FX BANK FORECAST · SCORECARD
Goldman Sachs
Median absolute error in basis points across G10 · updated nightly
EUR/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 870 | 1 |
| 12M | 180d | 870 | 1 |
| 12M | 365d | 870 | 1 |
| 3M | 90d | 261 | 1 |
| 3M | 180d | 261 | 1 |
| 3M | 365d | 261 | 1 |
| 6M | 90d | 522 | 1 |
| 6M | 180d | 522 | 1 |
| 6M | 365d | 522 | 1 |
JPY/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 573 | 1 |
| 12M | 180d | 573 | 1 |
| 12M | 365d | 573 | 1 |
| 3M | 90d | 127 | 1 |
| 3M | 180d | 127 | 1 |
| 3M | 365d | 127 | 1 |
| 6M | 90d | 318 | 1 |
| 6M | 180d | 318 | 1 |
| 6M | 365d | 318 | 1 |
GBP/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 382 | 1 |
| 12M | 180d | 382 | 1 |
| 12M | 365d | 382 | 1 |
| 3M | 90d | 153 | 1 |
| 3M | 180d | 153 | 1 |
| 3M | 365d | 153 | 1 |
| 6M | 90d | 305 | 1 |
| 6M | 180d | 305 | 1 |
| 6M | 365d | 305 | 1 |
CHF/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 617 | 1 |
| 12M | 180d | 617 | 1 |
| 12M | 365d | 617 | 1 |
| 3M | 90d | 123 | 1 |
| 3M | 180d | 123 | 1 |
| 3M | 365d | 123 | 1 |
| 6M | 90d | 370 | 1 |
| 6M | 180d | 370 | 1 |
| 6M | 365d | 370 | 1 |
AUD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 937 | 1 |
| 12M | 180d | 937 | 1 |
| 12M | 365d | 937 | 1 |
| 3M | 90d | 313 | 1 |
| 3M | 180d | 313 | 1 |
| 3M | 365d | 313 | 1 |
| 6M | 90d | 625 | 1 |
| 6M | 180d | 625 | 1 |
| 6M | 365d | 625 | 1 |
CAD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 426 | 1 |
| 12M | 180d | 426 | 1 |
| 12M | 365d | 426 | 1 |
| 3M | 90d | 142 | 1 |
| 3M | 180d | 142 | 1 |
| 3M | 365d | 142 | 1 |
| 6M | 90d | 284 | 1 |
| 6M | 180d | 284 | 1 |
| 6M | 365d | 284 | 1 |
NZD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 714 | 1 |
| 12M | 180d | 714 | 1 |
| 12M | 365d | 714 | 1 |
| 3M | 90d | 179 | 1 |
| 3M | 180d | 179 | 1 |
| 3M | 365d | 179 | 1 |
| 6M | 90d | 357 | 1 |
| 6M | 180d | 357 | 1 |
| 6M | 365d | 357 | 1 |
NOK/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 732 | 1 |
| 12M | 180d | 732 | 1 |
| 12M | 365d | 732 | 1 |
| 3M | 90d | 244 | 1 |
| 3M | 180d | 244 | 1 |
| 3M | 365d | 244 | 1 |
| 6M | 90d | 488 | 1 |
| 6M | 180d | 488 | 1 |
| 6M | 365d | 488 | 1 |
SEK/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 671 | 1 |
| 12M | 180d | 671 | 1 |
| 12M | 365d | 671 | 1 |
| 3M | 90d | 252 | 1 |
| 3M | 180d | 252 | 1 |
| 3M | 365d | 252 | 1 |
| 6M | 90d | 461 | 1 |
| 6M | 180d | 461 | 1 |
| 6M | 365d | 461 | 1 |
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