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as on: Feb-17 09:30

$ANH 4.94 0.01 0.20%

Anworth Mortgage Asset Corporation

$ANH Open, High, Low, Close, Volume 1
Open 4.93 Last 4.94
High 4.98 Low 4.92
Previous Close 4.93 Current Streak 4U
Change 0.01 Change % 0.20
Volume 514757 Avg Volume(3M) 591071
$ANH 52 Week High/Low , Month High/Low 1
52 Week High 6.35 52 Week Low 4.58
52 Week High % -22.20 52 Week Low % 7.86
20 Day High 5.28 20 Day Low 4.58
20 Day High % -6.44 20 Day Low % 7.86
$ANH Moving Averages 1
SMA 20 4.91 0.61
SMA 50 5.25 -5.90
SMA 200 5.78 -14.53
$ANH Bollinger Band Values 2
Upper Bollinger Band 6.28
Lower Bollinger Band 5.48
$ANH Daily Pivot Point Values 2
Resistance Level R3 5.72
Resistance Level R2 5.59
Resistance Level R1 5.52
Pivot Point PP 5.46
Support Level S1 5.39
Support Level S2 5.33
Support Level S3 5.20
$ANH Fibonacci Retracements & Extensions 2
2.618 Fibonacci Extensions Level 5.87
1.618 Fibonacci Extensions Level 5.74
1.382 Fibonacci Extensions Level 5.71
0.382 Fibonacci Retracement Level 5.35
0.618 Fibonacci Retracement Level 5.32
1.000 Fibonacci Retracement Level 5.27
$ANH DeMark Pivot Points 2
DeMark Resistance Level 5.50
DeMark Pivot Point 5.45
DeMark Support Level 5.37
$ANH Fibonacci Retracement Levels from 52 Week Low 2
61.8% Fibonacci Retracement from 52 Week Low 5.68
50% Fibonacci Retracement from 52 Week Low 5.48
38.2% Fibonacci Retracement from 52 Week Low 5.27
$ANH Stock Performance(%) 1
One Week Change % 4.66
One Month Change % -6.08
3 Months Change % -9.52
6 Months Change % -18.75
One Year Change % -5.09
Year-to-Date Change % -9.19
$ANH Alpha, Beta , Correlation & Volatility 2
Alpha 7.00
Beta 0.32
Standard Deviation (1 Year) 14.61
1 Year Correlation with S&P 500 Index 0.16
1 Month Standard Deviation 4.33
1 Month Correlation with S&P 500 Index 0.39
$ANH Relative Performance 1
One Day Relative Performance % -2.12
One Week Relative Performance % -5.48
One Month Relative Performance % -10.86
3 Months Relative Performance % -13.65
6 Months Relative Performance % -12.78
One Year Relative Performance % -7.01
1 Calculated on 20 Minutes Delayed Data , calculated though out the regular trading hours 2 Calculated on Previous Day's OHLC Data .
$ANH 4.94 0.01 0.20%
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 46 0.04 0.00 1.08 0.81 -0.63 1.29 -4.29 1.29
RSI (2) above 90 Long 158 50 0.05 0.08 1.09 0.72 -0.62 1.16 -4.14 0.68
RSI (2) above 95 Long 101 51 0.04 0.18 0.99 0.71 -0.68 1.04 -4.14 0.41
ADX in downtrend and above 30 Short 140 51 0.02 0.00 1.03 0.96 -0.97 0.99 -4.05 0.18
ADX in downtrend and above 40 Short 74 48 0.00 0.18 0.89 0.88 -0.83 1.06 -3.66 0.00
ADX in downtrend and above 50 Long 24 66 0.39 0.41 1.69 1.12 -1.06 1.06 -2.92 1.33
Williams %R moved above -20 Short 74 60 0.08 -0.19 1.14 0.64 -0.77 0.83 -2.23 0.79
1st Quarter Long 246 43 0.06 0.00 1.06 1.08 -0.72 1.50 -4.29 0.78
Friday Long 200 47 0.05 0.00 1.08 0.84 -0.65 1.29 -3.33 0.67
February Long 78 55 0.30 0.21 1.76 1.06 -0.64 1.66 -2.92 2.13
3 Consecutive Up Days Long 89 52 0.18 0.19 1.38 0.93 -0.65 1.43 -4.14 1.60
4 Consecutive Up Days Long 46 58 0.24 0.21 1.39 0.94 -0.76 1.24 -4.14 1.40
3 Consecutive Green Candles Short 126 56 0.02 0.00 0.97 0.67 -0.82 0.82 -2.42 0.23
4 Consecutive Green Candles Long 64 43 0.03 0.00 0.95 0.92 -0.67 1.37 -4.14 0.22
Above SMA 20 Long 577 45 0.02 0.00 1.03 0.78 -0.60 1.30 -4.14 0.51
Below SMA 50 Long 377 48 0.06 0.00 1.08 0.91 -0.73 1.25 -4.29 1.02
Below SMA 200 Short 159 52 0.05 0.00 1.12 1.05 -1.08 0.97 -5.97 0.44
3 Consec Closes Above Prev Day Highs Short 27 66 0.19 -0.18 1.35 0.78 -1.00 0.78 -1.83 0.79
3 Higher Highs Long 114 51 0.13 0.18 1.25 0.80 -0.59 1.36 -4.14 1.43
4 Higher Highs Long 60 53 0.16 0.19 1.18 0.88 -0.67 1.31 -4.14 1.15
Narrow Range 4 Long 240 48 0.12 0.00 1.36 0.85 -0.56 1.52 -4.14 1.98
Narrow Range 7 Long 123 52 0.25 0.19 2.09 0.92 -0.48 1.92 -1.86 3.09
$ANH 4.94 0.01 0.20%
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 46 0.02 0.00 1.02 0.77 -0.63 1.22 -4.08 0.67
RSI (2) above 90 Long 158 46 0.05 0.00 1.05 0.75 -0.57 1.32 -4.08 0.68
RSI (2) above 95 Long 101 44 0.00 0.00 0.89 0.77 -0.61 1.26 -4.08 0.00
ADX in downtrend and above 30 Long 140 51 0.04 0.18 1.00 0.94 -0.90 1.04 -3.21 0.38
ADX in downtrend and above 40 Long 74 59 0.15 0.26 1.24 0.87 -0.91 0.96 -3.21 1.06
ADX in downtrend and above 50 Long 24 66 0.51 0.45 1.90 1.28 -1.04 1.23 -2.71 1.57
Williams %R moved above -20 Short 74 59 0.00 0.00 0.91 0.53 -0.78 0.68 -3.03 0.00
1st Quarter Long 246 43 0.01 0.00 0.96 1.00 -0.76 1.32 -2.81 0.14
Friday Short 200 56 0.03 0.00 1.07 0.64 -0.77 0.83 -4.38 0.43
February Long 78 52 0.26 0.26 1.62 1.05 -0.62 1.69 -2.71 1.93
3 Consecutive Up Days Long 89 51 0.20 0.23 1.37 0.99 -0.64 1.55 -4.08 1.72
4 Consecutive Up Days Long 46 56 0.31 0.31 1.51 1.09 -0.70 1.56 -4.08 1.70
3 Consecutive Green Candles Long 126 45 0.02 0.00 0.94 0.82 -0.65 1.26 -4.08 0.22
4 Consecutive Green Candles Long 64 45 0.03 0.00 0.95 0.92 -0.71 1.30 -4.08 0.21
Above SMA 20 Long 577 45 0.00 0.00 0.97 0.73 -0.60 1.22 -4.08 0.00
Below SMA 50 Long 377 51 0.06 0.17 1.08 0.83 -0.74 1.12 -3.38 1.07
Below SMA 200 Long 159 54 0.01 0.18 0.90 0.94 -1.09 0.86 -3.21 0.09
3 Consec Closes Above Prev Day Highs Short 27 55 0.02 0.00 0.85 0.89 -1.07 0.83 -3.03 0.07
3 Higher Highs Long 114 48 0.11 0.00 1.16 0.86 -0.58 1.48 -4.08 1.18
4 Higher Highs Long 60 51 0.13 0.22 1.05 0.89 -0.69 1.29 -4.08 0.90
Narrow Range 4 Long 240 52 0.10 0.18 1.27 0.76 -0.61 1.25 -4.08 1.68
Narrow Range 7 Long 123 55 0.19 0.24 1.75 0.78 -0.55 1.42 -1.86 2.47
$ANH 4.94 0.01 0.20%
Anworth Mortgage Asset Corporation
Month to Date : 0.08 1.65%
  • 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 Feb

Exit Date Exit Entry Date Entry Change % P/L %
Feb 1999 0.62 Jan 1999 0.53 16.90
Feb 2000 0.63 Jan 2000 0.61 3.25
Feb 2001 0.77 Jan 2001 0.76 2.64
Feb 2002 1.77 Jan 2002 1.73 2.32
Feb 2003 2.77 Jan 2003 2.81 -1.42
Feb 2004 3.41 Jan 2004 3.43 -0.58
Feb 2005 2.66 Jan 2005 2.74 -2.92
Feb 2006 2.19 Jan 2006 2.40 -8.75
Feb 2007 2.62 Jan 2007 2.71 -3.33
Feb 2008 2.89 Jan 2008 2.73 5.87
Feb 2009 2.16 Jan 2009 2.23 -2.70
Feb 2010 2.87 Jan 2010 2.93 -2.05
Feb 2011 3.47 Jan 2011 3.34 3.89
Feb 2012 3.62 Jan 2012 3.62 0.00 ?
Feb 2013 3.78 Jan 2013 3.88 -2.58
Feb 2014 3.53 Jan 2014 3.20 10.31
Feb 2015 3.98 Jan 2015 3.95 0.76
Feb 2016 4.04 Jan 2016 3.66 10.37
Feb 2017 5.29 Jan 2017 4.99 6.01

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