Chain command blocks execute even if the command block before it doesn't execute successfully.
How to reproduce:
1. Put an impulse command block down facing any direction with the command: testfor @e[name=Spder](i meant to spell spider wrong)
2. Put another command block on the end of that one, set it to chain, and type the command: say hi
3. Power the chain command block
4. Repeatedly power the first command block.
The chain command block will execute and successfully put "hi" into the chat even though the first command block can't find an entity with the name "Spder".