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:           Threshold:         [ What are these scores? ]
Expectancy: 3.20%.   Win rate: 78.26%.   Sharpe Ratio: -1.77.   Maximum drawdown: -51.40% on 23 March 2020.
Mean CAGR: 78.25%. Time in market: 5138 days.   Hypothetical return: $1000 would be worth $1235.51 on 02 February 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 23 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (78.26% * 9.05%) + (8.70% * 0.64%) - (13.04% * 30.15%) = 3.20%.
Wins: 18 Breakevens: 2 Losses: 3

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.

 

50 day low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 50 day 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%.

Signal Date and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
02 March 2026   MEDIUM   smart_toy0.726  factory0.435   50 Day Low $ 11.36 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   MEDIUM   smart_toy0.73  factory0.528   50 Day Low $ 12.56 schedule schedule schedule schedule schedule
23 December 2025   MEDIUM   smart_toy0.808  factory0.648   50 Day Low $ 12.71 schedule schedule schedule schedule schedule
23 September 2025   MEDIUM   smart_toy0.661  factory0.528   50 Day Low $ 13.04 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule
04 August 2025   MEDIUM   smart_toy0.698  factory0.565   50 Day Low $ 13.54 schedule schedule schedule schedule schedule
02 April 2025   MEDIUM   smart_toy0.945  factory0.663   FIRE SALE 50 Day Low $ 15.32 schedule schedule schedule schedule schedule
16 December 2024   MEDIUM   smart_toy0.847  factory0.754   50 Day Low $ 15.42 schedule schedule schedule schedule schedule
04 November 2024   MEDIUM   smart_toy0.751  factory0.713   50 Day Low $ 15.77 schedule schedule schedule schedule schedule
01 August 2024   MEDIUM   smart_toy0.556  factory0.578   50 Day Low $ 17.54 schedule schedule schedule schedule schedule
25 June 2024   MEDIUM   smart_toy0.696  factory0.474   50 Day Low $ 18.77 schedule schedule schedule schedule schedule
23 May 2024   MEDIUM   smart_toy0.575  factory0.375   50 Day Low $ 19.02 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
05 March 2024   MEDIUM   smart_toy0.731  factory0.662   50 Day Low $ 19.50 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
01 February 2024   MEDIUM   smart_toy0.873  factory0.572   50 Day Low $ 19.68 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
03 October 2023   MEDIUM   smart_toy0.797  factory0.795   50 Day Low $ 19.30 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
01 May 2023   MEDIUM   smart_toy0.56  factory0.471   50 Day Low $ 17.28 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
09 March 2023   MEDIUM   smart_toy0.528  factory0.732   50 Day Low $ 19.70 select_check_box select_check_box select_check_box select_check_box select_check_box
31 January 2023   MEDIUM   smart_toy0.66  factory0.613   50 Day Low $ 19.96 select_check_box select_check_box select_check_box select_check_box select_check_box
14 September 2022   MEDIUM   smart_toy0.79  factory0.911   50 Day Low $ 19.82 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
13 June 2022   MEDIUM   smart_toy0.823  factory0.899   FIRE SALE 50 Day Low $ 20.04 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
02 May 2022   MEDIUM   smart_toy0.858  factory0.806   50 Day Low $ 21.34 select_check_box select_check_box select_check_box select_check_box select_check_box
14 March 2022   HIGH   smart_toy0.979  factory0.654   50 Day Low $ 21.66 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
28 October 2020   MEDIUM   smart_toy0.855  factory0.68   50 Day Low $ 13.89 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
27 February 2020   MEDIUM   smart_toy0.75  factory0.799   50 Day Low $ 14.75 select_check_box select_check_box select_check_box select_check_box select_check_box
05 August 2019   MEDIUM   smart_toy0.77  factory0.843   50 Day Low $ 14.38 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
17 December 2018   HIGH   smart_toy0.889  factory0.879   FIRE SALE 50 Day Low $ 11.42 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
11 October 2018   MEDIUM   smart_toy0.733  factory0.829   50 Day Low $ 12.49 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
27 March 2018   MEDIUM   smart_toy0.61  factory0.585   50 Day Low $ 10.62 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
08 February 2018   MEDIUM   smart_toy0.92  factory0.64   50 Day Low $ 10.92 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
27 November 2017   MEDIUM   smart_toy0.784  factory0.417   50 Day Low $ 12.72 select_check_box select_check_box select_check_box select_check_box select_check_box
15 June 2017   MEDIUM   smart_toy0.757  factory0.605   50 Day Low $ 9.32 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   LOW   smart_toy0.632  factory0.56   50 Day Low $ 10.07 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
09 February 2017   LOW   smart_toy0.793  factory0.458   50 Day Low $ 11.08 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
31 October 2016   LOW   smart_toy0.866  factory0.707   50 Day Low $ 12.17 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
14 June 2016   LOW   smart_toy0.672  factory0.622   50 Day Low $ 10.38 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 30 May 2026 15:00. Data for this stock is available from 01 Apr 2016 - 29 May 2026.