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Educational use only. Not a broker/dealer or investment adviser and not registered with SEBI. Past performance does not indicate future results.

13,440exit configurations tested per stock-screen pair

Backtested trading strategy database.

Pick a technical screen and an instrument. ChartMath finds the strongest tested long, short, swing, and end-of-day exits, so you can judge the evidence before risking money.

184 curated screens•500+ US stocks•No signup required
Strategy finder

Find the best tested exits for a setup.

Public preview · up to 4 picks
123
Select a screen and stock to query the database.

We will show the eligible long, short, swing, and EOD winners—without exposing thousands of near-identical combinations.

How the database works

The entry stays fixed. We test the exits.

A ChartMath screen defines the setup. For every stock-screen pair, the research engine evaluates thousands of ways to manage the historical position and surfaces only the strongest eligible picks.

01

Choose an entry screen

Start with one of ChartMath's curated technical screens. The screen defines the exact historical entry rule.

02

Pick an instrument

Search the selected US, India, or crypto market to test how that screen behaved on a specific instrument.

03

Compare the top exits

See up to four quality-scored winners: long, short, swing, and end-of-day. The full library stays in the app.

Selection method

“Best” means more than win rate.

A high win rate can hide small gains, large losses, or too few trades. ChartMath first rejects weak evidence, then scores the remaining strategies across expectancy, risk, drawdown, liquidity, recent behavior, and sample confidence.

01 EV per trade above zero
02 Positive Kelly edge from win rate and reward:risk
03 At least five qualifying historical trades
04 Stop distance inside the timeframe's accepted range
Quality score weightsExact formula
30%
Kelly edge

Win rate − (loss rate ÷ reward:risk), rewarding a stronger payoff structure.

15%
EV per trade

Average historical percentage return, normalized by timeframe.

10%
Win rate

The share of qualifying historical trades that won.

10%
Drawdown control

Rewards smaller peak-to-trough backtest losses.

10%
Stop / timeframe fit

Rewards stop distances suited to the screen's timeframe.

10%
Liquidity

Uses dollar volume when available, otherwise market cap.

10%
Recent-outcome adjustment

Compares full win rate with the last five outcomes; neutral when unavailable.

5%
Sample confidence

Gives larger qualifying trade samples more confidence.

The exact winner is selected inside each of four fixed public buckets: long, short, swing, and EOD.

Read the evidence

Four numbers worth reading together.

Win rate

The percentage of historical trades that finished profitable. Read it together with return and sample size.

Average return

The historical expectancy per trade after applying the strategy's exact stop, target, trail, and time exit.

Maximum drawdown

The largest peak-to-trough decline in the backtest. Lower drawdown can make an edge easier to follow.

Sample size

The number of historical trades behind the result. A high percentage on a tiny sample is weak evidence.

Popular starting points

Explore a backtested screen first.

Each screen page explains the entry rule, shows current matches, and lets you research its top exits on a stock of your choice.

Daily · VolatilityNR4 SqueezeView screen →Daily · VolatilityBollinger Squeeze Break BullView screen →1-Hour · ReversalsVWAP ReclaimView screen →1-Hour · ReversalsRSI Oversold BounceView screen →5-Min · ORB & GapsORB 15m BreakoutView screen →Daily · CrossoversGolden CrossView screen →
Browse all 203 screens →
Questions about backtesting

What the database can and cannot tell you.

What is a backtested stock strategy?

A backtested strategy applies the same entry and exit rules to historical market data. The result shows how those rules would have behaved in the past, including wins, losses, returns, drawdowns, and trade count.

How does ChartMath choose the strategies shown here?

ChartMath tests 13,440 exit configurations for each stock-screen pair, then applies minimum evidence and risk-quality checks. The public database shows up to four top picks across long, short, swing, and end-of-day categories rather than exposing every tested combination.

Can I change the stop loss, target, or trailing stop on the website?

No. The website shows the stop, target, trail, and time exit belonging to each selected top strategy. The complete strategy library and its richer research workflow are available in the ChartMath mobile app.

Does a strong backtest mean the next trade will win?

No. A backtest describes a historical distribution, not the outcome of the next trade. Market conditions change, and slippage, gaps, spreads, and execution can make live results different from historical results.

What is the difference between a screen and a strategy?

A screen defines when a stock enters the setup. A strategy defines how that historical position was managed after entry, including direction, stop loss, profit target, trailing stop, and time-based exit.
The complete research workflow

Take the full strategy library with you.

The website shows up to four curated winners. Use the ChartMath app for the complete strategy library, real-time screen matches, alerts, and risk-sized trade plans.

Get the ChartMath app

Backtests use historical data and are not predictions or investment advice. Past performance does not guarantee future results. Live execution may differ because of spreads, slippage, gaps, and liquidity.