The trick with pre-compressed files is to have a separate process doing the compression and doing a test inside nginx for the existence of this compressed file.

Ea.
if file.jpg.extracompressed exists then serve directly from filesystem
else do something with zlib.

Ea2. http://nginx.org/en/docs/http/ngx_http_gzip_static_module.html
http://www.cambus.net/serving-precompressed-content-with-nginx-and-zopfli/

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nginx for Windows http://nginx-win.ecsds.eu/