Options, futures, and equities trading carries significant risk of loss and is not suitable for every investor. You can lose more than your initial investment, particularly with leveraged or derivative products. Past performance of any indicator, model, or strategy is not indicative of future results.
CharmCast's macro briefings and symbol-level analyses are generated by large language models (Anthropic Claude, Google Gemini) using the platform's research-grounded indicator stack as input. Despite calibration prompts and citation requirements, AI output may contain errors, omissions, hallucinations, or stale data. Always independently verify any claim, number, or causal chain before acting on it.
Every indicator surfaced by the platform — gamma exposure, dealer hedging flow, orderflow toxicity (VPIN), volatility regime classifications, macro nowcasts, ML model probabilities — is an estimator derived from public market data. Estimators have bias, variance, and failure modes. Walk-forward and Monte Carlo statistics are reported where available, but they describe historical samples and do not guarantee out-of-sample behavior.
Where the platform shows historical or simulated performance (training reports, walk- forward backtests, equity curves), those results have inherent limitations: survivorship bias, look-ahead bias risk, fee/slippage assumptions, and regime dependence. Hypothetical performance does not reflect actual trading and should not be relied upon as a predictor of live results.
Use of CharmCast does not create a fiduciary, advisory, broker-client, or attorney-client relationship between you and CharmCast or its operators.
The Service is provided from the United Kingdom. It is your responsibility to ensure that your use of the Service complies with the laws and regulations of your country of residence and any other applicable jurisdiction.
See also the Terms of Service and Privacy Policy.
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