SteadyTapeQuantitative Market Research

Bollinger Breach

SPY at 737.55, no recent BB breach

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SPY closes below lower 20D/2σ Bollinger Band — mean-reversion setup.

SPY Close
737.55
Lower BB
729.71
Currently Breached
No
Days Since Last Breach
48
Total Breaches
184
As of
2026-06-05

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 (184)

DateSPYLower BBMA Regime1W2W1M3M
2026-03-27634.09637.56Below 200D MA3.928.2012.24
2026-03-20648.57651.08Below 200D MA-2.231.608.56
2026-03-13660.49664.17Above 200D MA-1.80-45.14
2026-03-06670.55673.43Above 200D MA-1.50-3.28-1.699.99
2026-02-05675.77677.95Above 200D MA0.541.740.108.26
2026-01-20675.73677.11Above 200D MA2.641.761.024.19
2025-11-18656.34657.66Above 200D MA2.263.612.484.76
2025-10-10649.32649.39Above 200D MA1.743.714.356.77
2025-04-03530.62537.74Below 200D MA-2.26-1.92515.99
2025-03-06564.52565.50Above 200D MA-3.72-1.26-11.513.86
2025-02-27576.68580.72Above 200D MA-2.11-5.75-4.741.16
2024-12-18575.96579.08Above 200D MA2.911.313.79-1.46
2024-10-31558.63558.99Above 200D MA4.744.356.156.18
2024-08-02521.92522.62Above 200D MA0.024.023.607.03
2024-07-25527.31527.47Above 200D MA0.85-1.444.417.68

Showing 15 of 184 rows — see the live version for all.