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as on: Feb-24 09:47

$ANH 5.42 0.02 0.37%

Anworth Mortgage Asset Corporation

$ANH Open, High, Low, Close, Volume 1
Open 5.42 Last 5.42
High 5.42 Low 5.42
Previous Close 5.40 Current Streak 5U
Change 0.02 Change % 0.37
Volume 16931 Avg Volume(3M) 625871
$ANH 52 Week High/Low , Month High/Low 1
52 Week High 5.44 52 Week Low 4.13
52 Week High % -0.37 52 Week Low % 31.23
20 Day High 5.44 20 Day Low 5.07
20 Day High % -0.37 20 Day Low % 6.90
$ANH Moving Averages 1
SMA 20 5.27 2.85
SMA 50 5.24 3.44
SMA 200 4.77 13.63
$ANH Bollinger Band Values 2
Upper Bollinger Band 5.45
Lower Bollinger Band 5.09
$ANH Daily Pivot Point Values 2
Resistance Level R3 5.42
Resistance Level R2 5.42
Resistance Level R1 5.42
Pivot Point PP 5.42
Support Level S1 5.42
Support Level S2 5.42
Support Level S3 5.42
$ANH Fibonacci Retracements & Extensions 2
2.618 Fibonacci Extensions Level 5.42
1.618 Fibonacci Extensions Level 5.42
1.382 Fibonacci Extensions Level 5.42
0.382 Fibonacci Retracement Level 5.42
0.618 Fibonacci Retracement Level 5.42
1.000 Fibonacci Retracement Level 5.42
$ANH DeMark Pivot Points 2
DeMark Resistance Level 5.42
DeMark Pivot Point 5.42
DeMark Support Level 5.42
$ANH Fibonacci Retracement Levels from 52 Week Low 2
61.8% Fibonacci Retracement from 52 Week Low 4.94
50% Fibonacci Retracement from 52 Week Low 4.79
38.2% Fibonacci Retracement from 52 Week Low 4.63
$ANH Stock Performance(%) 1
One Week Change % 1.31
One Month Change % 3.83
3 Months Change % 7.24
6 Months Change % 15.83
One Year Change % 30.48
Year-to-Date Change % 4.84
$ANH Alpha, Beta , Correlation & Volatility 2
Alpha 16.71
Beta 0.59
Standard Deviation (1 Year) 14.82
1 Year Correlation with S&P 500 Index 0.41
1 Month Standard Deviation 3.59
1 Month Correlation with S&P 500 Index 0.27
$ANH Relative Performance 1
One Day Relative Performance % 0.69
One Week Relative Performance % 0.92
One Month Relative Performance % 1.20
3 Months Relative Performance % 0.34
6 Months Relative Performance % 6.80
One Year Relative Performance % 6.99
1 Calculated on 20 Minutes Delayed Data , calculated though out the regular trading hours 2 Calculated on Previous Day's OHLC Data .
$ANH 5.42 0.02 0.37%
Anworth Mortgage Asset Corporation

  • 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
Any Random Day Long 1007 45 0.04 0.00 1.09 0.93 -0.71 1.31 -11.72 1.07
Long Green Candle Long 169 45 0.06 0.00 1.08 0.90 -0.64 1.41 -2.67 0.77
RSI (2) crossed above 90 Long 62 48 0.09 0.00 1.15 0.82 -0.59 1.39 -2.38 0.78
RSI (2) above 90 Long 158 50 0.12 0.08 1.18 0.88 -0.63 1.40 -4.14 1.30
RSI (2) crossed above 95 Short 37 56 0.06 0.00 1.09 0.64 -0.69 0.93 -1.83 0.40
RSI (2) above 95 Long 96 48 0.06 0.00 0.97 0.81 -0.66 1.23 -4.14 0.54
Aroon Oscillator moved above 70 Long 31 45 0.15 0.00 1.30 0.96 -0.52 1.85 -2.67 0.87
Gainers with 1Xstd(20) up move Short 153 56 0.01 0.00 0.93 0.70 -0.88 0.80 -2.66 0.12
Fast S(14) Overbought and above 80 Long 284 45 0.02 0.00 0.94 0.80 -0.61 1.31 -4.14 0.33
Slow S(14) Overbought and above 80 Long 277 45 0.01 0.00 0.95 0.77 -0.63 1.22 -3.13 0.17
Fast S(14) %K Crossed Above %D Long 195 46 0.07 0.00 1.15 1.00 -0.74 1.35 -4.29 0.83
Slow S(14) %K Crossed Above %D Long 110 43 0.06 0.00 1.08 0.99 -0.66 1.50 -2.92 0.57
1st Quarter Long 242 46 0.16 0.00 1.33 1.12 -0.67 1.67 -4.29 2.11
Thursday Long 201 45 0.04 0.00 1.05 0.91 -0.68 1.34 -4.29 0.51
February Long 77 54 0.38 0.23 2.27 1.11 -0.50 2.22 -2.75 2.89
Month High Long 175 49 0.07 0.00 1.11 0.76 -0.60 1.27 -4.14 0.99
New Month High Short 70 60 0.18 -0.10 1.55 0.77 -0.69 1.12 -2.45 1.45
Month Closing High Long 150 47 0.02 0.00 0.94 0.80 -0.69 1.16 -4.14 0.23
New Month Closing High Short 75 50 0.05 0.00 0.98 0.84 -0.77 1.09 -2.15 0.40
Quarter High Long 137 45 0.06 0.00 1.08 0.75 -0.53 1.42 -4.14 0.78
New Quarter High Short 53 67 0.24 -0.19 1.80 0.70 -0.74 0.95 -2.45 1.69
Quarter Closing High Short 115 55 0.05 0.00 1.10 0.64 -0.68 0.94 -2.15 0.57
Half Year High Long 116 46 0.05 0.00 1.06 0.74 -0.54 1.37 -4.14 0.59
New Half Year High Short 44 68 0.24 -0.10 1.71 0.71 -0.76 0.93 -2.45 1.46
Half Year Closing High Short 94 55 0.05 0.00 1.04 0.61 -0.65 0.94 -2.15 0.54
5% Top Range from Half Year High Short 147 55 0.03 0.00 1.03 0.58 -0.64 0.91 -2.15 0.43
Year High Long 75 44 0.04 0.00 0.97 0.79 -0.56 1.41 -4.14 0.35
New Year High Short 25 72 0.29 -0.19 1.66 0.74 -0.88 0.84 -2.45 1.20
Year Closing High Short 65 60 0.10 0.00 1.17 0.62 -0.67 0.93 -2.15 0.87
10% Top Range from Year High Short 274 58 0.02 0.00 0.99 0.56 -0.74 0.76 -2.45 0.38
5% Top Range from Year High Short 152 57 0.06 0.00 1.10 0.59 -0.65 0.91 -2.15 0.88
Above SMA 20 Long 551 45 0.05 0.00 1.08 0.84 -0.63 1.33 -4.14 1.13
Intraday High above UBB Long 127 48 0.11 0.00 1.19 0.91 -0.65 1.40 -4.14 1.15
Intraday High crossed above UBB Short 51 52 0.02 0.00 0.82 0.73 -0.78 0.94 -2.45 0.13
Above SMA 50 Long 601 44 0.03 0.00 1.03 0.81 -0.62 1.31 -4.14 0.74
Above SMA 200 Long 731 45 0.05 0.00 1.16 0.78 -0.56 1.39 -4.14 1.53
Close above R1 Short 227 56 0.00 0.00 0.93 0.65 -0.85 0.76 -2.90 0.00
Close above R2 Short 81 56 0.01 -0.16 0.93 0.64 -0.82 0.78 -2.66 0.10
Volume Gainers 150% Short 50 52 0.17 -0.08 1.20 1.15 -0.90 1.28 -2.66 0.85
$ANH 5.42 0.02 0.37%
Anworth Mortgage Asset Corporation

  • 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
Any Random Day Long 1007 47 0.05 0.00 1.09 0.90 -0.71 1.27 -12.08 1.36
Long Green Candle Long 169 44 0.07 0.00 1.07 0.93 -0.62 1.50 -3.00 0.88
RSI (2) crossed above 90 Long 62 46 0.14 0.00 1.27 0.93 -0.55 1.69 -2.19 1.10
RSI (2) above 90 Long 158 48 0.13 0.00 1.21 0.95 -0.62 1.53 -4.18 1.38
RSI (2) crossed above 95 Short 37 62 0.09 0.00 1.22 0.61 -0.76 0.80 -2.14 0.58
RSI (2) above 95 Long 96 45 0.04 0.00 0.92 0.87 -0.66 1.32 -4.18 0.35
Aroon Oscillator moved above 70 Long 31 54 0.25 0.23 1.64 0.99 -0.64 1.55 -2.03 1.35
Gainers with 1Xstd(20) up move Long 153 41 0.03 0.00 1.02 0.91 -0.61 1.49 -4.18 0.37
Fast S(14) Overbought and above 80 Long 284 45 0.02 0.00 0.91 0.81 -0.64 1.27 -4.18 0.32
Slow S(14) Overbought and above 80 Long 277 47 0.03 0.00 0.96 0.77 -0.64 1.20 -2.86 0.52
Fast S(14) %K Crossed Above %D Long 195 45 0.12 0.00 1.28 1.06 -0.66 1.61 -3.01 1.48
Slow S(14) %K Crossed Above %D Long 110 48 0.12 0.00 1.23 0.93 -0.64 1.45 -2.38 1.16
1st Quarter Long 242 46 0.14 0.00 1.28 1.08 -0.68 1.59 -3.01 1.93
Thursday Long 201 44 0.01 0.00 0.97 0.85 -0.67 1.27 -4.18 0.14
February Long 77 54 0.34 0.25 2.15 1.05 -0.50 2.10 -2.85 2.74
Month High Long 175 49 0.05 0.00 1.03 0.75 -0.62 1.21 -4.18 0.69
New Month High Short 70 60 0.19 -0.23 1.59 0.78 -0.69 1.13 -2.38 1.56
Month Closing High Long 150 46 0.03 0.00 0.96 0.83 -0.67 1.24 -4.18 0.35
New Month Closing High Short 75 57 0.01 0.00 0.91 0.68 -0.90 0.76 -2.43 0.08
Quarter High Long 137 46 0.04 0.00 0.96 0.74 -0.58 1.28 -4.18 0.50
New Quarter High Short 53 64 0.27 -0.23 2.00 0.79 -0.64 1.23 -2.38 1.92
Quarter Closing High Short 115 56 0.05 0.00 1.11 0.64 -0.71 0.90 -2.43 0.57
Half Year High Long 116 46 0.00 0.00 0.87 0.69 -0.60 1.15 -4.18 0.00
New Half Year High Short 44 63 0.29 -0.23 1.93 0.82 -0.65 1.26 -2.38 1.78
Half Year Closing High Short 94 55 0.05 0.00 1.07 0.62 -0.65 0.95 -2.41 0.54
5% Top Range from Half Year High Short 147 55 0.03 0.00 1.03 0.60 -0.70 0.86 -3.16 0.41
Year High Short 75 53 0.03 0.00 0.97 0.65 -0.67 0.97 -2.85 0.27
New Year High Short 25 64 0.32 -0.24 1.79 0.89 -0.70 1.27 -2.38 1.32
Year Closing High Short 65 56 0.13 0.00 1.29 0.65 -0.57 1.14 -1.40 1.17
10% Top Range from Year High Short 274 58 0.06 0.00 1.16 0.60 -0.70 0.86 -3.16 1.14
5% Top Range from Year High Short 152 57 0.11 0.00 1.29 0.64 -0.63 1.02 -3.16 1.58
Above SMA 20 Long 551 47 0.06 0.00 1.10 0.83 -0.63 1.32 -4.18 1.38
Intraday High above UBB Long 127 47 0.09 0.00 1.13 0.91 -0.64 1.42 -4.18 0.92
Intraday High crossed above UBB Short 51 54 0.02 0.00 0.84 0.69 -0.80 0.86 -2.41 0.13
Above SMA 50 Long 601 45 0.02 0.00 1.01 0.80 -0.62 1.29 -4.18 0.50
Above SMA 200 Long 731 45 0.03 0.00 1.08 0.75 -0.57 1.32 -4.18 0.92
Close above R1 Long 227 44 0.04 0.00 1.06 0.86 -0.61 1.41 -4.18 0.61
Close above R2 Long 81 38 0.03 0.00 1.00 0.93 -0.53 1.75 -3.00 0.29
Volume Gainers 150% Short 50 58 0.07 -0.10 1.01 0.84 -0.99 0.85 -2.57 0.39
$ANH 5.42 0.02 0.37%
Anworth Mortgage Asset Corporation
Month to Date : 0.27 5.26%
  • 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 19 8 11 42 2.40 0.00 8.74 -2.20 3.97 20.17 -6.94 3
Feb 18 9 9 50 1.78 0.37 6.23 -2.67 2.33 16.44 -8.51 6
Mar 19 11 8 58 -0.60 0.86 3.12 -5.70 0.55 10.02 -35.33 10
Apr 19 14 5 74 5.04 3.40 8.35 -4.23 1.97 28.98 -13.87 1
May 19 13 6 68 2.00 2.30 4.28 -2.93 1.46 12.56 -10.69 4
Jun 19 11 8 58 1.85 2.55 4.88 -2.32 2.10 13.00 -7.89 5
Jul 19 7 12 37 -2.46 -3.36 7.05 -8.00 0.88 24.05 -22.79 12
Aug 19 9 10 47 -0.56 0.00 5.36 -5.89 0.91 17.81 -31.81 9
Sep 19 9 10 47 -1.11 0.00 5.21 -6.80 0.77 11.48 -22.03 11
Oct 19 10 9 53 1.77 0.58 8.53 -5.74 1.49 27.85 -14.20 7
Nov 19 9 10 47 -0.21 -0.58 3.77 -3.80 0.99 8.19 -9.47 8
Dec 19 14 5 74 2.45 1.96 4.84 -4.27 1.13 19.53 -7.99 2

$ANH Historical Returns in Feb

Exit Date Exit Entry Date Entry Change % P/L %
Feb 1999 0.64 Jan 1999 0.55 16.44
Feb 2000 0.65 Jan 2000 0.63 3.17
Feb 2001 0.79 Jan 2001 0.78 2.57
Feb 2002 1.81 Jan 2002 1.77 2.26
Feb 2003 2.85 Jan 2003 2.89 -1.73
Feb 2004 3.51 Jan 2004 3.53 -0.57
Feb 2005 2.74 Jan 2005 2.82 -2.84
Feb 2006 2.25 Jan 2006 2.47 -8.51
Feb 2007 2.69 Jan 2007 2.78 -3.24
Feb 2008 2.97 Jan 2008 2.80 6.07
Feb 2009 2.22 Jan 2009 2.29 -2.62
Feb 2010 2.95 Jan 2010 3.01 -1.99
Feb 2011 3.57 Jan 2011 3.44 4.08
Feb 2012 3.72 Jan 2012 3.72 0.00 ?
Feb 2013 3.88 Jan 2013 3.98 -2.51
Feb 2014 3.63 Jan 2014 3.29 10.34
Feb 2015 4.09 Jan 2015 4.06 0.74
Feb 2016 4.15 Jan 2016 3.77 10.36

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