight |
|---|---|---|---|---|
| EUR/USD | Euro / US Dollar | 1.0923 | 1.115 | 18% |
| GBP/USD | Sterling / US Dollar | 1.2741 | 1.31 | 12% |
| USD/JPY | US Dollar / Japanese Yen | 157.4 | 152 | 10% |
| AUD/JPY | Aussie / Japanese Yen | 101.22 | 105.5 | 10% |
| USD/MXN | US Dollar / Mexican Peso | 17.63 | 16.8 | 8% |
| EUR/GBP | Euro / Sterling | 0.8578 | 0.84 | 8% |
| XAU/USD | Gold / US Dollar | 2381 | 2500 | 10% |
| GER40 | DAX 40 Index | 18442 | 19300 | 7% |
| AUD/USD | Aussie / US Dollar | 0.6618 | 0.69 | 10% |
| USD/CAD | US Dollar / Canadian Dollar | 1.3612 | 1.33 | 7% |
Position Commentary
The ECB has held rates steady while the Fed is signaling a pause. This divergence should compress USD strength gradually into year-end. We target the 1.1150 level on a 3-month horizon. Position size remains at 18% — our core long. Stop at 1.0780.
FXJ Portfolio Verdict
The July rebalance positions us defensively against a stronger Dollar while maintaining participation in risk-on EM and commodity FX pairs. The USD/JPY short and EUR/USD long are our two highest-conviction trades into the Q3 Fed meeting. We are monitoring UK inflation data closely for our EUR/GBP position. Overall portfolio beta to DXY remains negative — our preferred stance until the September FOMC decision.