Three out of four of the horror films category.
Willy.
Sorry to be pedantic but I think my four are all horror films?
Ring (2002), It (2017), Omen (1976), Saw (2004).
Absolutely, but that doesn’t preclude there being (at least) five in there that are horror movies titles, one of which, in the context of this puzzle, belongs in a different grouping.
Seems my daughter has inherited my evil gene. 
Willy.
Hmm! I think you maybe need to clarify the rules a bit.
I read that as being there are only four items in the twenty that are connected. Are you saying there are five different groups of four connected items?
Yes, five different categories of four items. Sorry if I hadn’t made that clear.
Willy.
Tell me about it Steve … 
I’ve made a few goofs and had to re-write or clarify a fair few of my teasers !
I’m also a bit uncertain whether I have grasped all of the rules. Perhaps Willy could re-phrase or expand on the rules a bit further ?
Here goes…
There are 20 items in the grid. You have to arrange them into 5 groups of 4 connected items and, if possible, identify the connection between those four items.
@SteveD has already identified that one of the categories is “horror films” and has correctly identified three of the items in that category.
The fourth item he attributed as a horror film doesn’t belong in the “horror films” category as defined by this puzzle as even though it is the title of a well know horror film is also a well known … and belongs in a different category.
Willy.
Ah, so we have to keep putting forward potential groups of four, and you will tell us each time either ‘Yes’ or ‘No’. ?
Yes.
Willy.
Wand, Pentacle, Cup and Chain: Magic?
Three out of four. Too general, it’s a more specific discipline of “magic”
Willy.
Blanket, Cross, Running, Chain - types of stitch?
Correct!
Willy.
Cadet, Mirror, Laser, Optimist - types of dinghy?
Congratulations, two down, three to go.
Willy.
Clutching at straws now:-
Spitfire, Poison, Pentacle, Breathe - each word has three vowels in total, one that appears once and one that appears twice.
Three of those belong in a category.
None of the connections are that complicated, it’s general knowledge rather than a Mensa test.
Willy.
Breathe, Poison, Spitfire, Omen
All are songs by The Prodigy
Three down, two categories to go.
Willy.
Wand cup pentacle sword
Tarot cards