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as on: Sep-18 10:00

$ANFI 1.66 0.00 0.00%

Amira Nature Foods Ltd

$ANFI Open, High, Low, Close, Volume 1
Open 1.65 Last 1.66
High 1.66 Low 1.65
Previous Close 1.66 Current Streak 1U
Change 0.00 Change % 0.00
Volume 8818 Avg Volume(3M) 108738
$ANFI 52 Week High/Low , Month High/Low 1
52 Week High 6.21 52 Week Low 1.57
52 Week High % -73.27 52 Week Low % 5.73
20 Day High 1.87 20 Day Low 1.65
20 Day High % -11.23 20 Day Low % 0.61
$ANFI Moving Averages 1
SMA 20 1.73 -4.05
SMA 50 1.81 -8.29
SMA 200 3.11 -46.62
$ANFI Bollinger Band Values 2
Upper Bollinger Band 1.83
Lower Bollinger Band 1.63
$ANFI Daily Pivot Point Values 2
Resistance Level R3 1.84
Resistance Level R2 1.76
Resistance Level R1 1.71
Pivot Point PP 1.68
Support Level S1 1.63
Support Level S2 1.60
Support Level S3 1.52
$ANFI Fibonacci Retracements & Extensions 2
2.618 Fibonacci Extensions Level 1.95
1.618 Fibonacci Extensions Level 1.87
1.382 Fibonacci Extensions Level 1.85
0.382 Fibonacci Retracement Level 1.62
0.618 Fibonacci Retracement Level 1.60
1.000 Fibonacci Retracement Level 1.57
$ANFI DeMark Pivot Points 2
DeMark Resistance Level 1.70
DeMark Pivot Point 1.67
DeMark Support Level 1.61
$ANFI Fibonacci Retracement Levels from 52 Week Low 2
61.8% Fibonacci Retracement from 52 Week Low 4.44
50% Fibonacci Retracement from 52 Week Low 3.89
38.2% Fibonacci Retracement from 52 Week Low 3.34
$ANFI Stock Performance(%) 1
One Week Change % -3.49
One Month Change % -1.19
3 Months Change % -27.83
6 Months Change % -59.71
One Year Change % -73.14
Year-to-Date Change % -60.19
$ANFI Alpha, Beta , Correlation & Volatility 2
Alpha -74.47
Beta 0.00
Standard Deviation (1 Year) 104.10
1 Year Correlation with S&P 500 Index 0.00
1 Month Standard Deviation 9.88
1 Month Correlation with S&P 500 Index 0.14
$ANFI Relative Performance 1
One Day Relative Performance % -3.54
One Week Relative Performance % -1.03
One Month Relative Performance % -5.49
3 Months Relative Performance % -33.31
6 Months Relative Performance % -63.67
One Year Relative Performance % -76.53
1 Calculated on 20 Minutes Delayed Data , calculated though out the regular trading hours 2 Calculated on Previous Day's OHLC Data .
$ANFI 1.66 0.00 0.00%
Amira Nature Foods Ltd

  • Signal : Technical strategy / trading signal
  • Bias : Long or short, based on the historical backtesting report, arrived at summing all the change% values and if negative usually going short was profitable, if positive going long was profitable
  • # : Number of trades generated by the trading strategy on a stock over the last four years ( our default backtest period)
  • %Wins : Number of winning trades expressed as percentage
  • Avg% : The average profit per trade in percentage for all the trades in the last four years
  • Med% : The median profit per trade in percentage
  • OAPF : Outlier Adjusted Prof Factor , is the system’s gross profit ( minus the larget winning trade) in $ terms divided by gross loss in $ terms. Look for systems that have a profit factor of 2.5, or higher
  • AWT% : The average profit per winning trades for all the winning trades in the last four years
  • ALT% : The average profit per losing trades for all the losing trades in the last four years
  • Payoff : Ratio of Avg Win / Avg Loss %
  • MLT% : Maximum Loss Trade (%)
  • T-Test : square root (n) * (average trade %/ standard deviation of trades %) , t-test of 2.1 for a sample size of 25, is considered to be statistically significant
  • backtesting period : default backtesting period is 4 year's , if the stock is trading then , other wise since it's listing
Signal Bias # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
Two Week -5% Short 339 55 0.23 -0.10 1.23 3.38 -3.69 0.92 -76.36 0.56
5% Bottom Range from Half year Low Long 96 52 0.55 0.18 0.81 4.81 -4.08 1.18 -49.07 0.46
Today -1% Long 373 48 0.36 0.00 1.00 3.92 -3.04 1.29 -38.92 0.97
Open -1% Long 403 49 0.34 0.00 1.00 3.67 -2.98 1.23 -38.92 0.99
Losers with 1Xstd(20) down move Long 136 47 0.79 -0.12 1.01 5.44 -3.47 1.57 -38.92 0.93
Losers with 1Xstd(50) down move Long 117 47 0.31 -0.08 0.73 4.58 -3.60 1.27 -38.92 0.36
SPY Above 200 SMA Short 900 56 0.25 -0.16 1.26 2.73 -2.92 0.93 -76.36 1.33
Below SMA 200 Long 813 46 0.12 0.00 1.00 3.31 -2.63 1.26 -49.07 0.58
SPY Above 20 SMA Short 684 57 0.23 -0.23 1.25 2.84 -3.33 0.85 -76.36 0.99
Below SMA 20 Long 602 43 0.05 -0.15 0.93 3.44 -2.57 1.34 -49.07 0.19
Month Closing Low Long 139 51 0.48 0.19 0.77 4.64 -3.88 1.20 -38.92 0.56
5% Bottom Range from Month Low Long 60 63 1.45 0.83 0.99 5.95 -6.32 0.94 -38.92 0.83
10% Bottom Range from year Low Short 301 55 0.13 0.00 1.13 2.72 -3.11 0.87 -76.36 0.32
5% Bottom Range from year Low Short 166 54 0.01 0.00 1.01 3.28 -3.85 0.85 -76.36 0.01
Today -2% Long 245 49 0.56 0.00 1.05 4.55 -3.34 1.36 -38.92 1.05
Open -2% Long 253 49 0.54 0.00 1.03 4.50 -3.27 1.38 -38.92 1.04
Today -3% Long 157 50 0.67 0.07 0.95 5.51 -4.23 1.30 -38.92 0.83
Open -3% Long 166 50 0.95 0.09 1.17 5.42 -3.62 1.50 -38.92 1.28
Today -4% Long 105 47 0.84 -0.16 0.94 6.95 -4.71 1.48 -38.92 0.74
Open -4% Long 112 47 0.78 -0.13 0.94 6.56 -4.41 1.49 -38.92 0.73
SPY Above 50 SMA Short 735 57 0.26 -0.23 1.31 2.76 -3.17 0.87 -76.36 1.20
Below SMA 50 Long 647 44 0.03 -0.10 0.91 3.36 -2.68 1.25 -49.07 0.13
Any Random Day Short 1007 54 0.07 -0.12 1.12 2.75 -3.19 0.86 -76.36 0.39
Aroon Oscillator moved below 70 Long 38 55 2.09 0.27 2.93 5.03 -1.54 3.27 -4.32 1.56
CCI moved below -100 Long 52 46 1.84 -0.14 2.02 6.52 -2.16 3.02 -14.57 1.50
Close in the Bottom Range Long 244 50 0.26 0.09 0.90 3.28 -2.81 1.17 -38.92 0.59
CMF moved below -0.2 Long 32 53 0.63 0.47 0.89 4.11 -3.32 1.24 -14.57 0.72
RSI (2) crossed below 10 Long 74 50 1.46 0.08 0.99 5.72 -2.80 2.04 -14.57 1.13
Fast S(14) %K Crossed Below %D Long 202 50 0.69 0.19 1.05 3.91 -2.66 1.47 -28.10 1.32
Long Red Candle Long 171 47 0.98 0.00 1.17 5.00 -2.73 1.83 -16.63 1.46
Monday Short 187 49 0.15 0.16 1.17 2.97 -2.59 1.15 -13.92 0.45
New Month Closing Low Long 72 51 2.10 0.29 1.26 6.79 -2.85 2.38 -15.83 1.48
New Month Low Long 69 47 0.82 0.00 0.94 4.34 -2.41 1.80 -14.57 0.98
Month Low Long 121 50 0.36 0.13 0.85 5.04 -4.39 1.15 -49.07 0.35
3rd Quarter Short 254 54 0.24 0.00 1.22 3.11 -3.23 0.96 -20.58 0.69
RSI (2) below 10 Long 153 50 0.66 0.21 1.06 4.56 -3.38 1.35 -38.92 0.86
Close below S1 Long 206 46 0.85 -0.09 1.21 5.05 -2.74 1.84 -16.63 1.48
Close below S2 Long 96 44 1.34 -0.13 0.97 6.86 -3.14 2.18 -14.57 1.19
September Long 81 45 0.36 -0.27 0.87 3.45 -2.23 1.55 -6.53 0.78
Slow S(14) %K Crossed Below %D Short 122 56 0.07 0.00 1.16 2.63 -3.26 0.81 -30.10 0.14
Trend Sell Day Short 95 56 0.14 -0.34 1.32 3.62 -4.45 0.81 -76.36 0.14
Williams %R moved below -80 Long 79 49 0.36 0.00 0.88 3.23 -2.44 1.32 -11.70 0.65
Williams %R moved below -90 Long 61 52 0.30 0.25 0.79 3.56 -3.30 1.08 -15.83 0.40
$ANFI 1.66 0.00 0.00%
Amira Nature Foods Ltd

  • Signal : Technical strategy / trading signal
  • Bias : Long or short, based on the historical backtesting report, arrived at summing all the change% values and if negative usually going short was profitable, if positive going long was profitable
  • # : Number of trades generated by the trading strategy on a stock over the last four years ( our default backtest period)
  • %Wins : Number of winning trades expressed as percentage
  • Avg% : The average profit per trade in percentage for all the trades in the last four years
  • Med% : The median profit per trade in percentage
  • OAPF : Outlier Adjusted Prof Factor , is the system’s gross profit ( minus the larget winning trade) in $ terms divided by gross loss in $ terms. Look for systems that have a profit factor of 2.5, or higher
  • AWT% : The average profit per winning trades for all the winning trades in the last four years
  • ALT% : The average profit per losing trades for all the losing trades in the last four years
  • Payoff : Ratio of Avg Win / Avg Loss %
  • MLT% : Maximum Loss Trade (%)
  • T-Test : square root (n) * (average trade %/ standard deviation of trades %) , t-test of 2.1 for a sample size of 25, is considered to be statistically significant
  • backtesting period : default backtesting period is 4 year's , if the stock is trading then , other wise since it's listing
Signal Bias # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
Two Week -5% Short 339 58 0.46 -0.40 1.28 3.40 -3.62 0.94 -35.35 1.33
5% Bottom Range from Half year Low Short 96 51 0.00 0.00 0.75 3.87 -4.03 0.96 -35.35 0.00
Today -1% Long 373 44 0.03 -0.31 0.93 3.62 -2.82 1.28 -27.20 0.11
Open -1% Short 403 55 0.09 -0.31 1.08 2.89 -3.45 0.84 -35.35 0.34
Losers with 1Xstd(20) down move Long 136 41 0.06 -0.48 0.89 4.38 -3.07 1.43 -22.40 0.11
Losers with 1Xstd(50) down move Short 117 54 0.09 -0.28 1.00 3.35 -3.85 0.87 -35.35 0.15
SPY Above 200 SMA Short 900 58 0.49 -0.38 1.48 2.72 -2.60 1.05 -35.35 3.18
Below SMA 200 Short 813 55 0.17 -0.23 1.12 2.66 -2.97 0.90 -35.35 1.00
SPY Above 20 SMA Short 684 58 0.50 -0.50 1.45 2.90 -2.94 0.99 -35.35 2.62
Below SMA 20 Short 602 57 0.24 -0.26 1.13 2.61 -3.01 0.87 -35.35 1.16
Month Closing Low Short 139 58 0.23 -0.49 1.08 3.22 -4.08 0.79 -35.35 0.41
5% Bottom Range from Month Low Long 60 46 0.30 -0.14 0.89 5.35 -4.11 1.30 -27.20 0.26
10% Bottom Range from year Low Short 301 56 0.30 -0.19 1.14 2.62 -2.67 0.98 -35.35 0.94
5% Bottom Range from year Low Short 166 54 0.25 -0.16 0.99 3.11 -3.22 0.97 -35.35 0.47
Today -2% Long 245 46 0.18 -0.16 1.00 3.97 -3.07 1.29 -27.20 0.47
Open -2% Long 253 44 0.10 -0.28 0.92 4.03 -3.07 1.31 -27.20 0.27
Today -3% Long 157 46 0.22 -0.26 0.95 4.79 -3.75 1.28 -27.20 0.39
Open -3% Long 166 45 0.44 -0.30 1.10 4.83 -3.27 1.48 -22.40 0.87
Today -4% Long 105 41 0.24 -0.93 1.00 6.05 -3.95 1.53 -22.40 0.32
Open -4% Long 112 43 0.13 -0.72 0.93 5.48 -4.03 1.36 -22.40 0.18
SPY Above 50 SMA Short 735 59 0.53 -0.50 1.53 2.83 -2.79 1.01 -35.35 2.96
Below SMA 50 Short 647 57 0.21 -0.25 1.16 2.68 -3.07 0.87 -35.35 1.05
Any Random Day Short 1007 57 0.33 -0.34 1.32 2.75 -2.90 0.95 -35.35 2.19
Aroon Oscillator moved below 70 Long 38 50 1.04 0.13 1.79 3.93 -1.84 2.14 -4.32 1.34
CCI moved below -100 Long 52 42 1.14 -0.36 1.83 5.44 -2.01 2.71 -10.86 1.31
Close in the Bottom Range Short 244 56 0.20 -0.34 1.18 2.70 -3.11 0.87 -35.35 0.63
CMF moved below -0.2 Long 32 43 0.55 -0.32 0.75 4.32 -2.38 1.82 -7.28 0.62
RSI (2) crossed below 10 Long 74 47 0.59 -0.15 1.07 4.33 -2.76 1.57 -11.46 0.83
Fast S(14) %K Crossed Below %D Long 202 47 0.30 -0.07 0.90 3.61 -2.63 1.37 -23.42 0.79
Long Red Candle Long 171 42 0.32 -0.31 1.01 4.25 -2.60 1.63 -13.89 0.70
Monday Short 187 52 0.26 0.00 1.08 2.90 -2.69 1.08 -21.50 0.79
New Month Closing Low Long 72 40 0.70 -0.52 1.00 5.60 -2.61 2.15 -11.48 0.82
New Month Low Long 69 42 0.37 -0.28 1.05 4.04 -2.28 1.77 -5.07 0.67
Month Low Short 121 55 0.24 -0.28 0.85 3.75 -4.12 0.91 -35.35 0.33
3rd Quarter Short 254 60 0.58 -0.52 1.61 3.01 -3.15 0.96 -27.55 1.79
RSI (2) below 10 Long 153 45 0.12 -0.37 1.05 4.00 -3.07 1.30 -27.20 0.24
Close below S1 Long 206 44 0.37 -0.26 1.13 4.25 -2.69 1.58 -13.89 0.92
Close below S2 Long 96 39 0.38 -0.58 0.93 5.62 -3.05 1.84 -13.89 0.51
September Short 81 62 0.03 -0.51 1.27 1.98 -3.29 0.60 -18.66 0.07
Slow S(14) %K Crossed Below %D Short 122 56 0.28 -0.43 1.23 2.85 -3.06 0.93 -28.40 0.59
Trend Sell Day Short 95 62 0.79 -1.02 1.61 3.71 -3.99 0.93 -35.35 1.22
Williams %R moved below -80 Long 79 44 0.16 -0.38 0.83 3.56 -2.54 1.40 -11.46 0.27
Williams %R moved below -90 Long 61 44 0.03 -0.28 0.80 4.12 -3.22 1.28 -12.16 0.04
$ANFI 1.66 0.00 0.00%
Amira Nature Foods Ltd
Month to Date : -0.16 -8.79%
  • Month : Month
  • # : Number of trades generated , since 1990 ( our default backtest period)
  • Wins : Number of winning trades
  • Losses : Number of losing trades
  • %Wins : Number of winning trades expressed as percentage
  • Avg% : The average profit per trade in percentage for all the trades in the last four years
  • Med% : The median profit per trade in percentage
  • AWT% : The average profit per winning trades for all the winning trades in the last four years
  • ALT% : The average profit per losing trades for all the losing trades in the last four years
  • Payoff : Ratio of Avg Win / Avg Loss %
  • MWT % : Maximum Loss Trade (%)
  • MLT % : Maximum Loss Trade (%)
  • Rank : Rank of the current month average returns against all the 12 months , 1 means the stock in the current month performs best , 12 is worst
  • Seasonality Calculations : are done from the close of last trading of the previous month to current month's last trading day's close , for ex: for March Seasonality , the entry is the close of Feb last trading day's and exit is at the last trading day of Mar at close
  • backtesting period : default backtesting period is since 1990 if the stock is trading then , other wise since it's listing
Month # Wins Losses % Wins Avg% Med% AWT% ALT% Payoff MWT% MLT% Rank
Jan 6 3 3 50 0.14 -2.25 11.10 -10.82 1.03 20.69 -13.46 5
Feb 6 2 4 33 -0.24 -4.13 14.97 -7.84 1.91 25.42 -16.72 6
Mar 6 2 4 33 -5.23 -3.98 6.68 -11.18 0.60 10.15 -23.25 9
Apr 6 0 6 0 -8.92 -5.98 0.00 -8.92 0.00 -3.17 -25.79 12
May 6 2 4 33 -4.79 -3.36 12.66 -13.51 0.94 16.32 -37.30 8
Jun 6 3 3 50 3.91 1.23 12.58 -4.75 2.65 21.59 -6.33 3
Jul 6 3 3 50 0.41 1.56 9.48 -8.65 1.10 12.09 -18.47 4
Aug 6 4 2 67 -7.43 2.80 9.28 -40.86 0.23 16.79 -67.54 11
Sep 6 4 2 67 14.25 12.03 24.88 -7.01 3.55 38.69 -9.06 1
Oct 6 2 4 33 -0.60 -2.06 10.61 -6.21 1.71 11.17 -15.17 7
Nov 6 3 3 50 8.77 -2.88 33.39 -15.84 2.11 88.35 -27.38 2
Dec 6 0 6 0 -6.02 -4.20 0.00 -6.02 0.00 -0.57 -16.33 10

$ANFI Historical Returns in Sep

Exit Date Exit Entry Date Entry Change % P/L %
Sep 2013 12.94 Aug 2013 9.46 36.79
Sep 2014 15.66 Aug 2014 17.22 -9.06
Sep 2015 5.52 Aug 2015 3.98 38.69
Sep 2016 8.30 Aug 2016 7.47 11.11
Sep 2017 6.02 Aug 2017 5.33 12.95
Sep 2018 1.73 Aug 2018 1.82 -4.95

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