Risk Metrics

ACM Residential Real Estate Fund
Risk Monitor & Signal Dashboard
Live Hedge Trigger Surveillance • Beta Hedging Signals • Yield Enhancement Signals
Data Sources FRED (St. Louis Fed) • Yahoo Finance
Refresh Rate FRED: Hourly • Prices: Daily
Last Updated May 20, 2026 at 7:42 PM EDT
Model Portfolio Only — Signal readings are informational only. No actual hedges are currently deployed. Not investment advice. REIT occupancy, NOI growth, and builder metrics require manual monitoring via quarterly earnings.
Current Tier Status
Tier 0 No Signals Active
Tier 1 Watch — 1 Signal Active
Tier 2+ Deploy Partial Hedge — 1 Signals Active
1 of 4 market signals triggered — 3 below threshold

Tier 1 Trigger Monitoring — Beta Hedge Deployment Criteria

The following four signals are the primary Tier 1 trigger conditions for beta hedge deployment. When any one is active the fund enters Tier 1 Watch. When two or more are simultaneously active, Tier 2 partial hedge deployment is warranted. REIT and builder-specific signals (occupancy, NOI, gross margins, cancellation rates) require quarterly earnings monitoring and are noted below.

KRE vs. SPY — 90-Day Spread
Trigger: KRE underperforms SPY by >10%
-11.6%
KRE relative to SPY (90 days)
KRE 90-day return -2.7%
SPY 90-day return +8.9%
Relative spread -11.6%
● TRIGGERED — Tier 1 Active
Activates: KRE Short evaluation at Tier 1 • All 6 instruments reviewed
10-Year Treasury Yield — 60-Day Move
Trigger: Move >75bps in 60 days
-58bps
60-day yield change • Current: 4.09%
Current yield 4.090%
60 days ago 4.670%
Move -58bps
○ Normal — Below Threshold
Activates: TBT evaluation (rising rates) • TMF evaluation (falling rates)
Housing Permits — Year-over-Year Change
Trigger: Permits fall >15% YoY
-8.0%
YoY change • Current: 1,363K units (SAAR)
Current permits 1,363K
Year-ago permits 1,481K
YoY change -8.0%
○ Normal — Below Threshold
Source: FRED PERMIT series • Monthly, seasonally adjusted annual rate • 2026-03-01
Activates: ITB Puts evaluation • KRE Short confirmation signal
HY Credit Spread (OAS) — Tier 3 Confirmation
Tier 3 signal: HY OAS >500bps • Elevated watch: >350bps
3bps
ICE BofA HY Option-Adjusted Spread • 2026-05-19
Current OAS3bps
Elevated threshold350bps
Tier 3 threshold500bps
○ Normal — Below Threshold
Activates: Tier 3 Full Hedge when >500bps + 2 months housing deterioration • CS-HPI Futures
▶ Quarterly Earnings Signals — Manual Monitoring Required
REIT Same-Store NOI Growth
Update after EQR / AMH / MAA / SUI earnings
Trigger threshold: <2% for 2 consecutive quarters
REIT Portfolio Occupancy
Update after quarterly earnings
Trigger threshold: <93%
Builder Gross Margins (DHI / PHM / TOL)
Update after quarterly earnings
Watch threshold: <22% • Trigger: <18%
Builder Cancellation Rates
Update after quarterly earnings
Watch: >18% • Trigger: >30%

Overlay Opportunity Monitoring — MBB Calls, VMBS Margin & TMF Easing

The following signals monitor conditions for deploying yield enhancement overlays. These are opportunity signals, not stress signals — they indicate when offensive overlay deployment is justified. Yield enhancement instruments are never deployed when Beta Hedging instruments are active.

Federal Funds Rate — Policy Direction
Opportunity: Confirmed rate-cut cycle • Activates full coordinated overlay: TMF + VMBS Margin + MBB Calls
3.64%
Effective Federal Funds Rate • 2026-04-01 • Trend: HOLD
Current rate3.64%
Prior reading3.64%
Change+0.00%
○ No Active Cut Cycle — Monitor Fed Communications
Coordinated overlay deployment sequence in a confirmed cut cycle:
1. TMF (0.75% NAV) — deploy first. Pure Treasury exposure, no negative convexity. Maximum price appreciation per basis point of yield decline. Entry: Fed cut confirmed + yield curve normalizing (2s-10s positive) + recession probability <30%.
2. VMBS Margin (1.10–1.25x) — deploy as carry turns positive. SOFR falls with cuts while VMBS yield declines more slowly, widening carry differential. Best deployment window: mid-to-late cut cycle.
3. MBB Calls (0.50% NAV premium) — deploy alongside TMF. Leveraged MBS upside at lower cost than increasing VMBS directly. Note: MBB has negative convexity — as rates fall, mortgage prepayments accelerate, capping price appreciation vs. pure Treasuries. Set strikes more conservatively than equivalent Treasury ETF calls.
Activates: TMF (primary, no convexity) • MBB Calls (leveraged MBS) • VMBS Margin (carry enhancement)
MBS Spread Proxy — 30yr Mortgage vs. 10-Year Treasury
Opportunity: Spread <150bps (tight) • Normal: 150–200bps • Stress: >200bps
169bps
30yr Mortgage minus 10yr Treasury • 2026-05-19
30yr Mortgage rate6.36%
10yr Treasury yield4.67%
Spread (proxy)169bps
Normal range150–200bps
○ Normal Spreads — Monitor Monthly
Why tight spreads trigger MBB calls: When this spread compresses below 150bps, implied volatility on MBB options is suppressed, making calls cheap. Tight spreads typically coincide with Fed QE or strong institutional demand — conditions historically favorable for MBS prices. You are buying discounted optionality in a favorable environment.

Important: This is a proxy using publicly available rates. True agency MBS option-adjusted spread (OAS) is typically 20–60bps above Treasuries — a completely different scale. This proxy moves directionally in the same direction as true OAS but at ~150–200bps normal vs. ~25–50bps for true OAS. True OAS requires Bloomberg or ICE BofAML data.
Activates: MBB Calls (cheap optionality in favorable environment) • VMBS Margin (if carry also positive)
VMBS Carry vs. All-In Borrowing Cost
Opportunity: VMBS yield exceeds (SOFR + broker spread) by >25bps • Activates: VMBS Margin 1.10–1.25x
+135bps
Net carry after all-in borrowing cost • Threshold: +25bps minimum
VMBS yield proxy (30yr Mtg)6.36%
SOFR (live)3.510%
Broker spread (configured)+1.50%
All-in borrowing cost5.010%
Net carry+135bps
● POSITIVE CARRY — VMBS Margin Deployment Justified
Account size matters: Retail brokers typically charge SOFR + 1.50–2.50%, making carry negative at current yield levels for smaller accounts. Institutional accounts (>$500K–$1M at Interactive Brokers) can access SOFR + 0.50–0.75%, which may restore positive carry. Update your broker spread in Tools → ACM Risk Monitor.

In a confirmed rate-cut cycle, SOFR falls with policy rates while VMBS yield declines more slowly — widening carry and making margin leverage more attractive as cuts proceed. The best margin deployment window is mid-to-late cut cycle when carry differential is widest.

Note: Uses 30yr mortgage rate as VMBS yield proxy. Actual VMBS SEC yield available at Vanguard.com and will differ.
Activates: VMBS Margin 1.10–1.25x • Best deployed alongside MBB Calls and TMF in confirmed cut cycle
⚠  Not FDIC Insured
△  May Lose Value
⚠  No Bank Guarantee
Important Disclosures & Disclaimers

The ACM Residential Real Estate Fund (REF) is a simulated model portfolio. All signal readings are provided for informational and educational purposes only and do not constitute investment advice or a recommendation to buy or sell any security. Signal data sourced from FRED (Federal Reserve Bank of St. Louis) and Yahoo Finance; ACM makes no representation as to the accuracy or completeness of third-party data.

The MBS spread shown is a proxy using the 30-year mortgage rate minus the 10-year Treasury yield, not a true agency MBS option-adjusted spread. SOFR is used as a margin borrowing cost proxy; actual margin rates vary by broker and account size. Quarterly earnings signals (REIT occupancy, NOI, builder margins, cancellation rates) are not available in real time and require manual monitoring via company earnings releases.

Adkins Capital Management LLC. All rights reserved. ACM model portfolio managed by Troy Morris Adkins II.