Prospect Capital Corp (PSEC) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to PSEC's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: -8.93%.   Win rate: 59.09%.   Sharpe Ratio: -1.969.   Maximum drawdown: -56.25% on 23 September 2025.
Mean CAGR: 44.69%. Time in market: 7165 days.   Hypothetical return: $1000 would be worth $362.97 on 22 August 2025.
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 Prospect Capital

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 22 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (59.09% * 8.20%) + (9.09% * 1.37%) - (31.82% * 43.69%) = -8.93%.
Wins: 13 Breakevens: 2 Losses: 7

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.

Prospect Capital 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%
11 May 2026   LOW   smart_toy0.746  factory0.587   50 Day Low $ 2.43 schedule schedule schedule schedule schedule
16 March 2026   MEDIUM   smart_toy0.803  factory0.509   50 Day Low $ 2.54 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
16 December 2025   MEDIUM   smart_toy0.89  factory0.645   50 Day Low $ 2.56 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
04 November 2025   MEDIUM   smart_toy0.831  factory0.792   50 Day Low $ 2.59 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 schedule
15 September 2025   MEDIUM   smart_toy0.881  factory0.91   50 Day Low $ 2.77 select_check_box select_check_box select_check_box schedule schedule
01 August 2025   MEDIUM   smart_toy0.804  factory0.871   50 Day Low $ 3.02 schedule schedule schedule schedule schedule
24 June 2025   MEDIUM   smart_toy0.948  factory0.621   50 Day Low $ 3.16 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule
22 May 2025   MEDIUM   smart_toy0.922  factory0.873   50 Day Low $ 3.42 schedule schedule schedule schedule schedule
27 March 2025   MEDIUM   smart_toy0.836  factory0.773   50 Day Low $ 4.18 schedule schedule schedule schedule schedule
19 December 2024   MEDIUM   smart_toy0.763  factory0.763   50 Day Low $ 4.25 schedule schedule schedule schedule schedule
08 November 2024   MEDIUM   smart_toy0.524  factory0.53   50 Day Low $ 4.66 schedule schedule schedule schedule schedule
26 July 2024   MEDIUM   smart_toy0.728  factory0.617   50 Day Low $ 5.48 schedule schedule schedule schedule schedule
25 April 2024   MEDIUM   smart_toy0.547  factory0.335   50 Day Low $ 5.33 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default
09 February 2024   MEDIUM   smart_toy0.841  factory0.59   50 Day Low $ 5.58 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
03 October 2023   MEDIUM   smart_toy0.886  factory0.799   50 Day Low $ 5.92 select_check_box disabled_by_default disabled_by_default disabled_by_default disabled_by_default
22 August 2023   MEDIUM   smart_toy0.723  factory0.536   50 Day Low $ 6.08 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
01 May 2023   MEDIUM   smart_toy0.716  factory0.453   50 Day Low $ 6.14 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
10 March 2023   MEDIUM   smart_toy0.541  factory0.792   50 Day Low $ 6.88 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
22 September 2022  bubble_chart   MEDIUM   smart_toy0.959  factory0.899   FIRE SALE 50 Day Low $ 7.04 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
13 June 2022  bubble_chart   MEDIUM   smart_toy0.811  factory0.896   FIRE SALE 50 Day Low $ 7.27 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
02 May 2022  bubble_chart   MEDIUM   smart_toy0.844  factory0.792   50 Day Low $ 7.61 select_check_box select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default
23 February 2022  bubble_chart   MEDIUM   smart_toy0.743  factory0.585   50 Day Low $ 8.05 select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default disabled_by_default
08 September 2021  bubble_chart   MEDIUM   smart_toy0.783  factory0.521   50 Day Low $ 7.84 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt disabled_by_default
01 April 2020   MEDIUM   smart_toy0.998  factory0.841   FIRE SALE 50 Day Low $ 3.70 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_bolt
25 February 2020   MEDIUM   smart_toy0.682  factory0.714   50 Day Low $ 5.92 select_check_box select_check_box select_check_box select_check_box select_check_box
31 May 2019   MEDIUM   smart_toy0.929  factory0.867   FIRE SALE 50 Day Low $ 5.59 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
14 December 2018   MEDIUM   smart_toy0.907  factory0.909   FIRE SALE 50 Day Low $ 5.34 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
24 October 2018   MEDIUM   smart_toy0.946  factory0.904   FIRE SALE 50 Day Low $ 5.48 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
23 April 2018   MEDIUM   smart_toy0.564  factory0.423   50 Day Low $ 4.96 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
01 February 2018   MEDIUM   smart_toy0.764  factory0.473   50 Day Low $ 4.90 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
11 October 2017   MEDIUM   smart_toy0.676  factory0.598   50 Day Low $ 4.80 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
17 August 2017   MEDIUM   smart_toy0.801  factory0.487   50 Day Low $ 5.46 select_check_box select_check_box select_check_box select_check_box select_check_box
10 May 2017   LOW   smart_toy0.717  factory0.609   50 Day Low $ 6.03 select_check_box select_check_box select_check_box select_check_box select_check_box
02 November 2016   LOW   smart_toy0.783  factory0.745   50 Day Low $ 4.95 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 Prospect Capital Corp (exchange: XNAS symbol: PSEC) was last updated 30 May 2026 15:00. Data for this stock is available from 01 Apr 2016 - 29 May 2026.