Take-Two Interactive Software (TTWO) — Daily Price Character
Historical session stats from dividend-adjusted prices: win rate, streaks, record days, weekday patterns, and (when available) how often the stock was green on S&P 500 green days.
Archetype
Explosive
High daily volatility — frequent large price swings.
Win rate
49.1%
3582 green · 3479 red · 228 flat · 7289 sessions
Current streak
1 green
As of Apr 7, 2026
Max win / lose streak
13 / 13 days
Win streak return: +10.65% · Lose: 18.56%
Median / σ daily
+0.000% · 3.203%
Avg green +2.20% · avg red 2.05%
Extreme days (>3%)
21.2%
807 up · 735 down
History from Apr 16, 1997 through Apr 7, 2026 · 7289 trading days with returns.
Trailing year — daily returns (calendar)
Apr 8, 2025 – Apr 7, 2026 · Mon–Fri sessions only
Monday–Friday — average return
Average dividend-adjusted return on that weekday (green / red by sign). Green/red day rule: ±0.01% vs prior close.
Monday–Friday — win rate
Share of sessions that closed green on that weekday. Bars are green at or above 50%, red below 50%.
Top green days
Largest single-session gains (dividend-adjusted), by historical return.
| Date | Return |
|---|---|
| Feb 25, 2008 | +54.90% |
| Sep 19, 2001 | +31.73% |
| Dec 17, 2001 | +31.20% |
| Apr 6, 1999 | +25.33% |
| Jan 8, 1999 | +25.09% |
| Sep 3, 2003 | +22.29% |
| Aug 8, 2000 | +19.90% |
| Oct 3, 2001 | +19.62% |
| May 19, 2015 | +18.26% |
| Sep 22, 1998 | +18.18% |
| May 21, 1999 | +15.28% |
| Dec 31, 1998 | +14.82% |
| Apr 23, 1997 | +14.80% |
| Dec 18, 2001 | +14.38% |
| Feb 6, 2013 | +14.06% |
| Jun 2, 2000 | +14.06% |
| Feb 7, 2025 | +14.03% |
| Sep 6, 2000 | +14.00% |
| Mar 10, 2009 | +13.98% |
| Jan 11, 1999 | +13.81% |
Worst red days
Largest single-session losses; "Days to recovery" counts trading sessions until close recovered the prior peak (dividend-adjusted).
| Date | Return | Days to recovery |
|---|---|---|
| Dec 14, 2001 | 31.31% | 2 |
| Dec 4, 2009 | 29.12% | 95 |
| Dec 18, 2008 | 26.18% | 186 |
| Sep 15, 2008 | 24.30% | 1384 |
| Sep 20, 2001 | 22.19% | 15 |
| Sep 18, 2001 | 21.09% | 1 |
| Jun 9, 2006 | 17.53% | 109 |
| Sep 27, 2000 | 16.29% | 123 |
| Aug 3, 2007 | 16.26% | 32 |
| Aug 29, 2001 | 15.92% | 128 |
| Jun 27, 2006 | 15.70% | 52 |
| Nov 1, 2005 | 15.11% | 322 |
| Apr 14, 2000 | 14.33% | 2 |
| Feb 6, 2019 | 13.76% | 68 |
| Jan 27, 2006 | 13.74% | 40 |
| Nov 8, 2022 | 13.68% | 17 |
| Sep 25, 1998 | 13.65% | 25 |
| Sep 17, 2001 | 13.63% | 26 |
| Jun 7, 2002 | 13.59% | 50 |
| Mar 10, 2000 | 13.45% | 304 |
Frequently asked questions
What is the daily win rate for Take-Two Interactive Software (TTWO)?
- Historically, Take-Two Interactive Software (TTWO) closed green on 49.1% of trading days (3582 green, 3479 red, 228 flat), using dividend-adjusted closes and a ±0.01% threshold for green vs red.
What is the current winning or losing streak for Take-Two Interactive Software (TTWO)?
- As of 2026-04-07, Take-Two Interactive Software (TTWO) is on a 1-day winning streak (consecutive green or red days by the same rules, ignoring trailing flat days).
What does Steady, Balanced, or Explosive mean for Take-Two Interactive Software (TTWO)?
- We label Take-Two Interactive Software (TTWO) as "explosive" based on the sample standard deviation of daily returns: High daily volatility — frequent large price swings.
What were the best and worst single trading days for Take-Two Interactive Software (TTWO)?
- Largest single-day gain: +54.90%. Largest single-day loss: 31.31%. Tables on this page list the top record green and red days.
What counts as an "extreme" daily move for Take-Two Interactive Software (TTWO)?
- We treat a day as extreme if the absolute dividend-adjusted daily return exceeds 3%. About 21.2% of trading days for Take-Two Interactive Software (TTWO) were extreme (807 up, 735 down).
Data & methodology
How are green, red, and flat days defined?
- We use dividend-adjusted (or close-to-close for non-equity) daily returns. Green: return ≥ +0.01%. Red: return ≤ −0.01%. Flat: between those bounds.
How is the current streak calculated?
- We count consecutive green or consecutive red days using the same thresholds. If the most recent session is flat, we skip trailing flat days and measure from the last non-flat close.
What does “vs S&P 500” mean?
- On sessions where the S&P 500 (^GSPC) was green, we report how often this stock was also green. Shown only for USD equities when benchmark data exists and the symbol is not the index itself.
Where does the archetype come from?
- Sample standard deviation of daily returns: low → Steady, high → Explosive, otherwise Balanced. Labels describe typical daily volatility, not quality of the investment.