Monthly Signal Returns | The 4 Pillar Report

April, 2026

102 reports in Apr 2026

Value Trap - No Story/Meme
Best Performer in April
Forward Returns
~30d+28.5%n=5
~60d—n=0
~90d—n=0
Excess Return over S&P 500
~30d+23.2%n=5
~60d—n=0
~90d—n=0
Deceptive Peak - Cyclical
Worst Performer in April
Forward Returns
~30d-0.5%n=16
~60d—n=0
~90d—n=0
Excess Return over S&P 500
~30d-5.8%n=16
~60d—n=0
~90d—n=0
Rubberband
Forward Returns
~30d+9.2%n=10
~60d—n=0
~90d—n=0
Excess Return over S&P 500
~30d+3.9%n=10
~60d—n=0
~90d—n=0
All green
Forward Returns
~30d+22.4%n=21
~60d—n=0
~90d—n=0
Excess Return over S&P 500
~30d+17.2%n=21
~60d—n=0
~90d—n=0
All Red
Forward Returns
~30d+11.1%n=4
~60d—n=0
~90d—n=0
Excess Return over S&P 500
~30d+5.8%n=4
~60d—n=0
~90d—n=0
Golden sunset
Forward Returns
~30d+20.9%n=8
~60d—n=0
~90d—n=0
Excess Return over S&P 500
~30d+15.6%n=8
~60d—n=0
~90d—n=0
Titan Snap
Forward Returns
~30d-0.5%n=6
~60d—n=0
~90d—n=0
Excess Return over S&P 500
~30d-5.7%n=6
~60d—n=0
~90d—n=0
The Mirage
Forward Returns
~30d+1.5%n=15
~60d—n=0
~90d—n=0
Excess Return over S&P 500
~30d-3.8%n=15
~60d—n=0
~90d—n=0
Deceptive Peak - Tech Cycle
Forward Returns
~30d+2.7%n=13
~60d—n=0
~90d—n=0
Excess Return over S&P 500
~30d-2.6%n=13
~60d—n=0
~90d—n=0

March, 2026

32 reports in Mar 2026

Rubberband
Best Performer in March
Forward Returns
~30d+20.2%n=3
~60d+71.5%n=3
~90d—n=0
Excess Return over S&P 500
~30d+9.6%n=3
~60d+55.1%n=3
~90d—n=0
Deceptive Peak - Cyclical
Worst Performer in March
Forward Returns
~30d+2.4%n=3
~60d+5.5%n=3
~90d—n=0
Excess Return over S&P 500
~30d-8.1%n=3
~60d-10.8%n=3
~90d—n=0
All green
Forward Returns
~30d+16.9%n=3
~60d+44.0%n=3
~90d—n=0
Excess Return over S&P 500
~30d+6.4%n=3
~60d+27.7%n=3
~90d—n=0
Golden sunset
Forward Returns
~30d+13.5%n=5
~60d+34.9%n=5
~90d—n=0
Excess Return over S&P 500
~30d+2.9%n=5
~60d+18.6%n=5
~90d—n=0
The Mirage
Forward Returns
~30d+13.6%n=7
~60d+31.7%n=7
~90d—n=0
Excess Return over S&P 500
~30d+3.1%n=7
~60d+15.4%n=7
~90d—n=0
Deceptive Peak - Tech Cycle
Forward Returns
~30d+19.6%n=7
~60d+57.4%n=7
~90d—n=0
Excess Return over S&P 500
~30d+9.1%n=7
~60d+41.1%n=7
~90d—n=0

February, 2026

105 reports in Feb 2026

Rubberband
Best Performer in February
Forward Returns
~30d-2.3%n=5
~60d+35.7%n=5
~90d+83.4%n=5
Excess Return over S&P 500
~30d+2.6%n=5
~60d+30.7%n=5
~90d+72.8%n=5
Golden sunset
Worst Performer in February
Forward Returns
~30d-2.7%n=10
~60d-4.7%n=10
~90d-2.2%n=10
Excess Return over S&P 500
~30d+2.2%n=10
~60d-9.8%n=10
~90d-12.8%n=10
All green
Forward Returns
~30d-3.9%n=31
~60d+4.3%n=31
~90d+14.2%n=31
Excess Return over S&P 500
~30d+1.1%n=31
~60d-0.7%n=31
~90d+3.6%n=31
All Red
Forward Returns
~30d+2.0%n=4
~60d+19.1%n=4
~90d+38.4%n=4
Excess Return over S&P 500
~30d+6.9%n=4
~60d+14.1%n=4
~90d+27.9%n=4
Titan Snap
Forward Returns
~30d-5.1%n=6
~60d-1.2%n=6
~90d+22.3%n=6
Excess Return over S&P 500
~30d-0.2%n=6
~60d-6.2%n=6
~90d+11.8%n=6
The Mirage
Forward Returns
~30d-2.0%n=6
~60d+7.3%n=6
~90d+21.2%n=6
Excess Return over S&P 500
~30d+2.9%n=6
~60d+2.2%n=6
~90d+10.7%n=6
Deceptive Peak - Tech Cycle
Forward Returns
~30d-0.6%n=7
~60d+30.3%n=7
~90d+68.5%n=7
Excess Return over S&P 500
~30d+4.3%n=7
~60d+25.3%n=7
~90d+57.9%n=7
Deceptive Peak - Cyclical
Forward Returns
~30d-0.2%n=6
~60d+13.4%n=6
~90d+14.7%n=6
Excess Return over S&P 500
~30d+4.7%n=6
~60d+8.4%n=6
~90d+4.2%n=6

January, 2026

56 reports in Jan 2026

Rubberband
Best Performer in January
Forward Returns
~30d+15.2%n=3
~60d+2.8%n=3
~90d+11.1%n=3
Excess Return over S&P 500
~30d+16.1%n=3
~60d+8.5%n=3
~90d+6.9%n=3
Deceptive Peak - Cyclical
Worst Performer in January
Forward Returns
~30d-5.7%n=3
~60d-8.5%n=3
~90d-4.2%n=3
Excess Return over S&P 500
~30d-4.9%n=3
~60d-2.8%n=3
~90d-8.3%n=3
All green
Forward Returns
~30d-1.3%n=13
~60d-8.1%n=13
~90d+18.7%n=13
Excess Return over S&P 500
~30d-0.4%n=13
~60d-2.4%n=13
~90d+14.6%n=13
Golden sunset
Forward Returns
~30d+5.0%n=7
~60d-0.8%n=7
~90d+8.4%n=7
Excess Return over S&P 500
~30d+5.8%n=7
~60d+5.0%n=7
~90d+4.3%n=7
The Mirage
Forward Returns
~30d-0.9%n=5
~60d-5.8%n=5
~90d-3.2%n=5
Excess Return over S&P 500
~30d-0.0%n=5
~60d+0.0%n=5
~90d-7.4%n=5
Deceptive Peak - Tech Cycle
Forward Returns
~30d+7.5%n=5
~60d-4.0%n=5
~90d+2.1%n=5
Excess Return over S&P 500
~30d+8.3%n=5
~60d+1.7%n=5
~90d-2.0%n=5
Value Trap - No Story/Meme
Forward Returns
~30d-1.8%n=3
~60d-10.0%n=3
~90d-3.3%n=3
Excess Return over S&P 500
~30d-1.0%n=3
~60d-4.2%n=3
~90d-7.4%n=3

December, 2025

53 reports in Dec 2025

Titan Snap
Best Performer in December
Forward Returns
~30d+9.4%n=3
~60d+4.1%n=3
~90d+3.1%n=3
Excess Return over S&P 500
~30d+7.9%n=3
~60d+3.5%n=3
~90d+7.5%n=3
Rubberband
Worst Performer in December
Forward Returns
~30d-1.5%n=4
~60d-3.5%n=4
~90d-6.2%n=4
Excess Return over S&P 500
~30d-3.0%n=4
~60d-4.1%n=4
~90d-1.9%n=4
All green
Forward Returns
~30d+7.3%n=8
~60d+5.8%n=8
~90d-3.3%n=8
Excess Return over S&P 500
~30d+5.8%n=8
~60d+5.2%n=8
~90d+1.1%n=8
Golden sunset
Forward Returns
~30d+2.8%n=5
~60d+4.3%n=5
~90d+1.2%n=5
Excess Return over S&P 500
~30d+1.3%n=5
~60d+3.7%n=5
~90d+5.5%n=5
Deceptive Peak - Tech Cycle
Forward Returns
~30d+0.1%n=5
~60d+0.7%n=5
~90d-4.7%n=5
Excess Return over S&P 500
~30d-1.4%n=5
~60d+0.1%n=5
~90d-0.3%n=5
Deceptive Peak - Cyclical
Forward Returns
~30d+2.5%n=3
~60d-0.5%n=3
~90d-2.5%n=3
Excess Return over S&P 500
~30d+1.0%n=3
~60d-1.0%n=3
~90d+1.9%n=3
Value Trap - No Story/Meme
Forward Returns
~30d+3.5%n=4
~60d+7.1%n=4
~90d-10.0%n=4
Excess Return over S&P 500
~30d+2.0%n=4
~60d+6.5%n=4
~90d-5.6%n=4

March, 2023

14 reports in Mar 2023

All green
Best Performer in March
Forward Returns
~30d-3.6%n=4
~60d+35.3%n=4
~90d+39.8%n=4
Excess Return over S&P 500
~30d-5.2%n=4
~60d+33.2%n=4
~90d+31.1%n=4