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, out-of-sample, with costs.
QQE
On the weekly chart, this is the strongest risk-adjusted edge we found for Take-Two Interactive (TTWO) over ~29.2 years — beating buy-and-hold by 3.7% CAGR.
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 | 18.3% | 0.59 | -75.8% | 48.8% | 86 | 3.7% |
| 2 | Stochastic RSI ✓ | Daily | 12.5% | 0.57 | -42.3% | 65.2% | 221 | -2.2% |
| 3 | CCI ✓ | Daily | 11.0% | 0.5 | -68.7% | 73.2% | 142 | -3.7% |
| 4 | SMC: Liquidity Sweep ✓ | Daily | 11.6% | 0.5 | -69.5% | 75.2% | 101 | -3.1% |
| 5 | Vortex ✓ | Weekly | 11.9% | 0.49 | -50.4% | 39.3% | 61 | -2.7% |
| 6 | Murrey Math Lines ✓ | Weekly | 10.8% | 0.49 | -58.8% | 81.2% | 16 | -3.8% |
| 7 | Demand Index ✓ | Weekly | 11.6% | 0.49 | -62.7% | 72.1% | 68 | -3.0% |
| 8 | WaveTrend (8/6/4) ✓ | Daily | 11.3% | 0.48 | -64.6% | 63.6% | 110 | -3.5% |
| 9 | Ultimate Oscillator ✓ | Daily | 10.6% | 0.48 | -68.2% | 77.3% | 22 | -4.2% |
| 10 | Random Walk Index ✓ | Weekly | 11.4% | 0.48 | -50.4% | 41.7% | 60 | -3.2% |
| 11 | Intraday Momentum Index ✓ | Weekly | 10.2% | 0.48 | -58.5% | 70.6% | 17 | -4.4% |
| 12 | Random Walk Index ✓ | Weekly | 11.4% | 0.48 | -50.4% | 41.7% | 60 | -3.2% |
| 13 | Stochastic ✓ | Daily | 10.9% | 0.47 | -52.0% | 68.0% | 128 | -3.9% |
| 14 | Holy Grail Confluence ✓ | Daily | 9.6% | 0.46 | -76.4% | 74.5% | 47 | -5.1% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
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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