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as on :Aug-18

$ANH 6.08 0.06 1.00%

Anworth Mortgage Asset Corporation

$ANH Open, High, Low, Close, Volume 1
Open 5.98 Last 6.08
High 6.10 Low 5.98
Previous Close 6.02 Current Streak 1U
Change 0.06 Change % 1.00
Volume 495020 Avg Volume(3M) 617681
$ANH 52 Week High/Low , Month High/Low 1
52 Week High 6.35 52 Week Low 4.43
52 Week High % -4.25 52 Week Low % 37.25
20 Day High 6.10 20 Day Low 5.86
20 Day High % -0.33 20 Day Low % 3.75
$ANH Moving Averages 1
SMA 20 6.03 0.83
SMA 50 6.09 -0.16
SMA 200 5.51 10.34
$ANH Bollinger Band Values 2
Upper Bollinger Band 6.11
Lower Bollinger Band 5.95
$ANH Daily Pivot Point Values 2
Resistance Level R3 6.29
Resistance Level R2 6.17
Resistance Level R1 6.12
Pivot Point PP 6.05
Support Level S1 6.00
Support Level S2 5.93
Support Level S3 5.81
$ANH Fibonacci Retracements & Extensions 2
2.618 Fibonacci Extensions Level 6.41
1.618 Fibonacci Extensions Level 6.29
1.382 Fibonacci Extensions Level 6.27
0.382 Fibonacci Retracement Level 5.93
0.618 Fibonacci Retracement Level 5.91
1.000 Fibonacci Retracement Level 5.86
$ANH DeMark Pivot Points 2
DeMark Resistance Level 6.15
DeMark Pivot Point 6.06
DeMark Support Level 6.03
$ANH Fibonacci Retracement Levels from 52 Week Low 2
61.8% Fibonacci Retracement from 52 Week Low 5.62
50% Fibonacci Retracement from 52 Week Low 5.39
38.2% Fibonacci Retracement from 52 Week Low 5.16
$ANH Stock Performance(%) 1
One Week Change % 1.16
One Month Change % 0.16
3 Months Change % 4.29
6 Months Change % 16.81
One Year Change % 35.20
Year-to-Date Change % 20.88
$ANH Alpha, Beta , Correlation & Volatility 2
Alpha 33.74
Beta -0.07
Standard Deviation (1 Year) 15.16
1 Year Correlation with S&P 500 Index -0.04
1 Month Standard Deviation 3.08
1 Month Correlation with S&P 500 Index -0.16
$ANH Relative Performance 1
One Day Relative Performance % 0.89
One Week Relative Performance % 1.53
One Month Relative Performance % 1.81
3 Months Relative Performance % 2.63
6 Months Relative Performance % 13.50
One Year Relative Performance % 21.30
1 Calculated on 20 Minutes Delayed Data , calculated though out the regular trading hours 2 Calculated on Previous Day's OHLC Data .
$ANH 6.08 0.06 1.00%
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 1008 47 0.08 0.00 1.22 0.88 -0.64 1.38 -4.29 2.42
Bullish Engulfing Long 24 45 0.26 0.00 1.68 1.04 -0.41 2.54 -2.14 1.33
Long Green Candle Long 176 46 0.09 0.00 1.16 0.90 -0.62 1.45 -2.67 1.20
Close in the Top Range Long 242 45 0.05 0.00 1.02 0.89 -0.67 1.33 -4.29 0.69
Trend Buy Day Long 92 48 0.04 0.00 0.98 0.82 -0.69 1.19 -2.67 0.39
Filled Full Gap Down Long 60 55 0.15 0.21 1.28 1.04 -0.93 1.12 -3.33 0.90
CMF goes above zero and RSI moves above 50 Long 42 45 0.15 0.00 1.26 0.98 -0.55 1.78 -2.18 1.00
Aroon Oscillator moved above 70 Long 37 45 0.20 0.00 1.64 0.91 -0.41 2.22 -2.67 1.39
Williams %R moved above -20 Long 79 41 0.01 -0.19 0.94 0.88 -0.61 1.44 -2.67 0.09
Williams %R moved above -10 Long 85 50 0.00 0.16 0.85 0.75 -0.77 0.97 -2.75 0.00
EMA(7) Crossed Above EMA(26) Long 25 56 0.24 0.19 1.15 0.93 -0.65 1.43 -2.12 1.04
Gainers with 1Xstd(20) up move Long 163 44 0.02 0.00 1.02 0.84 -0.62 1.35 -4.14 0.27
Gainers with 1Xstd(50) up move Long 144 44 0.05 0.00 1.05 0.94 -0.67 1.40 -4.14 0.56
Fast S(14) %K Crossed Above %D Long 197 47 0.10 0.00 1.22 0.92 -0.64 1.44 -4.29 1.31
Slow S(14) %K Crossed Above %D Long 114 44 0.05 0.00 1.02 0.93 -0.66 1.41 -2.67 0.50
3rd Quarter Long 255 45 0.06 0.00 1.11 0.83 -0.60 1.38 -4.14 0.97
Friday Long 200 49 0.11 0.00 1.34 0.87 -0.61 1.43 -3.33 1.49
August Long 88 44 0.06 0.00 1.03 0.84 -0.56 1.50 -2.71 0.58
Month High Long 200 53 0.14 0.19 1.44 0.75 -0.55 1.36 -4.14 2.24
Month Closing High Long 170 47 0.02 0.00 0.95 0.79 -0.68 1.16 -4.14 0.26
New Month Closing High Short 79 46 0.01 0.19 0.92 0.87 -0.74 1.18 -2.15 0.08
Open +1% Long 142 44 0.03 0.00 0.97 1.01 -0.74 1.36 -4.29 0.30
Above SMA 20 Long 599 46 0.07 0.00 1.15 0.85 -0.62 1.37 -4.14 1.67
Crossed above SMA 20 Long 63 41 0.02 -0.22 0.94 1.03 -0.68 1.51 -1.81 0.16
Below SMA 50 Long 348 49 0.14 0.00 1.36 1.02 -0.70 1.46 -4.29 2.22
Above SMA 200 Long 809 46 0.07 0.00 1.23 0.78 -0.55 1.42 -4.14 2.28
Close above R1 Long 240 45 0.05 0.00 1.09 0.84 -0.60 1.40 -4.14 0.81
$ANH 6.08 0.06 1.00%
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 1008 47 0.08 0.00 1.20 0.86 -0.62 1.39 -4.08 2.52
Bullish Engulfing Long 24 50 0.19 0.12 1.13 1.08 -0.71 1.52 -2.16 0.80
Long Green Candle Long 176 43 0.08 0.00 1.09 0.92 -0.58 1.59 -2.80 1.07
Close in the Top Range Long 242 43 0.08 0.00 1.12 0.96 -0.58 1.66 -4.08 1.13
Trend Buy Day Long 92 43 0.10 0.00 1.12 0.96 -0.56 1.71 -2.30 0.98
Filled Full Gap Down Long 60 60 0.22 0.26 1.46 0.96 -0.91 1.05 -3.21 1.45
CMF goes above zero and RSI moves above 50 Long 42 47 0.16 0.00 1.28 0.98 -0.58 1.69 -2.30 1.08
Aroon Oscillator moved above 70 Long 37 51 0.26 0.17 1.81 0.95 -0.47 2.02 -2.08 1.71
Williams %R moved above -20 Long 79 43 0.10 0.00 1.20 0.91 -0.50 1.82 -2.08 0.94
Williams %R moved above -10 Long 85 44 0.03 0.00 0.88 0.82 -0.61 1.34 -2.66 0.28
EMA(7) Crossed Above EMA(26) Long 25 56 0.29 0.24 1.44 0.90 -0.48 1.88 -1.80 1.37
Gainers with 1Xstd(20) up move Long 163 40 0.04 0.00 1.06 0.88 -0.53 1.66 -4.08 0.55
Gainers with 1Xstd(50) up move Long 144 40 0.05 0.00 1.09 0.95 -0.57 1.67 -4.08 0.60
Fast S(14) %K Crossed Above %D Long 197 43 0.13 0.00 1.30 1.03 -0.56 1.84 -2.81 1.75
Slow S(14) %K Crossed Above %D Long 114 46 0.09 0.00 1.11 0.92 -0.63 1.46 -2.08 0.91
3rd Quarter Long 255 47 0.05 0.00 1.07 0.75 -0.59 1.27 -4.08 0.84
Friday Long 200 46 0.10 0.00 1.23 0.86 -0.55 1.56 -3.21 1.43
August Long 88 48 0.10 0.00 1.20 0.77 -0.54 1.43 -2.65 1.04
Month High Long 200 50 0.12 0.10 1.30 0.78 -0.54 1.44 -4.08 1.90
Month Closing High Long 170 44 0.01 0.00 0.91 0.83 -0.64 1.30 -4.08 0.13
New Month Closing High Long 79 46 0.02 0.00 0.92 0.84 -0.70 1.20 -4.08 0.17
Open +1% Long 142 39 0.04 0.00 0.97 1.08 -0.64 1.69 -2.81 0.42
Above SMA 20 Long 599 47 0.07 0.00 1.13 0.82 -0.60 1.37 -4.08 1.75
Crossed above SMA 20 Long 63 46 0.09 0.00 1.14 0.97 -0.66 1.47 -1.53 0.71
Below SMA 50 Long 348 52 0.18 0.23 1.50 0.96 -0.67 1.43 -3.21 3.02
Above SMA 200 Long 809 45 0.04 0.00 1.11 0.74 -0.55 1.35 -4.08 1.32
Close above R1 Long 240 43 0.07 0.00 1.14 0.87 -0.55 1.58 -4.08 1.15
$ANH 6.08 0.06 1.00%
Anworth Mortgage Asset Corporation
Month to Date : 0.06 1.00%
  • 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 2.39 0.00 8.76 -2.24 3.91 20.74 -7.13 3
Feb 19 10 9 53 2.00 0.76 6.23 -2.70 2.31 16.90 -8.75 4
Mar 20 12 8 60 -0.36 1.00 3.20 -5.70 0.56 9.92 -35.28 9
Apr 19 14 5 74 4.96 3.50 8.26 -4.29 1.93 28.69 -13.96 1
May 19 13 6 68 1.96 2.26 4.24 -2.97 1.43 11.84 -10.74 5
Jun 19 11 8 58 1.87 2.62 4.94 -2.34 2.11 12.97 -8.11 6
Jul 19 7 12 37 -2.37 -3.06 7.03 -7.85 0.90 23.77 -22.40 12
Aug 19 9 10 47 -0.53 0.00 5.41 -5.87 0.92 17.90 -31.85 10
Sep 19 9 10 47 -1.12 0.00 5.21 -6.81 0.77 11.80 -22.64 11
Oct 19 10 9 53 1.74 0.60 8.53 -5.81 1.47 27.38 -14.60 7
Nov 19 9 10 47 -0.23 -0.59 3.75 -3.82 0.98 7.92 -9.43 8
Dec 19 14 5 74 2.43 2.02 4.82 -4.25 1.13 19.45 -7.78 2

$ANH Historical Returns in Aug

Exit Date Exit Entry Date Entry Change % P/L %
Aug 1998 0.71 Jul 1998 0.76 -6.59
Aug 1999 0.64 Jul 1999 0.63 3.19
Aug 2000 0.68 Jul 2000 0.68 0.00 ?
Aug 2001 1.28 Jul 2001 1.30 -1.54
Aug 2002 2.83 Jul 2002 2.40 17.90
Aug 2003 3.69 Jul 2003 3.62 2.21
Aug 2004 2.93 Jul 2004 2.77 5.77
Aug 2005 2.56 Jul 2005 2.71 -5.53
Aug 2006 2.30 Jul 2006 2.32 -0.86
Aug 2007 1.60 Jul 2007 2.35 -31.85
Aug 2008 2.15 Jul 2008 1.95 9.73
Aug 2009 2.94 Jul 2009 2.96 -0.67
Aug 2010 3.11 Jul 2010 3.18 -2.20
Aug 2011 3.74 Jul 2011 3.61 3.88
Aug 2012 4.05 Jul 2012 3.92 3.32
Aug 2013 2.89 Jul 2013 3.17 -8.84
Aug 2014 3.74 Jul 2014 3.66 2.18
Aug 2015 4.06 Jul 2015 4.04 0.50
Aug 2016 4.49 Jul 2016 4.52 -0.66

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