← positive_eps_streak (all companies) · CMG (all signals) · all methodology
positive_eps_streak on CHIPOTLE MEXICAN GRILL INC (CMG)
SIC 5812 — Retail-Eating Places · CIK 1058090 · default direction: long
Definition
Fires on companies with consecutive years of positive earnings — quality compounder candidates. Surfaces stable franchises with earnings durability, not speculative growth.
Every time the signal fired on CMG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-04 | 2026-02-04 | -3.71% | -6.79% | -7.19% | — | — |
| FY2024 | 2025-02-05 | 2025-02-05 | -0.33% | -0.38% | -10.50% | -10.35% | -31.51% |
| FY2023 | 2024-02-08 | 2024-02-08 | +0.68% | -0.09% | +2.50% | +22.08% | +7.19% |
| FY2022 | 2023-02-09 | 2023-02-09 | -1.43% | +0.89% | -3.50% | +26.51% | +62.31% |
| FY2021 | 2022-02-11 | 2022-02-11 | +0.16% | -2.44% | -5.73% | -15.40% | +5.32% |
| FY2020 | 2021-02-10 | 2021-02-10 | -0.10% | -5.72% | -5.35% | -7.68% | +4.15% |
| FY2019 | 2020-02-05 | 2020-02-05 | +0.35% | +5.43% | -14.81% | +2.45% | +73.25% |
| FY2018 | 2019-02-08 | 2019-02-08 | +3.53% | +3.97% | +5.85% | +21.23% | +52.81% |
| FY2017 | 2018-02-08 | 2018-02-08 | -3.97% | +7.76% | +21.11% | +57.75% | +126.82% |
| FY2016 | 2017-02-07 | 2017-02-07 | +1.08% | +5.24% | +1.97% | +18.50% | -31.72% |
| FY2015 | 2016-02-05 | 2016-02-05 | -3.29% | +4.44% | +15.98% | -4.82% | -14.03% |
| FY2014 | 2015-02-04 | 2015-02-04 | -0.75% | -0.94% | -0.82% | -6.21% | -30.34% |
| FY2013 | 2014-02-05 | 2014-02-05 | +0.38% | +0.61% | +9.37% | -7.50% | +23.69% |
| FY2012 | 2013-02-08 | 2013-02-08 | +0.89% | -2.04% | +0.53% | +12.59% | +70.89% |
| FY2011 | 2012-02-10 | 2012-02-10 | +0.27% | +2.19% | +5.60% | +7.17% | -15.79% |
Forward returns are stock returns from event date (next trading day after filing). Sign is raw stock direction; the trade direction is in the calibration table below.
Universe-wide calibration (this signal across all companies)
| Horizon | n events | Gross stock ret | Hit rate | Trade dir | Net PnL | Cost (bps) | r/σ net |
|---|---|---|---|---|---|---|---|
| 1d | 21,256 | +0.05% | +49.53% | long | -0.16% | 22 | -0.04 |
| 5d | 21,258 | +0.10% | +50.10% | long | -0.10% | 22 | -0.00 |
| 20d | 21,218 | -0.80% | +49.80% | long | -1.03% | 22 | -0.04 |
| 60d | 19,852 | +1.64% | +54.15% | long | +1.48% | 22 | +0.04 |
| 252d | 19,501 | +13.65% | +64.44% | long | +13.47% | 22 | +0.27 |
Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See positive_eps_streak methodology for the full audit.