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 over the full backtest, with costs, and checked out-of-sample.
Where Chipotle Mexican Grill (CMG) stands
Computed from our own daily OHLCV history, not quoted from a third party. Moving averages use closing prices; "52-week" is the last 252 trading sessions.
Williams %R (50)
On the weekly chart, this is the strongest risk-adjusted edge we found for Chipotle Mexican Grill (CMG) over ~20.8 years — beating buy-and-hold by 2.1% CAGR.
Chipotle Mexican Grill (CMG) on the weekly chart
The timeframe our backtest found best for this asset. The chart is live market data; the results above are hypothetical and historical.
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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 | 21.2% | 0.88 | -38.7% | 50.0% | 18 | 2.1% |
| 2 | VIDYA ✓ | Weekly | 21.9% | 0.87 | -39.8% | 50.0% | 30 | 2.8% |
| 3 | Volatility Regime (VIX-style) ✓ | Daily | 16.0% | 0.85 | -29.9% | 40.3% | 149 | -3.0% |
| 4 | DEMA 100 Trend ✓ | Weekly | 15.9% | 0.83 | -26.5% | 70.0% | 20 | -3.2% |
| 5 | LSMA 200 Trend ✓ | Weekly | 16.0% | 0.83 | -24.3% | 60.0% | 15 | -3.1% |
| 6 | RSI (30) ✓ | Weekly | 20.0% | 0.82 | -41.6% | 47.6% | 21 | 0.9% |
| 7 | Keltner 50 (x2.0) ✓ | Weekly | 15.5% | 0.81 | -26.0% | 48.1% | 27 | -3.6% |
| 8 | CCI (50) ✓ | Weekly | 18.9% | 0.8 | -38.5% | 47.1% | 17 | -0.2% |
| 9 | WMA 30 Trend ✓ | Weekly | 18.4% | 0.8 | -47.6% | 39.5% | 43 | -0.8% |
| 10 | Hull MA 200 Trend ✓ | Weekly | 14.4% | 0.79 | -31.4% | 72.2% | 18 | -4.7% |
| 11 | ROC (30) ✓ | Weekly | 19.3% | 0.79 | -40.6% | 53.6% | 28 | 0.2% |
| 12 | CMO (30) ✓ | Weekly | 19.3% | 0.79 | -40.6% | 53.6% | 28 | 0.2% |
| 13 | Momentum (30) ✓ | Weekly | 19.3% | 0.79 | -40.6% | 53.6% | 28 | 0.2% |
| 14 | Disparity (50) ✓ | Weekly | 18.7% | 0.79 | -45.7% | 47.8% | 23 | -0.4% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on Chipotle Mexican Grill (CMG)
222 of 607 tested setups beat buy-and-hold on Chipotle Mexican Grill (CMG) outright. Another 242 could get there with leverage they would survive — but 75 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| Sine-Weighted MA | 2 | 1.63× | 2.87× |
| Rate of Change | 2 | none needed | 2.58× |
| EMA-10 Trend | 2 | none needed | 2.93× |
| Hull MA Trend | 2 | none needed | 2.73× |
| Momentum | 2 | none needed | 2.7× |
| Price Volume Trend | 2 | none needed | 2.67× |
Out-of-sample, costs included. A setup is only listed if the leverage it needs is less than the leverage its own worst drawdown survives — when it isn't, no amount of leverage gets there. Volatility drag isn't modelled, so these are the optimistic case. Every indicator, ranked this way
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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