Tight weekly closes lead to a big move
Narrow weekly ranges are often treated as a volatility contraction that may precede expansion.
Result
Worse than baseline — The observed result was below the matched baseline.
- Observed up-rate
- 48.9%
- Volatility-matched expected rate
- 49.6%
- 95% lift interval
- 0.98 ~ 1.00x
- Signals · symbols · dates
- 32,225 · 5,582 · 260
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 a weekly Bollinger Band width in the bottom 25% of its last 10 weeks.
Why people use this rule
Narrow weekly ranges are often treated as a volatility contraction that may precede expansion.
Results by market regime
| Regime | Cases | Observed | Expected | Verdict |
|---|---|---|---|---|
| Neutral | 6,375 | 43.3% | 43.5% | No difference |
| Risk-off | 1,741 | 71.1% | 71.4% | Not enough data |
| Risk-on | 23,699 | 48.6% | 49.4% | Worse than baseline |
| Other | 410 | 63.9% | 65.5% | Not enough data |
Recent confirmed cases
| Date | Symbol | Outcome |
|---|---|---|
| 2026-10-22 | VSME | +28.1% Delisted (last recorded value) |
| 2026-10-12 | WEAV | +0.3% Delisted (last recorded value) |
| 2026-10-08 | GREEL | +0.0% Delisted (last recorded value) |
| 2026-10-08 | BZH | +0.2% Delisted (last recorded value) |
| 2026-10-07 | IAE | -20.4% Delisted (last recorded value) |
| 2026-10-05 | ATKR | +0.2% Delisted (last recorded value) |
| 2026-10-02 | ZNB | -71.5% |
| 2026-10-02 | W | +14.5% |
| 2026-10-02 | VCIG | -87.7% |
| 2026-10-02 | UVE | +10.4% |
| 2026-10-02 | TD | +5.6% |
| 2026-10-02 | SWK | +13.2% |
| 2026-10-02 | STRW | -6.0% |
| 2026-10-02 | SKM | -17.7% |
| 2026-10-02 | SFNC | +1.2% |
| 2026-10-02 | RYZ | +21.8% |
| 2026-10-02 | PPSI | -23.3% |
| 2026-10-02 | PMI | +44.5% |
| 2026-10-02 | PLOW | -2.5% |
| 2026-10-02 | PBYI | +9.8% |
| 2026-10-02 | NHP | -6.3% |
| 2026-10-02 | NEXT | +13.9% |
| 2026-10-02 | MGNX | -33.0% |
| 2026-10-02 | LUNR | -27.5% |
| 2026-10-02 | LTM | -11.6% |
| 2026-10-02 | LNTH | +0.5% |
| 2026-10-02 | KEX | +4.4% |
| 2026-10-02 | IRWD | -3.8% |
| 2026-10-02 | HMH | +3.4% |
| 2026-10-02 | HLF | +3.9% |
Method and limitations
Definition: An event is a weekly Bollinger Band width in the bottom 25% of its last 10 weeks.
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