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as on :Apr-23

$ANH 4.70 0.01 0.21%

Anworth Mortgage Asset Corporation

$ANH Open, High, Low, Close, Volume 1
Open 4.71 Last 4.70
High 4.72 Low 4.69
Previous Close 4.69 Current Streak 2U
Change 0.01 Change % 0.21
Volume 390677 Avg Volume(3M) 808019
$ANH 52 Week High/Low , Month High/Low 1
52 Week High 6.35 52 Week Low 4.55
52 Week High % -25.98 52 Week Low % 3.30
20 Day High 4.96 20 Day Low 4.66
20 Day High % -5.24 20 Day Low % 0.86
$ANH Moving Averages 1
SMA 20 4.78 -1.67
SMA 50 4.78 -1.67
SMA 200 5.50 -14.55
$ANH Bollinger Band Values 2
Upper Bollinger Band 4.90
Lower Bollinger Band 4.66
$ANH Daily Pivot Point Values 2
Resistance Level R3 4.76
Resistance Level R2 4.73
Resistance Level R1 4.71
Pivot Point PP 4.70
Support Level S1 4.68
Support Level S2 4.67
Support Level S3 4.64
$ANH Fibonacci Retracements & Extensions 2
2.618 Fibonacci Extensions Level 4.80
1.618 Fibonacci Extensions Level 4.77
1.382 Fibonacci Extensions Level 4.76
0.382 Fibonacci Retracement Level 4.68
0.618 Fibonacci Retracement Level 4.67
1.000 Fibonacci Retracement Level 4.66
$ANH DeMark Pivot Points 2
DeMark Resistance Level 4.71
DeMark Pivot Point 4.70
DeMark Support Level 4.68
$ANH Fibonacci Retracement Levels from 52 Week Low 2
61.8% Fibonacci Retracement from 52 Week Low 5.66
50% Fibonacci Retracement from 52 Week Low 5.45
38.2% Fibonacci Retracement from 52 Week Low 5.24
$ANH Stock Performance(%) 1
One Week Change % -0.84
One Month Change % -3.69
3 Months Change % -10.31
6 Months Change % -22.44
One Year Change % -18.40
Year-to-Date Change % -13.60
$ANH Alpha, Beta , Correlation & Volatility 2
Alpha -19.35
Beta -0.09
Standard Deviation (1 Year) 16.27
1 Year Correlation with S&P 500 Index -0.05
1 Month Standard Deviation 3.49
1 Month Correlation with S&P 500 Index 0.00
$ANH Relative Performance 1
One Day Relative Performance % 0.23
One Week Relative Performance % -0.56
One Month Relative Performance % -6.77
3 Months Relative Performance % -4.69
6 Months Relative Performance % -25.57
One Year Relative Performance % -28.19
1 Calculated on 20 Minutes Delayed Data , calculated though out the regular trading hours 2 Calculated on Previous Day's OHLC Data .
$ANH 4.70 0.01 0.21%
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 1004 45 0.02 0.00 1.03 0.82 -0.64 1.28 -4.29 0.64
Filled Full Gap Up Long 63 46 0.06 0.00 0.93 0.83 -0.61 1.36 -4.16 0.47
Slow S(14) %K Crossed Above %D Short 115 58 0.09 -0.16 1.26 0.69 -0.76 0.91 -3.66 1.02
Fast S(14) Oversold and below 20 Long 119 47 0.01 0.00 0.89 0.95 -0.86 1.10 -4.29 0.09
Slow S(14) Oversold and below 20 Short 100 50 0.00 0.10 0.98 0.91 -0.91 1.00 -4.05 0.00
2nd Quarter Long 252 44 0.03 0.00 1.08 0.71 -0.51 1.39 -2.58 0.59
Monday Short 185 55 0.01 0.00 1.00 0.71 -0.85 0.84 -3.57 0.13
April Long 81 41 0.05 0.00 1.16 0.66 -0.39 1.69 -1.61 0.66
10% Bottom Range from year Low Short 34 52 0.01 0.00 0.81 1.04 -1.16 0.90 -3.66 0.04
Below SMA 20 Long 446 47 0.07 0.00 1.14 0.86 -0.65 1.32 -4.29 1.42
Intraday Low bounced above LBB Long 34 44 0.11 -0.19 1.19 1.03 -0.61 1.69 -1.95 0.61
Below SMA 50 Long 414 47 0.05 0.00 1.06 0.91 -0.73 1.25 -4.29 0.89
Below SMA 200 Short 201 54 0.07 0.00 1.16 0.99 -1.05 0.94 -5.97 0.71
SMA 20 crossed below SMA 50 Long 13 69 0.17 0.20 0.76 0.65 -0.90 0.72 -1.82 0.60
$ANH 4.70 0.01 0.21%
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 1002 45 0.00 0.00 0.98 0.77 -0.64 1.20 -4.16 0.00
Filled Full Gap Up Long 63 52 0.03 0.24 0.85 0.72 -0.73 0.99 -4.16 0.23
Slow S(14) %K Crossed Above %D Short 115 56 0.09 0.00 1.28 0.68 -0.69 0.99 -3.86 1.05
Fast S(14) Oversold and below 20 Long 119 52 0.05 0.20 0.96 0.91 -0.89 1.02 -3.38 0.44
Slow S(14) Oversold and below 20 Long 100 52 0.03 0.20 0.94 0.90 -0.91 0.99 -3.21 0.24
2nd Quarter Long 252 43 0.02 0.00 1.03 0.69 -0.50 1.38 -2.21 0.41
Monday Long 185 45 0.02 0.00 0.93 0.89 -0.73 1.22 -4.16 0.24
April Short 81 60 0.04 0.00 0.98 0.48 -0.64 0.75 -1.81 0.52
10% Bottom Range from year Low Long 34 50 0.15 0.10 1.05 1.34 -1.04 1.29 -3.21 0.53
Below SMA 20 Long 445 47 0.05 0.00 1.08 0.82 -0.66 1.24 -3.38 1.03
Intraday Low bounced above LBB Long 34 50 0.16 0.11 1.38 0.87 -0.56 1.55 -2.80 0.89
Below SMA 50 Long 412 50 0.04 0.17 1.03 0.84 -0.76 1.11 -4.16 0.73
Below SMA 200 Short 199 48 0.02 0.18 1.06 1.05 -0.95 1.11 -4.38 0.21
SMA 20 crossed below SMA 50 Long 13 53 0.10 0.17 0.65 0.74 -0.64 1.16 -2.14 0.37
$ANH 4.70 0.01 0.21%
Anworth Mortgage Asset Corporation
Month to Date : -0.11 -2.29%
  • 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 Apr

Exit Date Exit Entry Date Entry Change % P/L %
Apr 1998 0.96 Mar 1998 1.02 -5.87
Apr 1999 0.61 Mar 1999 0.58 5.18
Apr 2000 0.65 Mar 2000 0.65 0.00 ?
Apr 2001 0.93 Mar 2001 0.78 19.32
Apr 2002 2.34 Mar 2002 1.81 28.69
Apr 2003 3.19 Mar 2003 2.89 10.37
Apr 2004 2.96 Mar 2004 3.44 -13.96
Apr 2005 2.64 Mar 2005 2.63 0.38
Apr 2006 2.36 Mar 2006 2.30 3.05
Apr 2007 2.84 Mar 2007 2.88 -1.39
Apr 2008 2.10 Mar 2008 1.87 12.32
Apr 2009 2.42 Mar 2009 2.20 10.00
Apr 2010 2.96 Mar 2010 2.86 3.50
Apr 2011 3.62 Mar 2011 3.45 4.93
Apr 2012 3.87 Mar 2012 3.66 5.74
Apr 2013 4.00 Mar 2013 3.92 2.04
Apr 2014 3.79 Mar 2014 3.48 8.91
Apr 2015 3.98 Mar 2015 3.99 -0.25
Apr 2016 4.19 Mar 2016 4.14 1.21

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