Oscar

I rotate both his Weapon and B skill.
Silver Lance+/Saph Lance+/FS Lance+
and
Drag back/Lance Breaker

With this build and being +2, Oscar reaches
47 Hp
52 Atk
38 Spd
27 Def
24 Res

Horse emblem team member. Semi buff bot + Some measure against fellow horses emblems as well as pesky npc horseman. Fury has some synergy with desperation + his own great speed allows for more killing blow in one turn.

Agile Quadhitter
Oscar is usually seen as a bulky duelist thanks to his all around decent stats(for a cavalier). But his good speed also makes him a good candidate for a quadstrike build. He reaches 46 atk and 39 spd unbuffed, 52 atk and 45 spd under the effect of hone cavalry.

For his a slot, life and death is the preffered option for optimal performance, though fury can also be chosen for added bulk and a safe way of activating desperation.

As mentioned before, desperation is his prefered b slot to pull of four hits in succession, though drag back/hit and run are also viable options to retreat to safety.

Luna is the preferred special for most brave builds to avoid 0x4 at the time of attacking tanky foes. His support and c skill are up to personal preference and team supporting options.

In his banner, Oscar seems lackluster and boring compared to Nephenee and Elincia. However, he is not by any means a bad unit. With a 33/34 neutral offensive spread, Oscar can be a great unit in either a cavalry team or in any other team.
With this build, a speed boon is recommended, so you can double more units, but an attack boon can also be used if you want more fire power. For a bane, you probably want to dump his resistance as that is his least useful stat and isn't very high to begin with. An HP or defense bane can work too, as with a Firesweep Lance, Oscar shouldn't be taking too many hits. After Hone Cavalry, a neutral Oscar can hit 59 attack and 45 speed with this build, which is enough to take out many units.
Firesweep Lance is one the best weapons Oscar can use in conjunction with Drag Back/Hit and Run. He hits hard and will be able to safely deal a lot of damage without fear of retaliation.
Life and Death is the best A slot for Oscar as it lets him harder and double more units and the drop in defenses won't matter, as Oscar shouldn't be taking too many hits. Life and Death 2 is fine too if you don't want to sacrifice a 5 star Hana, Jaffar, or Minerva. Death Blow is decent option if you don't have Life and Death, but you'll miss out on a lot of doubles.
For the B slot, Drag Back and Hit and Run are both great options that let Oscar retreat back to safety after attacking a unit. Personally, I prefer Drag Back as it will pull the enemy closer to your team for another unit to pick off if Oscar didn't kill them himself.
Like with most units, Oscar's C slot is flexible. In a cavalry team, any of the cavalry buffs are viable options. Otherwise, a simple Threaten Def is great for letting Oscar deal more damage.
Reposition is a good support skill to move around your own teammates and can be used to bring other units back to safety. However, his default Rally Spd/Def is still good if you aren't running him on a cavalry team that already has their buffs.
Luna is a very useful special for Oscar as it lets him deal more damage to tanky units that he wouldn't be able to otherwise kill. Another special Oscar could run is Moonbow with a Quickened Pulse seal to allow him to activate it right away on his first attack if he doubles. Draconic Aura is another viable option for consistent damage if you have a plus attack Oscar.
For a sacred seal, either an Attack +1 or Speed +1 can work. If you're running Moonbow on him though, Quickened Pulse is the way to go.

Overall, even though Oscar is overshadowed by the other two units in his banner, he is still a very good lance cavalier and can pull his own weight in any team.

This build is for those who have a Hector laying around to sacrifice. If you do this build will kill any and all red mages including horse emblem leo, Tharja, or celica. Along with being able to crush red sword users and lance users alike.

This build benefits more from speed boon to prevent getting doubled by high speed mages as well as letting you pick up doubles easier on red sword units and regular units alike.

The main downside is you have to steer clear of anything green and now the annoying Brave Lyn. But that aside this build will allow him to duel a vast majority of the enemies he will come across.

His ideal partner would be Brave Roy and Cecilia where Cecilia has rally res and horse attack boost and roy has deffense boost. Cecilia handles Lyn and takes bow breaker along with other blue mages. Roy does what roy does best and eliminate all the threats to your oscar.