Prospect Capital Corp (PSEC) Daily/Weekly Backtest Results

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

Expectancy: 7.66%.   Win rate: 85.71%.   Sharpe Ratio: 0.208.   Maximum drawdown: -36.28% on 22 April 2020.
Mean CAGR: 121.32%. Time in market: 1271 days.   Hypothetical return: $1000 would be worth $1385.72 on 02 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 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 7 signal(s) occurring before 19 March 2024 for a 7.5% profit target: (85.71% * 8.91%) + (14.29% * 0.18%) - (0% * 0%) = 7.66%.
Wins: 6 Breakevens: 1 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.

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.

 

Rate of Change Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Rate of Change 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%
15 August 2025   50     Rate of Change $ 2.85 select_check_box select_check_box schedule schedule schedule
10 April 2025   50     Rate of Change $ 3.58 schedule schedule schedule schedule schedule
15 November 2024   50     Rate of Change $ 4.40 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt schedule schedule
14 August 2024   50     Rate of Change $ 4.84 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
08 May 2023   50     Rate of Change $ 5.80 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt disabled_by_default
12 May 2022   50     Rate of Change $ 7.51 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
07 April 2020   30     Rate of Change $ 3.61 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
04 March 2020   65     Rate of Change $ 5.54 select_check_box select_check_box select_check_box select_check_box select_check_box
26 December 2018   70     Rate of Change $ 4.95 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_bolt
23 August 2017   30     Rate of Change $ 5.22 select_check_box select_check_box select_check_box select_check_box select_check_box
19 May 2017   5     Rate of Change $ 5.70 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for Prospect Capital Corp (exchange: XNAS symbol: PSEC) was last updated 27 Mar 2026 11:34. Data for this stock is available from 01 Apr 2016 - 26 Mar 2026.