USD/JPY FX INTERVENTION SIMULATOR

BOJ QUANT MODEL v2.4
SCENARIO PRESETS:
Initial Spot Impact -3.25 JPY Immediate Flash Drop
30-Day Rebound Trajectory 157.10 JPY +1.85 JPY drift from dip
Reserve Depletion 2.0% $25B of $1,250B reserves
Policy Credibility Index 42 / 100 Fades in ~45 Days

180-DAY USD/JPY SPOT TRAJECTORY FORECAST

Simulated price path comparing intervention policy vs baseline macro drift
Intervention Path
No-Action Baseline
Reserve Depletion (%)
Order Flow & Mechanical Dynamics
Initial USD/JPY Baseline Spot 158.50 JPY
Immediate Intervention Drop 155.25 JPY
Carry Trade Friction (Annualized Spread) 5.00% p.a.
Speculative Rebound Half-Life 28 Days
180-Day Terminal Projected Rate 161.40 JPY
BOJ Credibility Decay & Reserve Sustainability
Policy Efficacy Meter: MODERATE RESIGNATION
Uncoordinated $25B intervention provides short-term dollar selling pressure. However, with a 5.00% yield spread, speculative order flow and macro carry demand rebuild long USD positions within 45 trading sessions unless accompanied by aggressive BOJ rate alignment.
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