Mortgage Rate Housing Proxy
Lab started: 2026-01-16  ·  Last run: 2026-10-24  ·  $100k base · $10k/trade
Tracks mortgage-rate pressure as a read on housing demand, affordability, and cyclical slowdown risk.
Signal Brief
Quant Thesis

Mortgage rates change housing demand at the margin faster than most housing reports do. The signal uses that financing pressure as a housing-cycle proxy.

Plain English Description

Tracks mortgage-rate pressure as a read on housing demand, affordability, and cyclical slowdown risk.

Total Equity
$101,118
Net P&L
$+1,118
Return
+1.12%
Win Rate
50%
Strategy
Mortgage Rate Housing Proxy
Sharpe Ratio
-0.39
Max Drawdown
-7.0%
Avg Win
$+334
Avg Loss
$-3,171
Realized / Unrealized
$-5,676 / $+6,854
Equity Curve
Drawdown
Open Positions (2)
TickerEntryCurrentP&LOpenedConsec↓MA
XLP $80.60 $89.99 $+4,393.71 (+11.7%) 2026-10-01 0
XLU $39.44 $42.87 $+2,459.91 (+8.7%) 2026-10-01 0
Portfolio Stats
CASH$28,265.49
BORROWED$0.00
ACCRUED INT.$0.00
OPEN POSITIONS2
TOTAL TRADES4
WINNERS2
WIN RATE50.0%
SIM START2026-01-16
Trade Log (last 30)
DateActionTickerPriceSharesValueP&LNotes
2026-10-01 BUY XLU $39.44 717.1753 $28,285.39 — CASH
2026-10-01 BUY XLP $80.60 467.9139 $37,713.86 — CASH
2026-10-01 SELL XLU $39.44 648.6404 $25,570.95 $-4,623.26 (-15.3%) rebalance
2026-10-01 SELL XLP $80.60 478.3052 $38,539.38 $-1,719.57 (-4.3%) rebalance
2026-05-01 BUY XLU $46.55 648.6404 $30,194.21 — CASH
2026-05-01 BUY XLP $84.17 478.3052 $40,258.95 — CASH
2026-05-01 SELL XLU $46.55 649.9133 $30,241.81 $+152.34 (+0.5%) rebalance
2026-05-01 SELL XLP $84.17 485.0837 $40,817.36 $+514.93 (+1.3%) rebalance
2026-04-19 BUY XLU $46.16 649.9133 $30,000.00 — CASH
2026-04-19 BUY XLP $82.46 485.0837 $40,000.00 — CASH