Bollinger Breach
SPY at 759.97, no recent BB breach
▶ View the live, interactive version with full charts →
SPY closes below lower 20D/2σ Bollinger Band — mean-reversion setup.
- 187 signals since 1995-01-01.
- SPY at 759.97, no recent BB breach
SPY Close
769.49
Lower BB
760.07
Currently Breached
No
Days Since Last Breach
31
Total Breaches
187
As of
2026-10-29
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 (187)
| Date | SPY | Lower BB | MA Regime | 1W | 2W | 1M | 3M |
|---|---|---|---|---|---|---|---|
| 2026-09-16 | 752.18 | 753.14 | Above 200D MA | 2.08 | 1.39 | 2.61 | |
| 2026-07-29 | 727.65 | 731.18 | Above 200D MA | 5.53 | 5.90 | 5.71 | |
| 2026-06-10 | 721.77 | 723.17 | Above 200D MA | 2.14 | 1.48 | 3.54 | 4.74 |
| 2026-03-27 | 630.89 | 634.34 | Below 200D MA | 3.92 | 8.20 | 12.24 | 17.16 |
| 2026-03-20 | 645.30 | 647.79 | Below 200D MA | -2.23 | 1.60 | 8.56 | 15.07 |
| 2026-03-13 | 657.16 | 660.83 | Above 200D MA | -1.80 | -4 | 5.14 | 12.30 |
| 2026-03-06 | 667.17 | 670.03 | Above 200D MA | -1.50 | -3.28 | -1.69 | 9.99 |
| 2026-02-05 | 672.37 | 674.54 | Above 200D MA | 0.54 | 1.74 | 0.10 | 8.26 |
| 2026-01-20 | 672.33 | 673.70 | Above 200D MA | 2.64 | 1.76 | 1.02 | 4.19 |
| 2025-11-18 | 653.03 | 654.34 | Above 200D MA | 2.26 | 3.61 | 2.48 | 4.76 |
| 2025-10-10 | 646.05 | 646.12 | Above 200D MA | 1.74 | 3.71 | 4.35 | 6.77 |
| 2025-04-03 | 527.94 | 535.03 | Below 200D MA | -2.26 | -1.92 | 5 | 15.99 |
| 2025-03-06 | 561.68 | 562.65 | Above 200D MA | -3.72 | -1.26 | -11.51 | 3.86 |
| 2025-02-27 | 573.78 | 577.79 | Above 200D MA | -2.11 | -5.75 | -4.74 | 1.16 |
| 2024-12-18 | 573.06 | 576.16 | Above 200D MA | 2.91 | 1.31 | 3.79 | -1.46 |
Showing 15 of 187 rows — see the live version for all.