The best indicator for Chipotle Mexican Grill (CMG)
We backtested 20 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.
EMA-10 Trend
On the weekly chart, this is the strongest risk-adjusted edge we found for Chipotle Mexican Grill (CMG) over ~20.4 years — trailing buy-and-hold by 2.1% CAGR.
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 | EMA-10 Trend ✓ | Weekly | 16.9% | 0.72 | -46.7% | 45.0% | 80 | -2.1% |
| 2 | Donchian Midline ✓ | Weekly | 17.0% | 0.72 | -49.6% | 44.7% | 47 | -1.9% |
| 3 | RSI Trend (>50) ✓ | Weekly | 16.6% | 0.69 | -56.4% | 47.8% | 46 | -2.4% |
| 4 | Rate of Change ✓ | Weekly | 15.6% | 0.68 | -50.5% | 44.0% | 50 | -3.4% |
| 5 | MACD ✓ | Weekly | 14.8% | 0.67 | -49.3% | 51.4% | 35 | -4.2% |
| 6 | ADX / DMI ✓ | Daily | 11.7% | 0.63 | -53.2% | 40.4% | 136 | -7.2% |
| 7 | Donchian Midline ✓ | Daily | 13.9% | 0.61 | -47.4% | 40.3% | 258 | -5.0% |
| 8 | EMA 20/50 Cross ✓ | Daily | 13.4% | 0.6 | -55.0% | 46.7% | 45 | -5.4% |
| 9 | RSI Trend (>50) ✓ | Daily | 13.2% | 0.6 | -51.4% | 32.7% | 254 | -5.6% |
| 10 | Rate of Change ✓ | Daily | 12.8% | 0.58 | -74.0% | 40.6% | 313 | -6.1% |
| 11 | Bollinger Breakout ✓ | Daily | 10.0% | 0.57 | -33.2% | 43.8% | 96 | -8.8% |
| 12 | Donchian Breakout ✓ | Weekly | 11.5% | 0.57 | -60.7% | 41.2% | 17 | -7.4% |
| 13 | Heikin-Ashi Trend ✓ | Weekly | 11.6% | 0.54 | -63.1% | 48.9% | 178 | -7.3% |
| 14 | EMA-10 Trend ✓ | Daily | 11.3% | 0.53 | -56.9% | 42.1% | 449 | -7.6% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Chipotle Mexican Grill (CMG), EMA-10 Trend on the weekly timeframe gave the best balance of return and risk in our test. It still trailed buy-and-hold on raw return — 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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