Hi,
If you install Anti-Theft as a system app, it will survive the factory reset of the device. So when a thief steals your phone and immediately does a factory reset, Anti-Theft will still be there and functioning after the phone is turned on again.
To install it as a system app, you have to check the "Root install" option in the installation wizard (the Advanced installation mode) of Anti-Theft. If you already have AT installed, you have to uninstall it first.
Hope that helps,
Ondra