The best indicator for Take-Two Interactive (TTWO)
We backtested 20 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.
CCI
On the daily chart, this is the strongest risk-adjusted edge we found for Take-Two Interactive (TTWO) over ~29.1 years — trailing buy-and-hold by 3.7% 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 | CCI ✓ | Daily | 11.0% | 0.5 | -68.7% | 73.2% | 142 | -3.7% |
| 2 | WaveTrend (8/6/4) ✓ | Daily | 11.3% | 0.48 | -64.6% | 63.6% | 110 | -3.5% |
| 3 | Holy Grail Confluence ✓ | Daily | 9.6% | 0.46 | -76.4% | 74.5% | 47 | -5.1% |
| 4 | Stochastic ✓ | Weekly | 8.9% | 0.46 | -71.6% | 79.3% | 29 | -5.7% |
| 5 | Money Flow Index ✓ | Daily | 9.4% | 0.44 | -78.1% | 73.0% | 37 | -5.3% |
| 6 | MACD ✓ | Weekly | 8.9% | 0.42 | -69.2% | 42.1% | 57 | -5.7% |
| 7 | WaveTrend (8/6/4) ✓ | Weekly | 8.5% | 0.42 | -71.9% | 72.7% | 22 | -6.1% |
| 8 | Stochastic ✓ | Daily | 7.1% | 0.38 | -66.1% | 73.6% | 144 | -7.6% |
| 9 | Williams %R ✓ | Daily | 7.1% | 0.38 | -75.4% | 66.9% | 178 | -7.7% |
| 10 | Williams %R ✓ | Weekly | 6.9% | 0.38 | -75.3% | 70.3% | 37 | -7.7% |
| 11 | Bollinger Mean-Reversion ✓ | Daily | 6.8% | 0.37 | -82.7% | 71.5% | 123 | -8.0% |
| 12 | EMA 20/50 Cross ✓ | Daily | 6.7% | 0.36 | -66.4% | 41.8% | 67 | -8.1% |
| 13 | Rate of Change ✓ | Weekly | 6.9% | 0.36 | -65.3% | 48.9% | 88 | -7.7% |
| 14 | CCI ✓ | Weekly | 6.3% | 0.35 | -75.3% | 78.6% | 28 | -8.3% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
For Take-Two Interactive (TTWO), CCI on the daily 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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