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Month three: the rotation held

August 5, 2026 · ~4 min read

This is the third month of tracking forward returns across two dozen screening strategies. Month one was a momentum blowout: growth and momentum screens led, value lagged, everything finished positive. Month two inverted it: value led, momentum collapsed, and I used the reversal to make the point that one month of returns is mostly noise.

So the interesting question going into month three was simple: does it flip back again? It did not. For the first time, the board mostly repeated the month before rather than reversing it.

How this was measured

Same method throughout. For each strategy I take the basket of tickers it picked on a given past date, enter equal-weight at the first available close after that date, and measure the average percent return to the latest close. These numbers come from picks made on July 3, 2026, measured to August 4, 2026, a fresh one-month window that does not overlap the earlier two. About 22 equal-weighted names per basket. No transaction costs.

Bar chart of 1-month forward returns by screening strategy, July 3 to August 4 2026. Income and defensive strategies lead near +6%, while momentum strategies again fill the bottom, with Small Cap Momentum worst near -9%.
1-month forward return by screening strategy · picks from July 3 → measured August 4, 2026.

Three months side by side

Sorted by this month's return. The June and May columns are the real results from the previous two posts, so you can trace each strategy across the full run. A few screeners joined the board in June and have no May figure.

#Screening strategyJulyJuneMay
1Shareholder Yield+5.8%+0.8%+5.0%
2Low Volatility Defensive+5.4%-1.4%+11.6%
3Pure High-Yield Income+5.0%+0.5%n/a
4Price-to-Sales Value+4.0%-0.5%n/a
5Insider Buying + Quality+3.7%+4.4%+8.5%
6Magic Formula+3.5%+1.9%n/a
752w Low Value+3.3%+3.6%+3.0%
8Sustained Growth / FCF+3.3%+0.2%+6.9%
9Deep Value / Graham-style+3.1%+4.5%+0.9%
10Free Cash Flow Machine+2.5%-4.4%+9.2%
11Dividend Growth+1.1%-2.0%+4.8%
12Small Cap Value+1.0%+3.8%+2.1%
13Quality / Compounder+0.3%+0.0%+13.7%
14Institutional Accumulation-0.8%+5.3%n/a
15Capital-Light / Asset-Light-0.9%-2.2%+12.3%
16Small Cap Quality Growth-1.1%+5.9%n/a
17High Quality Growth (PEG)-2.3%-1.5%+11.3%
18Fortress Balance Sheet-3.0%-3.5%+11.8%
19GARP-3.4%-6.0%+16.5%
20Margin Expansion-3.8%-5.7%+11.4%
21High Quality Growth (Sales)-5.6%-0.7%+12.8%
22Breakout + Earnings-7.0%-0.5%+10.0%
23Momentum / Earnings Acceleration-7.8%-7.6%+18.1%
24Small Cap Momentum-8.8%-13.2%+12.4%

What stood out

Still only three months, but this is the first hint of a pattern. Three data points in one broad market backdrop is not proof of anything, and with ~22-name baskets a couple of tickers can swing a whole cohort. What's mildly interesting is the direction of the persistence: the strategies that keep showing up on top are the unglamorous value and income ones, while the momentum screens that dominated May have now underperformed twice in a row. That is worth watching, not trading on. The point of this series is exactly to see whether that persistence survives the next tape or evaporates the moment the market turns back to growth.

What's next

With three months logged, I can finally do the thing this series was building toward: a cumulative view. Instead of a fresh single-month snapshot each time, the next piece will compound each strategy's baskets across every pick date, so "who is actually consistent" becomes a line on a chart rather than a hunch. I'm also still planning to test whether consensus picks, the tickers several independent strategies flag at once, hold up better than any single screener has.

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