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Glossary Detail: Bollinger Bands & Squeeze

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Backtesting Bollinger Bands & Squeeze on High-Beta Names

Volatility bands plotted 2 standard deviations above/below a moving average. A squeeze (narrow bands) often precedes explosive moves.

Further Details:

Bollinger Bands consist of a middle band (20 SMA) and upper/lower bands set at 2 standard deviations above and below. The bands expand when volatility increases and contract when it decreases. A 'Bollinger Squeeze' occurs when the bands narrow to their tightest point — this compression often precedes a sharp breakout.

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