Economy & PolicyExtended setexperimental liveNew

Mortgage 30y Housing Short

Updated weeklyData needs: lowlong onlyshort only

2018

Mian, A., Sufi, A. (2014). "House of Debt." Greenwald, D. L. (2018). "The Mortgage Credit Channel of Macroeconomic Transmission." Review of Financial Studies.

Read the paper →

In plain terms

When 30-year mortgage rates spike, housing demand falls within a few months. Short homebuilders, mortgage REITs, home improvement, and home furnishing stocks during sustained mortgage rate spikes; go long on equivalent compressions.

How it works

30-year fixed mortgage rate (FRED MORTGAGE30US) is the binding affordability metric for US housing demand. Spikes materially compress housing-related cash flows with a 3-6 month lag, affecting homebuilders, mortgage REITs, home-improvement, and home-furnishing names.

Live results

0 times picked on its own · 10 times inside a blend (2 beat the stock) · updated 2026-06-06

This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 10 such blended picks (2 of which beat simply holding the stock). Picking it on its own is only one of the ways it shows up.

How its picks scored vs. buy & hold

Each pick is graded on a recent year it was never tuned on, against simply owning the same stock

Where its edge concentrates

Share of picks in each company-size group that beat buy & hold

How often it trades

Active vs. patient. Bars on the left mean it waits for rare setups; bars on the right mean it trades often

Return vs. buy & hold

How much each pick beat or trailed simply owning the stock over the test year (extreme microcap moves trimmed)

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Data dependencies

Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
Fred macro
A data feed this strategy reads, refreshed on its normal schedule.

Expected edge

Reported return: -5 to -8% over 60d (housing cohort)
Tested over: T+1 to T+60d

Mian-Sufi 2014 / Greenwald 2018; ~5-8% over 60d in housing-exposed cohort on mortgage rate spikes.

Example tickers where this is likely to fire

DHI LEN PHM TOL NLY AGNC HD LOW W WSM

Illustrative only, the signal fires based on the live data, not a fixed list.

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