NSE + BSE · US markets · end of day
Every base on every liquid stock, in India and the US — seen the day it breaks out.
KALMAT applies the same written rules to the whole market after each close: which stocks are building bases, which have a live pivot, which broke out today — and whether that rule was ever worth trading in the first place.
8,500+ stocks · 8.6 years of exchange data · scanned after every close
One loop, start to finish
Most screeners stop at a list of tickers. KALMAT covers the whole trade — find it, prove it, size it, execute it, review it — so nothing depends on memory or mood.
Every stock is graded through a pattern lifecycle after each close: base forming, pivot set, breakout, running — or failed.
Replay any screen over 8.6 years of data, net of costs, before you risk a rupee or a dollar on it.
A risk calculator turns your stop distance into a position size, so one wrong trade stays small.
A 3:15 pm pre-close scan and a Tomorrow's-orders card tell you exactly which orders to place, and where.
A journal measures your real slippage while a paper-trading autopilot runs your plan without emotions, for comparison.
What's inside
Concrete tools, named and specific. Everything below ships today.
After every close, all 8,500+ stocks run through The Coil (volatility drying up), Open Sky (all-time-high breakouts), The Long Lid (levels untouched for years) and First Base (newly listed stocks building their first structure).
Combine the house screens, compose filters from raw measures — or just describe it: type "tight bases in auto parts under ₹2,000cr with rising RS" and the dials fill themselves, echoing back exactly what was understood.
Every forming base is matched against thousands of completed look-alikes from the archive: "76% of bases like this broke out within ~250 sessions · median run +19% · n=286." Historical frequency, shown on the card — never a prediction.
Delivery percentage on every breakout (real buying vs intraday churn), a results-in-N-days warning before earnings, and bulk/block-deal badges — all from exchange files, all filterable and backtestable.
Eight quarters of revenue and profit on every stock's page, with growth, margin, promoter holding and pledge % — straight from official filings, and screenable: "profit growing 20% with pledge under 5%" works as a filter.
Four scans a day across the whole liquid floor — pivot crossings, volume surges vs the time-of-day norm, 52-week-high touches, opening gaps — each window pushed to your phone. Honest about quote delay until you plug in a live feed.
Every replay is net of 0.35% per side. Four entry models, including a GTT-at-pivot mode that fills on every poke of the level — the failed ones too. Walk-forward validated on unseen years (rank correlation 0.71 India, 0.76 US), Monte Carlo ranges, and a PDF report you can keep.
A full sweep of screen × entry × stop × exit × position count × risk has been run across both markets — 978 plan replays, ranked by risk-adjusted return, all net of costs.
Pick a plan once and the nightly pipeline trades it on paper — every qualifying signal, no cherry-picking — then charts the account's equity against what the backtest predicted.
After tonight's scan, a card lists the exact resting orders your plan wants for the next session: symbol, trigger level, quantity from your risk setting.
Minutes before the Indian close, a scheduled scan checks the only names near enough to a live pivot to cross today — so a breakout-close entry doesn't require watching the tape all day.
Log the price you actually paid against the model's fill. Once five real fills exist, the numbers stop assuming average costs and start using your measured slippage. A concentration guard also warns when too many positions share one sector.
Connect a Telegram bot and the machine reports to you: the evening order card, pre-close crossing alerts, data-quality warnings — and a full PDF review of your week, every Sunday.
Breadth that says whether breakouts are being paid, a rotation quadrant, and an 84-industry map sized by market value and coloured by relative-strength change.
The market's biggest winners since 2018 — total multiples and each year's champions, computed on adjusted closes, so you can study what big wins actually looked like.
India (NSE + BSE) and the US, behind a single toggle. Same rules, same screens, same tools — each market with its own archive, updated every night.
Official exchange files back to 2018, verified against corporate actions. Nightly sentinel checks look for gaps and anomalies, and the archive is never allowed to shrink.
The numbers we won't dress up
Every screener could look brilliant if it quietly ignored costs, failed breakouts and hindsight. KALMAT is built the other way round — the uncomfortable numbers are on the label, because you can only use an edge you actually understand.
KALMAT is a study tool. It is not SEBI-registered, and nothing here is investment advice or a recommendation to buy or sell anything.
They replay fixed rules on past data, net of modelled costs. Live trading would have felt worse, and no backtest promises the future.
That is normal for breakout trading, and we print it rather than hide it. The edge is asymmetry — winners run further than losers are allowed to fall — not accuracy.
Failed pokes are counted, entries are tested on unseen years, and costs hit every fill. A number that can't survive that treatment doesn't appear.