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: 2.80%.   Win rate: 77.78%.   Sharpe Ratio: -0.402.   Maximum drawdown: -39.22% on 23 March 2020.
Mean CAGR: 71.53%. Time in market: 1593 days.   Hypothetical return: $1000 would be worth $973.49 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 9 signal(s) occurring before 08 May 2024 for a 7.5% profit target: (77.78% * 8.96%) + (11.11% * 0.07%) - (11.11% * 37.62%) = 2.80%.
Wins: 7 Breakevens: 1 Losses: 1

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.

 

Large Gap Down Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each large gap down 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%
05 May 2026   LOW   smart_toy0.658   Gap Down $ 12.24 schedule schedule schedule schedule schedule
15 December 2025   MEDIUM   smart_toy0.695   Gap Down $ 13.02 schedule schedule schedule schedule schedule
15 September 2025   MEDIUM   smart_toy0.578   Gap Down $ 13.33 select_check_box electric_bolt select_check_box electric_bolt schedule schedule schedule
04 April 2025   MEDIUM   smart_toy0.983   Gap Down $ 14.36 schedule schedule schedule schedule schedule
13 September 2024   MEDIUM   smart_toy0.771   Gap Down $ 15.97 schedule schedule schedule schedule schedule
01 August 2024   MEDIUM   smart_toy0.556   Gap Down $ 17.54 schedule schedule schedule schedule schedule
01 February 2024   MEDIUM   smart_toy0.873   Gap Down $ 19.68 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
01 May 2023   MEDIUM   smart_toy0.56   Gap Down $ 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
14 December 2022   MEDIUM   smart_toy0.671   Gap Down $ 20.48 select_check_box select_check_box select_check_box select_check_box select_check_box
13 June 2022   MEDIUM   smart_toy0.823   Gap Down $ 20.04 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
11 June 2020   MEDIUM   smart_toy0.638   Gap Down $ 12.96 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
20 April 2020   MEDIUM   smart_toy0.986   FIRE SALE Gap Down $ 10.78 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
12 March 2020   HIGH   smart_toy0.996   FIRE SALE Gap Down $ 11.80 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
08 February 2018   MEDIUM   smart_toy0.92   Gap Down $ 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
09 February 2017   LOW   smart_toy0.793   Gap Down $ 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

 

The data for Oaktree Specialty Lending Corp (exchange: XNAS symbol: OCSL) was last updated 15 May 2026 23:40. Data for this stock is available from 01 Apr 2016 - 15 May 2026.