NZD / USD

Methodology: This Forex seasonal is synthesised from two underlying futures seasonal datasets. The NZDUSD directional bias is derived by combining the NZD/USD CME futures seasonal tendency (direct — NZD is the base currency) with the inverse of the US Dollar Index ICE futures seasonal tendency (the standard proxy for the USD side of any USD-quote major pair, following the same approach established for EURUSD). Conviction is highest when both components align — June, August, and November stand out as clean double-alignment windows — while May and December each pit both currencies' single highest-conviction months of their own years directly against one another, producing the two defining coin-flip "stand-off" months of the NZDUSD calendar.