The Women's Health Initiative (WHI) randomized clinical trial of hormone therapy (HT) and primary prevention of coronary heart disease (CHD) found overall harm rather than benefit from medication. This surprised professionals, made newspaper headlines, and changed prescription practices. However, the pre-WHI research literature was strongly supportive of a prevention role for HT only when interpreted in particular ways. This article reviews the history of research on HT and CHD prevention preceding WHI and the initial response to WHI in terms of underlying decision-making-rules and values about how to design and interpret research, especially rules and values fostering a positive view of HT's benefits for disease prevention even in the face of neutral, ambiguous, and negative evidence.