CONVEX
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▍ STATISTICAL PROJECTION · YEAR-END 2026

Based on current macro regime conditions and 30y mortgage rate's historical behaviour in similar regimes, the model projects 6.58% by 2026-12-31 ( +3.4% from 6.36% today). The 68% confidence range is 5.88% to 7.27%; the wider 95% range is 5.21% to 7.95%. Methodology below the headline.

Central Estimate
6.58%
+3.4% vs current 6.36%
68% Range (±1σ)
5.88% to 7.27%
95% Range (±1.96σ)
5.21% to 7.95%
Blended from 4 regime anchors· sample-weighted
VIX · Normal (15-25)
+3.9%n=632 · w=43%
10Y-2Y Yield Curve · Flat (0-100bps)
+2.2%n=446 · w=30%
HY OAS Spread · Tight (<350bps)
+26.3%n=192 · w=13%
Trade-Weighted Dollar · Weak (bottom tercile)
-2.7%n=207 · w=14%
METHOD: CENTRAL = SAMPLE-WEIGHTED MEAN OF PER-ANCHOR CURRENT-REGIME 1Y AVERAGES, SCALED TO 159-DAY HORIZON. BAND = ±σ√T USING 13.8% ANNUALIZED REALIZED VOL.
EXPECTED TO BE 6.58% BY 2026-12-31 (HIGHER FROM 6.36% ON 2026-05-14). NOT INVESTMENT ADVICE.
▍ MODEL · STATISTICAL FORECAST · 2026

30Y Mortgage Rate Forecast 2026

Quantitative analysis from 1,305 observations of 30Y Mortgage Rate history, joined to four universal macro regime classifications. Numbers are computed, not narrated.

ByConvex Research Desk·Edited byBen Bleier·
MORTGAGE30US · LAST
6.36%
AS OF 2026-05-14
Percentile · 25Y History
79.7th
▍ HEADLINE SIGNAL · CONTRARIAN BULLISH
Hist. Avg +252d
+3.9%
vs -0.5% unconditional · +4.4%pp above
When VIX sits in its Normal (15-25) regime — as it does today (17.26) — 30Y Mortgage Rate has historically returned an average of +3.93% over the next 252 trading days, 4.4pp above the all-history average of -0.46%. Sample: 632 observations, 36.8% hit rate.
METHOD: PERCENTILE-RANK MATCHED, LOOK-AHEAD-BIAS-FREE·NOT A FORECAST·HISTORICAL CONDITIONAL AVERAGE

Regime Scan[01/04]

VIX
Normal (15-25)
+3.9%+1Y AVG
Δ +4.4%pp · n=632
10Y-2Y Yield Curve
Flat (0-100bps)
+2.2%+1Y AVG
Δ +2.7%pp · n=446
Trade-Weighted Dollar
Weak (bottom tercile)
-2.7%+1Y AVG
Δ -2.2%pp · n=207

Δ = divergence from -0.5% unconditional all-history average

Performance by Window[02]

WINDOWNANN RETANN VOLRET/VOLHIT %TOTAL
1Y53-6.63%6.90%-0.9640.4%-6.61%
3Y157-0.16%9.86%-0.0245.5%-0.47%
5Y26116.28%16.13%1.0148.5%112.00%
10Y5225.92%14.85%0.4046.1%77.65%
All1,305-0.46%13.82%-0.0343.2%-10.92%

Annualized total return = (1 + total)^(1/years) - 1. Ret/Vol is the annualized return divided by annualized volatility (Sharpe-equivalent without risk-free subtraction). Hit % = pct of single periods that were positive.

Where We Are Now[03]

Percentile Rank
79.7th
2.65median 5.007.79
Current value 6.3600 on a 1,305-observation history going back to Jan 7, 2021.
Volatility Regime
low
7.55%REALIZED 30D ANN
Sits at the 11.5th percentile vs full history. Median 11.43%.

Forward Returns by Macro Regime[04]

How 30Y Mortgage Rate has performed historically conditional on the prevailing macro regime. The current bucket is highlighted; +1Y averages drive the headline signal above.

VIX
Volatility regime: Low (<15), Normal (15-25), Elevated (25-40), Extreme (>40)
CURRENT: 17.26 Normal (15-25)
REGIME BUCKETN+30D+90D+1Y AVG+1Y MEDHIT %
Low (<15)4340.48%1.29%0.22%-1.01%43.5%
Normal (15-25)6320.10%0.15%3.93%-4.24%36.8%
Elevated (25-40)1940.22%0.59%-0.20%-3.99%29.5%
Extreme (>40)41-4.73%-7.09%-8.38%-6.01%12.2%
10Y-2Y Yield Curve
Yield curve regime: Inverted (<0bps), Flat (0-100bps), Steep (>100bps)
CURRENT: 0.50 Flat (0-100bps)
REGIME BUCKETN+30D+90D+1Y AVG+1Y MEDHIT %
Inverted (<0bps)1630.80%1.62%1.86%0.00%49.7%
Flat (0-100bps)4460.60%2.26%2.23%-2.11%43.1%
Steep (>100bps)691-0.42%-1.12%1.21%-4.82%30.7%
HY OAS Spread
Credit regime: Tight (<350bps), Normal (350-500bps), Stressed (>500bps)
CURRENT: 2.76 Tight (<350bps)
REGIME BUCKETN+30D+90D+1Y AVG+1Y MEDHIT %
Tight (<350bps)1921.12%5.41%26.30%-0.30%48.6%
Normal (350-500bps)2891.41%2.18%2.01%0.54%50.9%
Stressed (>500bps)112-1.60%-1.10%2.39%4.79%55.4%
Trade-Weighted Dollar
Dollar regime: bottom/middle/top tercile of trailing 5Y rolling distribution
CURRENT: 118.04 Weak (bottom tercile)
REGIME BUCKETN+30D+90D+1Y AVG+1Y MEDHIT %
Weak (bottom tercile)2070.08%-1.36%-2.71%-8.83%14.8%
Neutral (middle)2510.66%4.33%16.82%3.63%52.6%
Strong (top tercile)549-0.04%-0.28%-1.26%-3.50%39.3%

Forward returns are forward-looking from each historical observation in the bucket; +252d corresponds to one trading year. Buckets with fewer than 5 forward-return observations are reported as n/a. These are conditional historical averages, not forecasts.

Lead-Lag Relationships[05]

For each universally-recognised leading indicator, the lag at which the daily-return correlation peaks. Positive lag means the anchor leads 30Y Mortgage Rate; negative means it lags.

ANCHORROLEPEAK LAGPEAK CORRZERO-LAGRELATIONSHIP
10Y Treasury YieldDiscount-rate driver+1d0.4400.362coincident
Baa-10Y SpreadCredit risk (slow)+1d-0.214-0.086coincident
Trade-Weighted DollarFX driver+1d0.1730.061coincident
Initial Jobless ClaimsLabor leader-1d0.165-0.089coincident
NFCIFinancial conditions+49d0.128-0.006weak
HY OAS SpreadCredit risk leader0d0.1270.127weak
10Y-2Y Yield SpreadRecession leader-17d-0.096-0.001weak
CopperGlobal growth proxy+37d0.0800.064weak
VIXVolatility leader+13d-0.072-0.020weak
U-Mich Consumer SentimentSurvey leader0d0.0000.000weak

Pearson correlation of daily returns over up to 25 years of overlapping history, searched across a ±60-day lag grid. Indicators classified as “weak” don't have meaningful predictive power at daily resolution; many of these (yield curve, NFCI, sentiment) lead at monthly/quarterly horizons instead.

Historical Analogs[06]

Periods where 30Y Mortgage Rate sat at a similar percentile rank to today, with what happened over the next 30 / 90 / 252 trading days. Analogs are clustered to avoid double-counting nearby dates.

DATEVALUE+30D+90D+1Y
Oct 17, 20246.44005.75%4.97%-2.64%
Apr 13, 20236.27004.78%15.31%9.73%
Dec 22, 20226.2700-2.87%1.91%6.38%
Sep 15, 20226.020017.61%1.83%19.27%
Aug 14, 20086.5200-6.60%-21.17%-18.87%

Worst Historical Drawdown[07]

-63.40%PEAK-TO-TROUGH
Peak Jun 1, 2001 → trough Jan 7, 2021. Recovered to prior peak on Sep 28, 2023 (994 days).
All-time high: 7.7900 on Oct 26, 2023 · Current DD from ATH: -18.36%

Cross-Asset Correlations · 1Y[08]

S&P 500
-0.423
n=49
Nasdaq 100
-0.359
n=49
20Y Treasury
-0.368
n=49
Gold
-0.196
n=49
Bitcoin
-0.233
n=50

Largest Single-Period Moves[09]

▲ Up
  • Jun 27, 201313.49%
  • Jun 16, 202210.52%
  • Nov 17, 201610.36%
  • Oct 16, 20088.75%
  • Mar 19, 20208.63%
▼ Down
  • Dec 4, 2008-7.37%
  • Jul 7, 2022-7.02%
  • Nov 17, 2022-6.64%
  • Sep 11, 2008-6.61%
  • Oct 23, 2008-6.50%

Calendar-Month Seasonality[10]

Average single-period return aggregated by the calendar month in which the period ended.

MONTHAVG RETURNHIT %N
January-0.22%36.4%107
February0.33%44.6%101
March0.20%53.2%111
April0.02%46.7%107
May-0.07%39.1%110
June0.25%40.7%108
July-0.20%42.2%109
August-0.25%34.8%112
September-0.09%41.1%107
October0.30%52.7%110
November-0.12%38.9%108
December-0.01%47.4%114

N = 1,305 OBS · GENERATED 2026-05-18 10:30Z

Forecast Approach

regime implied: The current macro regime classification (Goldilocks, Reflation, Stagflation, or Deflation) dictates the expected direction and magnitude of movement, calibrated against historical regime performance.

Key Drivers & Risks

  • Mortgage rates
  • Housing supply
  • Demographics
  • Construction costs
  • Credit availability

Historical Volatility

Moderate: housing cycles are multi-year

Scenarios That Affect This Forecast

How 30Y Mortgage Rate Forecasts Have Held Up Historically

30-year fixed mortgage rate forecasts have a moderate track record. The mortgage rate tracks the 10Y Treasury plus a primary-secondary spread (typically 150-200bp); the basis itself has been unstable post-2022 with widening to 280bp+ in 2023-2024 reflecting MBS-spread stress.

Regime-conditional models on MORTGAGE30US achieve approximately 65% directional accuracy. The 10Y leg is captured cleanly; the MBS-spread leg adds residual error.

Regime Sensitivity for MORTGAGE30US

Mortgage rate sensitivity is split between the 10Y Treasury leg (rate regime) and the primary-secondary spread leg (MBS regime). Goldilocks regimes with falling 10Y and tight MBS spreads pull mortgage rates below 6%; stagflation regimes with rising 10Y and widening MBS spreads push them above 7%.

The April 2026 setup has MORTGAGE30US at 6.23%, down from the 7.79% peak in October 2023 but still well above the 2.65% historical low. The regime conditional reads as moderately constructive: cuts pricing in support 10Y stability, MBS spreads have normalized from peak stress, and a path toward 5.5-6% is plausible if cuts arrive on schedule.

What Drives MORTGAGE30US Forecast Errors

Three structural issues drive mortgage rate forecast errors. First, the primary-secondary MBS spread is unstable and not a regime variable. The Fed's 2022-2024 MBS runoff plus Bank of America and similar bank MBS divestment widened the spread by 50-80bp; if the Fed pauses MBS QT, the spread compresses.

Second, prepayment risk dynamics affect MBS pricing in ways the regime model under-states. Lower rates mean faster prepayments, which compress MBS duration and tighten spreads; higher rates extend duration and widen spreads.

Third, conforming-vs-jumbo dynamics produce single-rate dispersion that the headline 30Y mortgage doesn't capture. Jumbo rates trade at different spreads to conforming rates depending on bank balance-sheet capacity.

How to Use This Forecast in Practice

For MORTGAGE30US, watch the 10Y Treasury direction first (the dominant leg) and the primary-secondary MBS spread second (the residual driver). When both improve, mortgage rates fall faster than the 10Y suggests; when MBS stress emerges, mortgage rates can rise even with stable 10Y.

The cleanest cross-check is the Mortgage Bankers Association weekly application survey. Sustained pickup in purchase applications front-runs housing-market activity; refinance applications respond to rate moves with 1-2 week lags. The 68% band on MORTGAGE30US should be treated as roughly 90% of the 10Y forecast band because the MBS-spread leg adds noise but the rate direction is captured cleanly.

Frequently Asked Questions

What factors could push 30Y Mortgage Rate higher?

The primary drivers that tend to lift 30Y Mortgage Rate depend on the current macro regime. Housing is the most interest-rate-sensitive sector of the economy and often the first to roll over heading into a downturn. Mortgage rates feed directly into affordability and demand, while building permits signal future supply. Home price indexes like Case-Shiller capture the wealth effect that drives consumer confidence and spending. Convex tracks these drivers live across the Housing category and flags when multiple forces align in the same direction. See the "Key Drivers & Risks" section on this page for the current list, and check the regime dashboard for how the macro backdrop is currently tilted.

What factors could push 30Y Mortgage Rate lower?

The same transmission channels that drive 30Y Mortgage Rate higher operate in reverse when conditions flip. The risk drivers listed above map directly to scenarios that, if triggered, would pull this metric in the opposite direction. Convex aggregates these into a scenario-weighted probability distribution rather than a point forecast, so the magnitude depends on which scenarios activate.

Where does consensus see 30Y Mortgage Rate heading?

Rather than publish a point target that goes stale the day after release, Convex assembles consensus from the macro regime classification, active scenario probabilities, and historical base rates. Point forecasts from banks and strategists are worth reading for context, but they typically cluster around the consensus and miss the tail events that actually move markets. The scenario-weighted approach here captures that tail risk explicitly.

What is the historical range for 30Y Mortgage Rate?

Historical ranges for 30Y Mortgage Rate vary dramatically by regime. A level that is extreme in Goldilocks can be routine in Stagflation, and vice versa. The Historical Volatility section on this page describes the typical range and regime-specific behavior. For the full multi-decade history, visit the 30Y Mortgage Rate chart page, which includes selectable time ranges up to five years and downloadable data.

How often is the 30Y Mortgage Rate forecast updated?

This forecast page recalculates whenever the underlying data or regime classification changes, typically within hours of new data releases. The scenario probabilities refresh daily as the macro state is regenerated. Specific drivers listed on this page reflect the current state of the Convex regime engine, not static historical assumptions.

Is this forecast actionable for trading?

Convex forecasts are informational and educational. They describe probability distributions and regime-conditional paths rather than specific entry and exit levels. Traders and portfolio managers use them alongside other inputs including position sizing rules, risk management, and their own conviction calibration. They are not investment advice.

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Forecasts are model-based projections derived from current regime classification, scenario probabilities, and historical patterns. They are not investment advice. All investments involve risk.