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as on :Oct-18

$ANH 6.07 0.01 0.17%

Anworth Mortgage Asset Corporation

$ANH Open, High, Low, Close, Volume 1
Open 6.05 Last 6.07
High 6.08 Low 6.05
Previous Close 6.06 Current Streak 1U
Change 0.01 Change % 0.17
Volume 261855 Avg Volume(3M) 540097
$ANH 52 Week High/Low , Month High/Low 1
52 Week High 6.35 52 Week Low 4.49
52 Week High % -4.41 52 Week Low % 35.19
20 Day High 6.20 20 Day Low 5.98
20 Day High % -2.10 20 Day Low % 1.51
$ANH Moving Averages 1
SMA 20 6.07 0.00
SMA 50 6.06 0.17
SMA 200 5.75 5.57
$ANH Bollinger Band Values 2
Upper Bollinger Band 6.17
Lower Bollinger Band 5.97
$ANH Daily Pivot Point Values 2
Resistance Level R3 6.13
Resistance Level R2 6.10
Resistance Level R1 6.09
Pivot Point PP 6.07
Support Level S1 6.06
Support Level S2 6.04
Support Level S3 6.01
$ANH Fibonacci Retracements & Extensions 2
2.618 Fibonacci Extensions Level 6.16
1.618 Fibonacci Extensions Level 6.13
1.382 Fibonacci Extensions Level 6.12
0.382 Fibonacci Retracement Level 6.04
0.618 Fibonacci Retracement Level 6.03
1.000 Fibonacci Retracement Level 6.02
$ANH DeMark Pivot Points 2
DeMark Resistance Level 6.10
DeMark Pivot Point 6.07
DeMark Support Level 6.07
$ANH Fibonacci Retracement Levels from 52 Week Low 2
61.8% Fibonacci Retracement from 52 Week Low 5.64
50% Fibonacci Retracement from 52 Week Low 5.42
38.2% Fibonacci Retracement from 52 Week Low 5.20
$ANH Stock Performance(%) 1
One Week Change % 0.66
One Month Change % -0.49
3 Months Change % 0.00
6 Months Change % 6.68
One Year Change % 32.36
Year-to-Date Change % 20.68
$ANH Alpha, Beta , Correlation & Volatility 2
Alpha 28.81
Beta 0.10
Standard Deviation (1 Year) 14.54
1 Year Correlation with S&P 500 Index 0.05
1 Month Standard Deviation 2.82
1 Month Correlation with S&P 500 Index -0.21
$ANH Relative Performance 1
One Day Relative Performance % 0.17
One Week Relative Performance % 0.51
One Month Relative Performance % -2.48
3 Months Relative Performance % -3.40
6 Months Relative Performance % -2.11
One Year Relative Performance % 10.75
1 Calculated on 20 Minutes Delayed Data , calculated though out the regular trading hours 2 Calculated on Previous Day's OHLC Data .
$ANH 6.07 0.01 0.17%
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 1006 47 0.07 0.00 1.19 0.85 -0.62 1.37 -4.29 2.19
Aroon Oscillator turned Positive Long 37 51 0.33 0.16 1.60 1.21 -0.59 2.05 -2.25 1.33
EMA(7) Crossed Above EMA(13) Long 32 59 0.06 0.21 0.96 0.74 -0.92 0.80 -2.67 0.33
EMA(7) Crossed Above EMA(50) Long 19 42 0.09 -0.33 0.88 0.95 -0.54 1.76 -1.13 0.44
4th Quarter Long 254 48 0.02 0.00 1.03 0.88 -0.77 1.14 -3.42 0.28
Wednesday Long 206 46 0.07 0.00 1.13 0.78 -0.53 1.47 -2.67 1.17
October Long 88 52 0.06 0.18 0.92 0.79 -0.74 1.07 -3.13 0.45
Below SMA 20 Long 405 47 0.09 0.00 1.29 0.88 -0.63 1.40 -4.29 1.75
Above SMA 50 Long 668 46 0.04 0.00 1.09 0.78 -0.60 1.30 -4.14 1.08
Crossed above SMA 50 Long 43 51 0.08 0.16 1.01 0.81 -0.68 1.19 -2.75 0.53
MACD Histogram turns +'ve in uptrend Long 35 48 0.15 0.00 1.19 0.98 -0.64 1.53 -4.14 0.76
Above SMA 200 Long 850 46 0.07 0.00 1.21 0.77 -0.54 1.43 -4.14 2.35
$ANH 6.07 0.01 0.17%
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 1006 47 0.07 0.00 1.18 0.82 -0.60 1.37 -4.08 2.28
Aroon Oscillator turned Positive Long 37 59 0.44 0.27 2.19 1.14 -0.60 1.90 -2.30 1.88
EMA(7) Crossed Above EMA(13) Long 32 59 0.22 0.29 1.40 0.88 -0.75 1.17 -2.08 1.23
EMA(7) Crossed Above EMA(50) Long 19 42 0.11 -0.24 1.00 0.96 -0.51 1.88 -0.99 0.55
4th Quarter Long 254 49 0.08 0.00 1.14 0.90 -0.71 1.27 -3.21 1.13
Wednesday Long 206 51 0.08 0.17 1.19 0.66 -0.53 1.25 -2.30 1.45
October Long 88 46 0.04 0.00 0.88 0.83 -0.65 1.28 -2.64 0.33
Below SMA 20 Long 405 47 0.10 0.00 1.29 0.86 -0.61 1.41 -3.21 1.99
Above SMA 50 Long 668 44 0.03 0.00 1.03 0.77 -0.58 1.33 -4.08 0.84
Crossed above SMA 50 Long 43 48 0.05 0.00 0.95 0.77 -0.63 1.22 -2.66 0.35
MACD Histogram turns +'ve in uptrend Long 35 51 0.14 0.22 1.18 0.88 -0.65 1.35 -4.08 0.73
Above SMA 200 Long 850 45 0.04 0.00 1.11 0.74 -0.54 1.37 -4.08 1.37
$ANH 6.07 0.01 0.17%
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
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 Oct

Exit Date Exit Entry Date Entry Change % P/L %
Oct 1998 0.50 Sep 1998 0.55 -9.08
Oct 1999 0.68 Sep 1999 0.66 3.01
Oct 2000 0.65 Sep 2000 0.75 -14.60
Oct 2001 1.59 Sep 2001 1.27 25.22
Oct 2002 2.64 Sep 2002 2.60 1.54
Oct 2003 3.38 Sep 2003 3.36 0.60
Oct 2004 2.74 Sep 2004 2.97 -7.73
Oct 2005 2.34 Sep 2005 2.38 -1.68
Oct 2006 2.67 Sep 2006 2.45 8.98
Oct 2007 2.05 Sep 2007 1.61 27.38
Oct 2008 2.02 Sep 2008 1.94 4.12
Oct 2009 2.91 Sep 2009 3.10 -6.14
Oct 2010 3.31 Sep 2010 3.26 1.53
Oct 2011 3.47 Sep 2011 3.54 -1.98
Oct 2012 3.71 Sep 2012 4.01 -7.48
Oct 2013 3.29 Sep 2013 3.15 4.45
Oct 2014 3.85 Sep 2014 3.55 8.45
Oct 2015 3.97 Sep 2015 4.11 -3.41
Oct 2016 4.64 Sep 2016 4.65 -0.21

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