The best indicator for Take-Two Interactive (TTWO)
We backtested 382 indicators across daily, weekly and hourly charts on real Take-Two Interactive (TTWO) history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where Take-Two Interactive (TTWO) 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.
QQE
On the weekly chart, this is the strongest risk-adjusted edge we found for Take-Two Interactive (TTWO) over ~29.6 years — beating buy-and-hold by 3.8% CAGR.
Take-Two Interactive (TTWO) 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 Take-Two Interactive (TTWO) — trailing buy-and-hold by 5.0% 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 | QQE ✓ | Weekly | 18.1% | 0.59 | -75.8% | 49.4% | 87 | 3.8% |
| 2 | Stochastic RSI ✓ | Daily | 12.5% | 0.57 | -42.3% | 65.0% | 223 | -2.0% |
| 3 | CCI ✓ | Daily | 11.0% | 0.5 | -68.7% | 73.6% | 144 | -3.4% |
| 4 | Demand Index ✓ | Weekly | 11.7% | 0.5 | -62.7% | 72.5% | 69 | -2.5% |
| 5 | SMC: Liquidity Sweep ✓ | Daily | 11.5% | 0.49 | -69.5% | 74.8% | 103 | -3.0% |
| 6 | Murrey Math Lines ✓ | Weekly | 10.7% | 0.49 | -58.8% | 82.4% | 17 | -3.5% |
| 7 | Vortex ✓ | Weekly | 11.5% | 0.48 | -50.4% | 41.3% | 63 | -2.7% |
| 8 | Stochastic ✓ | Daily | 10.8% | 0.47 | -52.0% | 67.7% | 130 | -3.7% |
| 9 | WaveTrend (8/6/4) ✓ | Daily | 11.1% | 0.47 | -64.6% | 63.4% | 112 | -3.4% |
| 10 | Ultimate Oscillator ✓ | Daily | 10.3% | 0.47 | -68.2% | 77.3% | 22 | -4.1% |
| 11 | Random Walk Index ✓ | Weekly | 11.0% | 0.47 | -50.4% | 43.5% | 62 | -3.2% |
| 12 | Intraday Momentum Index ✓ | Weekly | 10.1% | 0.47 | -58.5% | 70.6% | 17 | -4.2% |
| 13 | Random Walk Index ✓ | Weekly | 11.0% | 0.47 | -50.4% | 43.5% | 62 | -3.2% |
| 14 | MA Envelope ✓ | Weekly | 10.3% | 0.46 | -74.9% | 68.4% | 79 | -4.0% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on Take-Two Interactive (TTWO)
20 of 670 tested setups beat buy-and-hold on Take-Two Interactive (TTWO) outright. Another 124 could get there with leverage they would survive — but 180 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| Connors RSI-2 | 2 | none needed | 4.44× |
| Williams %R | 1 | 1.17× | 3.62× |
| Pivot Points (Standard) | 1 | 1.21× | 3.16× |
| Projection Bands | 1 | 1.58× | 3.26× |
| MA Envelope | 1 | 1.62× | 3.05× |
| QQE | 1 | 1.73× | 1.78× |
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 Take-Two Interactive (TTWO), QQE 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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