The first move up after a Bollinger squeeze starts a big run
Narrow bands are often treated as a sign that volatility has contracted before a larger move.
Result
No difference — The test did not establish a difference from the matched baseline.
- Observed up-rate
- 48.7%
- Volatility-matched expected rate
- 49.3%
- 95% lift interval
- 0.97 ~ 1.00x
- Signals · symbols · dates
- 29,979 · 5,385 · 262
As of 2026-10-22 · Observed period 2025-09-29 to 2026-10-22
Source: DawnScan daily scan records and daily price records
Rule definition
An event is an up day while the daily Bollinger Band width sat in the low end of its one-year range.
Why people use this rule
Narrow bands are often treated as a sign that volatility has contracted before a larger move.
Results by market regime
| Regime | Cases | Observed | Expected | Verdict |
|---|---|---|---|---|
| Neutral | 6,199 | 43.1% | 42.4% | No difference |
| Risk-off | 1,882 | 73.5% | 72.9% | Not enough data |
| Risk-on | 21,630 | 48.1% | 49.1% | Worse than baseline |
| Other | 268 | 55.6% | 58.2% | Not enough data |
Recent confirmed cases
| Date | Symbol | Outcome |
|---|---|---|
| 2026-10-22 | NATH | +0.1% Delisted (last recorded value) |
| 2026-10-14 | ATKR | +0.0% Delisted (last recorded value) |
| 2026-10-13 | BZH | +0.1% Delisted (last recorded value) |
| 2026-10-12 | ACVA | +0.5% Delisted (last recorded value) |
| 2026-10-08 | GREEL | +0.0% Delisted (last recorded value) |
| 2026-10-07 | MIMI | +9.3% Delisted (last recorded value) |
| 2026-10-06 | WEAV | +0.3% Delisted (last recorded value) |
| 2026-10-05 | ATII | -8.3% Delisted (last recorded value) |
| 2026-10-02 | YSS | -29.6% |
| 2026-10-02 | XNCR | +20.0% |
| 2026-10-02 | WEST | +22.0% |
| 2026-10-02 | WDFC | +8.7% |
| 2026-10-02 | VNO | +2.4% |
| 2026-10-02 | VINP | -6.9% |
| 2026-10-02 | VBNK | -2.0% |
| 2026-10-02 | UMH | -1.7% |
| 2026-10-02 | TWN | -17.1% |
| 2026-10-02 | TSN | +9.9% |
| 2026-10-02 | TRIN | -3.5% |
| 2026-10-02 | TMQ | -29.1% |
| 2026-10-02 | TMC | -31.4% |
| 2026-10-02 | TCMD | +4.3% |
| 2026-10-02 | SUPN | -1.1% |
| 2026-10-02 | SUJA | +9.8% |
| 2026-10-02 | SRCE | +0.7% |
| 2026-10-02 | SON | +2.5% |
| 2026-10-02 | SMTC | -34.6% |
| 2026-10-02 | SLS | -17.5% |
| 2026-10-02 | SLNH | -37.3% |
| 2026-10-02 | SLF | +3.0% |
Method and limitations
Definition: An event is an up day while the daily Bollinger Band width sat in the low end of its one-year range.
Historical outcomes only. The sample may reflect a limited market regime. Results do not account for stops, position sizing, fees, or taxes.
Past data · not investment advice