The best indicator for Chipotle Mexican Grill (CMG)
We backtested 382 indicators across daily, weekly and hourly charts on real Chipotle Mexican Grill (CMG) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.
Williams %R (50)
On the weekly chart, this is the strongest risk-adjusted edge we found for Chipotle Mexican Grill (CMG) over ~20.4 years — beating buy-and-hold by 4.0% CAGR.
Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Chipotle Mexican Grill (CMG) — trailing buy-and-hold by 10.2% CAGR, out-of-sample. Fewer, higher-conviction trades than any single indicator.
The winner on each chart
Every indicator, ranked
Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.
| # | Indicator | TF | CAGR | Sharpe | Max DD | Win | Trades | vs B&H |
|---|---|---|---|---|---|---|---|---|
| 1 | Williams %R (50) ✓ | Weekly | 23.0% | 0.94 | -35.1% | 50.0% | 16 | 4.0% |
| 2 | VIDYA ✓ | Weekly | 22.3% | 0.88 | -39.8% | 50.0% | 30 | 3.3% |
| 3 | Volatility Regime (VIX-style) ✓ | Daily | 16.7% | 0.88 | -29.9% | 40.5% | 148 | -2.1% |
| 4 | CCI (50) ✓ | Weekly | 20.6% | 0.86 | -38.5% | 46.7% | 15 | 1.6% |
| 5 | WMA 30 Trend ✓ | Weekly | 20.2% | 0.86 | -39.1% | 40.0% | 40 | 1.2% |
| 6 | DEMA 100 Trend ✓ | Weekly | 16.2% | 0.84 | -26.5% | 70.0% | 20 | -2.8% |
| 7 | LSMA 200 Trend ✓ | Weekly | 16.3% | 0.84 | -24.3% | 60.0% | 15 | -2.7% |
| 8 | EMA 200 Trend ✓ | Daily | 20.5% | 0.83 | -39.7% | 41.3% | 63 | 1.6% |
| 9 | CCI (200) ✓ | Daily | 20.2% | 0.83 | -44.3% | 33.3% | 48 | 1.4% |
| 10 | Accumulation/Distribution ✓ | Weekly | 20.9% | 0.83 | -57.5% | 51.0% | 49 | 2.0% |
| 11 | RSI (30) ✓ | Weekly | 20.5% | 0.83 | -41.6% | 50.0% | 20 | 1.6% |
| 12 | Disparity (50) ✓ | Weekly | 19.9% | 0.83 | -45.7% | 47.6% | 21 | 1.0% |
| 13 | WMA 200 Trend ✓ | Daily | 19.3% | 0.82 | -33.8% | 40.6% | 69 | 0.4% |
| 14 | VIDYA 30 Trend ✓ | Daily | 20.2% | 0.82 | -40.9% | 39.8% | 88 | 1.4% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Chipotle Mexican Grill (CMG), Williams %R (50) on the weekly timeframe gave the best balance of return and risk in our test. It beat buy-and-hold — but remember: this is a hypothetical backtest of a standard rule, not a recommendation. Markets change. See the methodology and disclaimer.
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