Bollinger Breach
SPY at 743.29, no recent BB breach
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SPY closes below lower 20D/2σ Bollinger Band — mean-reversion setup.
- 126 signals since 1995-01-01.
- SPY at 743.29, no recent BB breach
SPY Close
742.09
Lower BB
729.89
Currently Breached
No
Days Since Last Breach
26
Total Breaches
126
As of
2026-07-20
When to run this study
Run when SPY closes below the lower 20D/2-sigma Bollinger Band. Historically a high-conviction 1M mean-reversion setup, especially in uptrending tape.
Historical results
Lower BB Breaches (126)
| Date | SPY | Lower BB | MA Regime | 1W | 2W | 1M | 3M |
|---|---|---|---|---|---|---|---|
| 2026-06-10 | 723.57 | 724.96 | Above 200D MA | 2.14 | 1.48 | 3.54 | |
| 2026-03-27 | 632.46 | 635.92 | Below 200D MA | 3.92 | 8.20 | 12.24 | 17.16 |
| 2026-03-20 | 646.90 | 649.40 | Below 200D MA | -2.23 | 1.60 | 8.56 | 15.07 |
| 2026-03-13 | 658.79 | 662.47 | Above 200D MA | -1.80 | -4 | 5.14 | 12.30 |
| 2026-03-06 | 668.83 | 671.70 | Above 200D MA | -1.50 | -3.28 | -1.69 | 9.99 |
| 2026-02-05 | 674.04 | 676.21 | Above 200D MA | 0.54 | 1.74 | 0.10 | 8.26 |
| 2026-01-20 | 674 | 675.37 | Above 200D MA | 2.64 | 1.76 | 1.02 | 4.19 |
| 2025-11-18 | 654.66 | 655.97 | Above 200D MA | 2.26 | 3.61 | 2.48 | 4.76 |
| 2025-10-10 | 647.65 | 647.72 | Above 200D MA | 1.74 | 3.71 | 4.35 | 6.77 |
| 2025-04-03 | 529.25 | 536.36 | Below 200D MA | -2.26 | -1.92 | 5 | 15.99 |
| 2025-03-06 | 563.07 | 564.05 | Above 200D MA | -3.72 | -1.26 | -11.51 | 3.86 |
| 2025-02-27 | 575.20 | 579.23 | Above 200D MA | -2.11 | -5.75 | -4.74 | 1.16 |
| 2024-12-18 | 574.48 | 577.59 | Above 200D MA | 2.91 | 1.31 | 3.79 | -1.46 |
| 2024-10-31 | 557.19 | 557.55 | Above 200D MA | 4.74 | 4.35 | 6.15 | 6.18 |
| 2024-08-02 | 520.58 | 521.28 | Above 200D MA | 0.02 | 4.02 | 3.60 | 7.03 |
Showing 15 of 126 rows — see the live version for all.