What had to be true?
Read the actual entry condition before the headline number. A useful backtest begins with a repeatable rule, not a story about the chart.
How a screen earns its place.
ChartMath is a screener with backtest data. The screens are the product: readable market rules researched before they reach your watchlist, feed, or alert.
Research does not remove uncertainty. It gives you a repeatable reason to look, evidence to inspect, and a better starting point for deciding whether the risk is worth taking.
204Technical screens
521 US equitiesUS coverage
374 NSE equitiesIndia coverage
100 crypto pairsCrypto coverage
The method
Define. Test. Publish. Review.
The same rule should mean the same thing in research and in the live market.
- 01
Define the rule
Start with a readable technical condition: price, structure, momentum, volume, or an explicit combination. The rule should say exactly why a stock matched.
- 02
Test the history
Run the same rule across a fixed market universe and years of data. Count the trades and examine the win rate, average return, losing periods, and timeframe.
- 03
Publish the evidence
When a screen goes live, its definition and historical results travel with it. The user should be able to inspect the evidence before acting.
- 04
Review new behaviour
New market data keeps arriving after launch. We compare what a live screen does with what its research suggested and review the ones that diverge.
Read the test
A result is more than a win rate.
A ChartMath screen is a readable technical rule applied consistently to a defined market universe. It is not a prediction. When the current market matches the rule, ChartMath shows the chart, the reason it matched, and the historical evidence for that setup.
How many trades are behind it?
A percentage without its trade count hides how fragile it may be. Five examples and five hundred examples do not carry the same weight.
What did winning and losing look like?
Win rate is only one view. Average return, drawdown, losing streaks, and the exit rule help describe the path behind the result.
What can history not answer?
A backtest cannot guarantee the next trade or preserve an edge forever. It is evidence for a decision, never a substitute for risk control.
The honest limit
Evidence, not prophecy.
A backtest describes how the same rule behaved in historical data. It can show the number of past trades, win rate, average return, and losing periods. It cannot tell you what the next trade will do. Historical evidence helps frame odds; it does not remove uncertainty.
What we refuse
Research loses value when the caveats disappear.
- 01
Show a win rate without the rule and sample behind it.
- 02
Call a backtest a prediction, a guarantee, or proof of the next trade.
- 03
Present one recent winning run as a complete trading process.
- 04
Treat execution as separate from the stop and position size decided before entry.
Use the research. Keep the judgment.
Browse the live screens, or learn the habits that turn a setup into a repeatable trading process.