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:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: -4.58%.   Win rate: 68.42%.   Sharpe Ratio: -1.339.   Maximum drawdown: -58.83% on 23 July 2026.
Mean CAGR: 63.18%. Time in market: 4920 days.   Hypothetical return: $1000 would be worth $548.77 on 03 October 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 19 signal(s) occurring before 13 August 2024 for a 7.5% profit target: (68.42% * 8.30%) + (10.53% * 1.72%) - (21.05% * 49.60%) = -4.58%.
Wins: 13 Breakevens: 2 Losses: 4

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.

Most Recent Buy Signals
Date Signal Type Scores Performance
Signal Sector WR Speed Risk Overall 5% 6% 7.5%
14 August 2026 Double Bottom 93 schedule schedule schedule
05 August 2026 Gap Down 65 63 52 81 29 73 schedule schedule schedule
27 July 2026 Mega Dump Lite 56 72 53 81 29 70 schedule schedule schedule
22 July 2026 52 Week Low 82 60 52 81 34 82 schedule schedule schedule
22 July 2026 26 Week Low 63 60 52 81 34 71 schedule schedule schedule
22 July 2026 50 Day Low 69 60 52 81 34 74 schedule schedule schedule
21 July 2026 Williams %R (Weekly) 61 56 52 81 34 68 schedule schedule schedule
02 July 2026 Gap Down 56 69 54 81 38 69 schedule schedule schedule
29 June 2026 Oversold Rebound 58 51 54 81 38 64 schedule schedule schedule
23 June 2026 Mega Dump Lite 86 54 56 82 39 81 schedule schedule schedule

Williams %R (Weekly) Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Williams %R (Weekly) 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%.

Date Buy Signal Price Scores Performance (mouseover for details)
Signal Sector WR Speed Risk Overall 5% 6% 7.5% 10% 20%
21 July 2026 Williams %R (Weekly) $ 2.19 61 56 52 81 34 68 schedule schedule schedule schedule schedule
08 May 2026 Williams %R (Weekly) $ 2.58 36 84 54 80 38 57 schedule schedule schedule schedule schedule
16 December 2025 Williams %R (Weekly) $ 2.56 66 57 63 80 62 70 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
03 November 2025 Williams %R (Weekly) $ 2.63 76 65 63 81 64 79 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 schedule
15 September 2025 Williams %R (Weekly) $ 2.77 63 75 65 69 55 73 select_check_box select_check_box select_check_box schedule schedule
31 July 2025 Williams %R (Weekly) $ 3.14 60 82 68 67 54 73 schedule schedule schedule schedule schedule
24 June 2025 Williams %R (Weekly) $ 3.16 58 69 73 69 57 68 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule
22 May 2025 Williams %R (Weekly) $ 3.42 84 58 71 67 56 79 schedule schedule schedule schedule schedule
31 March 2025 Williams %R (Weekly) $ 4.10 61 61 81 65 68 67 schedule schedule schedule schedule schedule
20 December 2024 Williams %R (Weekly) $ 4.20 74 92 86 67 74 84 select_check_box electric_bolt schedule schedule schedule schedule
08 November 2024 Williams %R (Weekly) $ 4.66 64 77 90 61 77 73 schedule schedule schedule schedule schedule
05 August 2024 Williams %R (Weekly) $ 5.14 69 76 93 51 78 74 select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default
25 April 2024 Williams %R (Weekly) $ 5.33 58 71 100 56 80 67 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default
03 October 2023 Williams %R (Weekly) $ 5.92 55 71 100 63 85 65 select_check_box disabled_by_default disabled_by_default disabled_by_default disabled_by_default
01 May 2023 Williams %R (Weekly) $ 6.14 71 68 100 71 87 76 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
09 March 2023 Williams %R (Weekly) $ 7.12 80 69 100 75 79 82 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
26 September 2022  bubble_chart Williams %R (Weekly) $ 6.64 95 86 100 66 62 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 disabled_by_default
13 June 2022  bubble_chart Williams %R (Weekly) $ 7.27 93 95 100 69 62 97 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
09 May 2022  bubble_chart Williams %R (Weekly) $ 7.50 85 91 100 73 67 92 select_check_box select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
24 February 2022  bubble_chart Williams %R (Weekly) $ 7.62 61 79 100 80 68 74 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default
08 September 2021  bubble_chart Williams %R (Weekly) $ 7.84 52 70 100 86 73 66 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 Williams %R (Weekly) $ 3.70 89 92 100 74 74 94 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 Williams %R (Weekly) $ 5.92 64 83 100 70 48 77 select_check_box select_check_box select_check_box select_check_box select_check_box
31 May 2019 Williams %R (Weekly) $ 5.59 78 61 100 91 92 79 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
13 December 2018 Williams %R (Weekly) $ 5.46 71 94 100 88 95 84 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
26 October 2018 Williams %R (Weekly) $ 5.44 73 89 100 73 86 83 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
11 October 2017 Williams %R (Weekly) $ 4.80 45 42 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 Williams %R (Weekly) $ 5.46 49 44 select_check_box select_check_box select_check_box select_check_box select_check_box
11 May 2017 Williams %R (Weekly) $ 5.77 41 33 select_check_box select_check_box select_check_box select_check_box select_check_box
02 November 2016 Williams %R (Weekly) $ 4.95 76 87 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 21 Aug 2026 07:24. Data for this stock is available from 01 Apr 2016 - 20 Aug 2026.