Seven portfolios, each launched on a different date, each built on one proprietary rating — the ERS 4D™ Rating. Each one outperformed the S&P 500. Average excess return: 14.7%. Three portfolios launched when the S&P 500 subsequently declined — all three still produced meaningful positive returns.
All measured through March 6, 2026 · Equal-weighted · No rebalancing
| Selection Date | Stocks | 4D Return | S&P 500 | Excess | % Gains |
|---|---|---|---|---|---|
| Jul 3, 2025 | 40 | +18.6% | 83% | ||
| Jul 31, 2025 | 44 | +21.9% | 84% | ||
| Aug 29, 2025 | 37 | +8.3% | 68% | ||
| Oct 2, 2025 | 25 | +10.7% | 56% | ||
| Nov 3, 2025 | 44 | +17.1% | 80% | ||
| Dec 1, 2025 | 48 | +11.4% | 71% | ||
| Dec 31, 2025 | 44 | +15.0% | 80% |
“Randomness contributes to investment outcomes. But it does not explain seven for seven. When every model, on every date, beats the market — that is the signature of a system. Not a guess.”
— Equity Risk Sciences · Built on 12+ years of quantitative research · Validated over a 25-year study of 433,500 ratingsEach portfolio shown was constructed on its stated selection date and posted live for ERS subscribers on that date. These are not backtests. Subscribers could view the exact composition of each model portfolio on the day it was created. Returns shown are total returns from each selection date through March 6, 2026, measured against the identical period. Results are model portfolio returns and do not represent actual client trading or account performance. The October 2, 2025 portfolio incorporated a supplemental momentum criterion not used in the other six portfolios. Past performance is not indicative of future results. For registered investment advisors and qualified institutional investors only.
