Oaktree Specialty Lending Corp (OCSL) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to OCSL's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: -0.56%.   Win rate: 77.78%.   Sharpe Ratio: -0.598.   Maximum drawdown: -46.17% on 23 March 2020.
Mean CAGR: 88.59%. Time in market: 1887 days.   Hypothetical return: $1000 would be worth $1004.35 on 29 June 2026.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for Oaktree Specialty Lending

Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.

Expectancy calculation for 9 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (77.78% * 9.14%) + (0% * 0%) - (22.22% * 34.49%) = -0.56%.
Wins: 7 Breakevens: 0 Losses: 2

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.

Oaktree Specialty Lending Analysis

Market sector: Financials.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

Most Recent Buy Signals
Date Signal Type Scores Performance
Signal Sector WR Speed Risk Overall 5% 6% 7.5%
25 June 2026 Oversold Rebound 56 53 63 72 40 63 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule
18 June 2026 50 Day Low 42 66 68 72 44 57 schedule schedule schedule
15 June 2026 Gap Down 38 55 68 72 44 51 schedule schedule schedule
22 May 2026 Mega Dump Lite 51 75 68 72 44 66 schedule schedule schedule
12 May 2026 Collapsed Bubble 35 86 68 71 44 56 select_check_box electric_bolt select_check_box electric_bolt schedule
05 May 2026 Gap Down 39 78 68 71 44 57 schedule schedule schedule
28 April 2026 Collapsed Bubble 37 82 68 71 44 57 schedule schedule schedule
14 April 2026 Collapsed Bubble 65 79 69 70 44 76 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule
06 April 2026 Mega Dump Lite 55 80 74 70 48 70 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
01 April 2026 Collapsed Bubble 62 76 79 70 53 73 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt

52 Week Low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 52 week low entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Date Buy Signal Price Scores Performance (mouseover for details)
Signal Sector WR Speed Risk Overall 5% 6% 7.5% 10% 20%
02 March 2026 52 Week Low $ 11.36 74 64 85 71 63 76 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt schedule
27 January 2026 52 Week Low $ 12.56 30 56 92 71 71 45 schedule schedule schedule schedule schedule
23 September 2025 52 Week Low $ 13.04 37 76 93 55 68 53 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule
05 August 2025 52 Week Low $ 13.22 59 55 93 54 67 63 select_check_box electric_boltelectric_bolt select_check_box electric_bolt schedule schedule schedule
04 April 2025 52 Week Low $ 14.36 47 63 94 58 73 58 schedule schedule schedule schedule schedule
16 December 2024 52 Week Low $ 15.42 63 83 95 62 77 74 schedule schedule schedule schedule schedule
04 November 2024 52 Week Low $ 15.77 48 77 95 54 77 61 schedule schedule schedule schedule schedule
01 August 2024 52 Week Low $ 17.54 44 70 95 44 78 56 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
26 June 2024 52 Week Low $ 18.64 31 82 95 57 79 49 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
01 May 2023 52 Week Low $ 17.28 47 68 100 61 87 59 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
17 March 2023 52 Week Low $ 17.98 86 80 100 66 79 87 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
23 September 2022 52 Week Low $ 18.42 95 92 100 52 61 95 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
14 June 2022 52 Week Low $ 19.34 98 92 100 52 63 96 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
09 March 2020 52 Week Low $ 13.32 77 78 100 57 69 81 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
15 June 2017 52 Week Low $ 9.32 46 42 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
09 May 2017 52 Week Low $ 10.07 41 30 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt

 

The data for Oaktree Specialty Lending Corp (exchange: XNAS symbol: OCSL) was last updated 13 Aug 2026 08:56. Data for this stock is available from 01 Apr 2016 - 12 Aug 2026.