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as on: Jun-28 09:49

$ANH 6.06 -0.15 -2.42%

Anworth Mortgage Asset Corporation

$ANH Open, High, Low, Close, Volume 1
Open 6.06 Last 6.06
High 6.06 Low 6.06
Previous Close 6.21 Current Streak 2D
Change -0.15 Change % -2.42
Volume 25239 Avg Volume(3M) 660761
$ANH 52 Week High/Low , Month High/Low 1
52 Week High 6.35 52 Week Low 4.22
52 Week High % -4.57 52 Week Low % 43.60
20 Day High 6.35 20 Day Low 5.93
20 Day High % -4.57 20 Day Low % 2.19
$ANH Moving Averages 1
SMA 20 6.17 -1.78
SMA 50 5.98 1.34
SMA 200 5.25 15.43
$ANH Bollinger Band Values 2
Upper Bollinger Band 6.37
Lower Bollinger Band 5.97
$ANH Daily Pivot Point Values 2
Resistance Level R3 6.06
Resistance Level R2 6.06
Resistance Level R1 6.06
Pivot Point PP 6.06
Support Level S1 6.06
Support Level S2 6.06
Support Level S3 6.06
$ANH Fibonacci Retracements & Extensions 2
2.618 Fibonacci Extensions Level 6.06
1.618 Fibonacci Extensions Level 6.06
1.382 Fibonacci Extensions Level 6.06
0.382 Fibonacci Retracement Level 6.06
0.618 Fibonacci Retracement Level 6.06
1.000 Fibonacci Retracement Level 6.06
$ANH DeMark Pivot Points 2
DeMark Resistance Level 6.06
DeMark Pivot Point 6.06
DeMark Support Level 6.06
$ANH Fibonacci Retracement Levels from 52 Week Low 2
61.8% Fibonacci Retracement from 52 Week Low 5.54
50% Fibonacci Retracement from 52 Week Low 5.29
38.2% Fibonacci Retracement from 52 Week Low 5.03
$ANH Stock Performance(%) 1
One Week Change % -2.57
One Month Change % 0.17
3 Months Change % 10.38
6 Months Change % 20.02
One Year Change % 40.49
Year-to-Date Change % 20.48
$ANH Alpha, Beta , Correlation & Volatility 2
Alpha 27.59
Beta 0.79
Standard Deviation (1 Year) 15.07
1 Year Correlation with S&P 500 Index 0.43
1 Month Standard Deviation 3.31
1 Month Correlation with S&P 500 Index 0.41
$ANH Relative Performance 1
One Day Relative Performance % -2.87
One Week Relative Performance % -2.36
One Month Relative Performance % -0.61
3 Months Relative Performance % 7.54
6 Months Relative Performance % 11.10
One Year Relative Performance % 21.32
1 Calculated on 20 Minutes Delayed Data , calculated though out the regular trading hours 2 Calculated on Previous Day's OHLC Data .
$ANH 6.06 -0.15 -2.42%
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
Volume Losers 150% Long 58 55 0.40 0.39 1.91 1.41 -0.84 1.68 -3.33 2.07
Today -1% Short 123 52 0.00 0.00 0.82 1.14 -1.24 0.92 -5.14 0.00
Open -1% Long 122 50 0.12 0.20 1.24 1.26 -1.07 1.18 -11.72 0.75
Losers with 1Xstd(20) down move Long 130 45 0.06 0.00 1.09 1.24 -0.92 1.35 -11.72 0.41
Losers with 1Xstd(50) down move Long 118 44 0.02 0.00 1.02 1.23 -0.97 1.27 -11.72 0.13
Above SMA 200 Long 772 46 0.08 0.00 1.27 0.78 -0.54 1.44 -4.14 2.54
Above SMA 20 Long 592 47 0.08 0.00 1.20 0.85 -0.61 1.39 -4.14 1.91
Worst One Day % Loss in a Month Long 56 44 0.25 0.00 1.47 1.46 -0.73 2.00 -2.71 1.34
10% Top Range from Year High Long 357 45 0.03 0.00 1.11 0.76 -0.57 1.33 -4.14 0.64
Losers with 2Xstd(20) down move Long 23 56 0.58 0.40 2.19 1.62 -0.77 2.10 -2.13 1.69
Above SMA 50 Long 645 46 0.05 0.00 1.15 0.81 -0.60 1.35 -4.14 1.30
ADX in uptrend and above 30 Long 169 48 0.13 0.00 1.33 0.86 -0.56 1.54 -2.68 1.81
Any Random Day Long 1007 46 0.06 0.00 1.17 0.91 -0.68 1.34 -11.72 1.65
RSI (14) crossed below 70 Long 17 47 0.16 0.00 1.45 0.97 -0.55 1.76 -1.51 0.66
Fast S(14) %K Crossed Below %D Long 194 49 0.14 0.00 1.40 0.95 -0.66 1.44 -3.33 1.82
June Long 85 45 0.08 0.00 1.14 0.84 -0.56 1.50 -1.74 0.80
Long Red Candle Long 166 49 0.13 0.00 1.27 1.15 -0.86 1.34 -11.72 1.06
Bearish MACD Crossover Short 39 58 0.11 0.00 1.02 1.01 -1.19 0.85 -5.14 0.43
2nd Quarter Long 251 49 0.09 0.00 1.33 0.71 -0.50 1.42 -2.13 1.77
Close below S1 Long 183 46 0.00 0.00 0.98 1.06 -0.91 1.16 -11.72 0.00
Close below S2 Long 73 43 0.04 0.00 0.99 1.35 -0.98 1.38 -5.02 0.22
Slow S(14) %K Crossed Below %D Short 111 52 0.03 0.00 0.91 0.81 -0.81 1.00 -2.95 0.22
Slow S(14) Overbought and above 80 Long 307 47 0.03 0.00 1.02 0.76 -0.63 1.21 -3.13 0.55
Tuesday Long 208 45 0.06 0.00 1.16 0.93 -0.65 1.43 -2.92 0.83
$ANH 6.06 -0.15 -2.42%
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
Volume Losers 150% Long 58 56 0.33 0.33 1.66 1.26 -0.89 1.42 -3.21 1.70
Today -1% Long 123 51 0.04 0.22 1.02 1.16 -1.14 1.02 -12.13 0.25
Open -1% Long 122 54 0.11 0.26 1.22 1.15 -1.11 1.04 -12.13 0.68
Losers with 1Xstd(20) down move Long 130 46 0.07 0.00 1.10 1.18 -0.91 1.30 -12.13 0.48
Losers with 1Xstd(50) down move Long 118 49 0.03 0.00 1.02 1.12 -1.03 1.09 -12.13 0.19
Above SMA 200 Long 772 45 0.04 0.00 1.11 0.75 -0.56 1.34 -4.08 1.28
Above SMA 20 Long 592 47 0.07 0.00 1.14 0.83 -0.61 1.36 -4.08 1.73
Worst One Day % Loss in a Month Long 56 51 0.30 0.23 1.61 1.33 -0.81 1.64 -2.65 1.58
10% Top Range from Year High Short 357 57 0.03 0.00 1.05 0.60 -0.73 0.82 -3.03 0.65
Losers with 2Xstd(20) down move Long 23 65 0.49 0.50 1.68 1.46 -1.33 1.10 -2.65 1.29
Above SMA 50 Long 645 45 0.04 0.00 1.06 0.79 -0.60 1.32 -4.08 1.07
ADX in uptrend and above 30 Long 169 46 0.11 0.00 1.20 0.90 -0.58 1.55 -2.52 1.45
Any Random Day Long 1007 47 0.06 0.00 1.13 0.88 -0.68 1.29 -12.13 1.69
RSI (14) crossed below 70 Long 17 41 0.07 0.00 1.10 0.93 -0.53 1.75 -1.42 0.30
Fast S(14) %K Crossed Below %D Long 194 51 0.09 0.21 1.23 0.88 -0.73 1.21 -3.21 1.17
June Long 85 43 0.09 0.00 1.14 0.86 -0.51 1.69 -1.74 0.93
Long Red Candle Long 166 53 0.08 0.25 1.13 1.03 -1.00 1.03 -12.13 0.64
Bearish MACD Crossover Short 39 53 0.12 0.00 1.05 1.15 -1.09 1.06 -5.27 0.47
2nd Quarter Long 251 46 0.07 0.00 1.22 0.72 -0.49 1.47 -2.21 1.39
Close below S1 Long 183 51 0.01 0.22 0.99 0.95 -0.98 0.97 -12.13 0.09
Close below S2 Long 73 46 0.06 0.00 1.02 1.23 -0.96 1.28 -5.02 0.33
Slow S(14) %K Crossed Below %D Short 111 49 0.06 0.24 0.99 0.89 -0.77 1.16 -3.26 0.42
Slow S(14) Overbought and above 80 Long 307 47 0.03 0.00 0.95 0.76 -0.63 1.21 -2.66 0.56
Tuesday Long 208 47 0.11 0.00 1.24 0.95 -0.66 1.44 -2.76 1.48
$ANH 6.06 -0.15 -2.42%
Anworth Mortgage Asset Corporation
Month to Date : 0.16 2.64%
  • 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
Apr 19 14 5 74 4.96 3.50 8.26 -4.29 1.93 28.69 -13.96 1
Aug 19 9 10 47 -0.53 0.00 5.41 -5.87 0.92 17.90 -31.85 10
Dec 19 14 5 74 2.43 2.02 4.82 -4.25 1.13 19.45 -7.78 2
Feb 19 10 9 53 2.00 0.76 6.23 -2.70 2.31 16.90 -8.75 4
Jan 19 8 11 42 2.39 0.00 8.76 -2.24 3.91 20.74 -7.13 3
Jul 19 7 12 37 -2.37 -3.06 7.03 -7.85 0.90 23.77 -22.40 12
Jun 19 11 8 58 1.87 2.62 4.94 -2.34 2.11 12.97 -8.11 6
Mar 20 12 8 60 -0.36 1.00 3.20 -5.70 0.56 9.92 -35.28 9
May 19 13 6 68 1.96 2.26 4.24 -2.97 1.43 11.84 -10.74 5
Nov 19 9 10 47 -0.23 -0.59 3.75 -3.82 0.98 7.92 -9.43 8
Oct 19 10 9 53 1.74 0.60 8.53 -5.81 1.47 27.38 -14.60 7
Sep 19 9 10 47 -1.12 0.00 5.21 -6.81 0.77 11.80 -22.64 11

$ANH Historical Returns in Jun

Exit Date Exit Entry Date Entry Change % P/L %
Jun 1998 0.98 May 1998 0.99 -1.01
Jun 1999 0.65 May 1999 0.64 3.15
Jun 2000 0.64 May 2000 0.65 -1.53
Jun 2001 1.05 May 2001 1.04 0.96
Jun 2002 2.87 May 2002 2.54 12.97
Jun 2003 3.52 May 2003 3.44 2.62
Jun 2004 3.02 May 2004 3.03 -0.33
Jun 2005 2.78 May 2005 2.70 2.96
Jun 2006 2.43 May 2006 2.31 5.19
Jun 2007 2.68 May 2007 2.76 -2.89
Jun 2008 2.04 May 2008 2.22 -8.11
Jun 2009 2.72 May 2009 2.51 8.37
Jun 2010 3.14 May 2010 2.99 5.02
Jun 2011 3.78 May 2011 3.65 3.56
Jun 2012 4.05 May 2012 3.87 4.66
Jun 2013 3.55 May 2013 3.57 -0.56
Jun 2014 3.72 May 2014 3.79 -1.85
Jun 2015 3.98 May 2015 4.08 -2.45
Jun 2016 4.31 May 2016 4.11 4.86

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