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

Buy indicator:                  
              [ What are these indicators? | Switch to OCSL's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: 9.14%.   Win rate: 100%.   Sharpe Ratio: 4.021.   Maximum drawdown: -46.17% on 23 March 2020.
Mean CAGR: 119.33%. Time in market: 422 days.   Hypothetical return: $1000 would be worth $1577.60 on 13 June 2023.
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 7 signal(s) occurring before 22 April 2024 for a 7.5% profit target: (100% * 9.14%) + (0% * 0%) - (0% * 0%) = 9.14%.
Wins: 7 Breakevens: 0 Losses: 0

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.

 

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%.

Signal Date and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
02 March 2026   MEDIUM     smart_toy0.726 52 Week 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 52 Week Low $ 12.56 schedule schedule schedule schedule schedule
23 September 2025   MEDIUM     smart_toy0.661 52 Week Low $ 13.04 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule
05 August 2025   MEDIUM     smart_toy0.603 52 Week Low $ 13.22 select_check_box electric_boltelectric_bolt select_check_box electric_bolt schedule schedule schedule
04 April 2025   MEDIUM     smart_toy0.983 52 Week Low $ 14.36 schedule schedule schedule schedule schedule
16 December 2024   MEDIUM     smart_toy0.847 52 Week Low $ 15.42 schedule schedule schedule schedule schedule
04 November 2024   MEDIUM     smart_toy0.751 52 Week Low $ 15.77 schedule schedule schedule schedule schedule
01 August 2024   MEDIUM     smart_toy0.556 52 Week Low $ 17.54 schedule schedule schedule schedule schedule
26 June 2024   MEDIUM     smart_toy0.695 52 Week Low $ 18.64 schedule schedule schedule schedule schedule
01 May 2023   MEDIUM     smart_toy0.56 52 Week 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
17 March 2023   MEDIUM     smart_toy0.904 52 Week Low $ 17.98 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   MEDIUM     smart_toy0.961 52 Week Low $ 18.42 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   MEDIUM     smart_toy0.88 52 Week Low $ 19.34 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   HIGH     smart_toy0.988 52 Week Low $ 13.32 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   MEDIUM     smart_toy0.757 52 Week 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 52 Week 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

 

The data for Oaktree Specialty Lending Corp (exchange: XNAS symbol: OCSL) was last updated 30 Apr 2026 06:55. Data for this stock is available from 01 Apr 2016 - 29 Apr 2026.