This ancestor, whose name was Antony, was 37 years old in 1930. What war could he be referring to? I wondered if he might mean the US involvement with Pancho Villa but he would seem too young for that?
The Pershing expedition was 1916-1917 so he would have been 23-24 years old. If he served in the navy instead of the army he might have taken part in the Tampico affair or the occupation of Veracruz, both in 1914, when he would be 21.