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as on :Dec-11

$ANH 5.58 -0.05 -0.89%

Anworth Mortgage Asset Corporation

$ANH Open, High, Low, Close, Volume 1
Open 5.63 Last 5.58
High 5.64 Low 5.57
Previous Close 5.63 Current Streak 1D
Change -0.05 Change % -0.89
Volume 454038 Avg Volume(3M) 537744
$ANH 52 Week High/Low , Month High/Low 1
52 Week High 6.35 52 Week Low 4.79
52 Week High % -12.13 52 Week Low % 16.49
20 Day High 5.71 20 Day Low 5.36
20 Day High % -2.28 20 Day Low % 4.10
$ANH Moving Averages 1
SMA 20 5.59 -0.18
SMA 50 5.74 -2.79
SMA 200 5.84 -4.45
$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 % -1.76
One Month Change % 3.33
3 Months Change % -7.31
6 Months Change % -10.00
One Year Change % 11.77
Year-to-Date Change % 10.94
$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 5.58 -0.05 -0.89%
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 47 0.07 0.00 1.18 0.83 -0.61 1.36 -4.29 2.29
Long Legged Doji Short 58 65 0.06 -0.17 1.11 0.52 -0.82 0.63 -2.54 0.52
Dragonfly Doji Long 14 35 0.01 -0.09 0.48 1.12 -0.60 1.87 -2.10 0.03
Close in the Top Range Short 241 55 0.04 0.00 1.08 0.68 -0.77 0.88 -2.73 0.64
ADX in downtrend and above 30 Long 128 49 0.04 0.00 1.01 0.98 -0.87 1.13 -4.29 0.37
CMF moved above 0.2 Short 26 65 0.14 -0.17 1.41 0.46 -0.47 0.98 -0.89 1.19
Fast S(14) %K Crossed Below %D Long 194 50 0.14 0.09 1.40 0.89 -0.61 1.46 -3.33 1.95
4th Quarter Long 255 48 0.03 0.00 1.01 0.81 -0.71 1.14 -3.33 0.48
Friday Long 200 49 0.10 0.00 1.27 0.84 -0.61 1.38 -3.33 1.39
December Long 86 41 0.02 0.00 0.98 1.03 -0.70 1.47 -3.33 0.17
Above SMA 20 Long 604 46 0.06 0.00 1.12 0.80 -0.59 1.36 -4.14 1.57
Below SMA 50 Long 349 49 0.12 0.00 1.26 0.93 -0.68 1.37 -4.29 2.03
Below SMA 200 Long 151 52 0.12 0.21 1.11 1.12 -0.97 1.15 -4.29 1.06
$ANH 5.58 -0.05 -0.89%
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 47 0.06 0.00 1.14 0.80 -0.59 1.36 -4.08 2.02
Long Legged Doji Short 58 60 0.00 -0.08 0.86 0.49 -0.74 0.66 -2.41 0.00
Dragonfly Doji Long 14 50 0.19 0.09 1.23 0.84 -0.45 1.87 -1.71 0.76
Close in the Top Range Long 241 41 0.00 0.00 0.93 0.82 -0.59 1.39 -4.08 0.00
ADX in downtrend and above 30 Long 128 52 0.16 0.18 1.30 1.00 -0.76 1.32 -3.21 1.53
CMF moved above 0.2 Short 26 73 0.22 -0.18 2.42 0.47 -0.45 1.04 -1.01 1.80
Fast S(14) %K Crossed Below %D Long 194 51 0.11 0.18 1.27 0.83 -0.66 1.26 -3.21 1.55
4th Quarter Long 255 49 0.05 0.00 1.01 0.81 -0.71 1.14 -3.38 0.79
Friday Long 200 46 0.07 0.00 1.11 0.80 -0.58 1.38 -3.21 1.01
December Long 86 47 0.12 0.00 1.13 1.00 -0.68 1.47 -3.21 0.97
Above SMA 20 Long 604 46 0.05 0.00 1.08 0.78 -0.58 1.34 -4.08 1.36
Below SMA 50 Long 349 52 0.14 0.18 1.32 0.87 -0.66 1.32 -3.38 2.48
Below SMA 200 Long 151 58 0.25 0.28 1.47 1.07 -0.92 1.16 -3.21 2.36
$ANH 5.58 -0.05 -0.89%
Anworth Mortgage Asset Corporation
Month to Date : -0.04 -0.71%
  • 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 Dec

Exit Date Exit Entry Date Entry Change % P/L %
Dec 1998 0.51 Nov 1998 0.50 2.02
Dec 1999 0.63 Nov 1999 0.66 -3.05
Dec 2000 0.63 Nov 2000 0.62 1.62
Dec 2001 1.73 Nov 2001 1.44 19.38
Dec 2002 2.79 Nov 2002 2.73 2.20
Dec 2003 3.43 Nov 2003 3.36 2.08
Dec 2004 2.95 Nov 2004 2.85 3.51
Dec 2005 2.13 Nov 2005 2.31 -7.78
Dec 2006 2.80 Nov 2006 2.78 1.08
Dec 2007 2.52 Nov 2007 2.11 19.45
Dec 2008 2.31 Nov 2008 2.18 5.96
Dec 2009 2.97 Nov 2009 2.94 1.02
Dec 2010 3.41 Nov 2010 3.27 3.97
Dec 2011 3.49 Nov 2011 3.41 2.35
Dec 2012 3.58 Nov 2012 3.56 0.56
Dec 2013 2.87 Nov 2013 2.98 -3.69
Dec 2014 4.00 Nov 2014 4.00 -0.25
Dec 2015 3.74 Nov 2015 4.00 -6.50
Dec 2016 5.03 Nov 2016 4.92 2.24

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