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Bollinger Bands

Volatility bands placed above and below a moving average, widening and narrowing with market volatility.

Bollinger Bands

Created by John Bollinger, these bands adapt to market volatility and help identify overbought/oversold conditions.

Construction

  • Middle band: 20-period simple moving average (SMA)
  • Upper band: SMA + (2 × standard deviation)
  • Lower band: SMA − (2 × standard deviation)

Key concepts

Squeeze

When bands contract tightly, volatility is low. This often precedes a significant breakout in either direction.

Walk the band

In strong trends, price can "walk" along the upper or lower band for extended periods. This is NOT necessarily a reversal signal.

Mean reversion

Price touching the outer band and reversing back toward the middle band suggests mean-reverting behavior.

Trading applications

  • Use band width to gauge volatility
  • Look for squeezes to anticipate breakouts
  • Combine with RSI or volume for confirmation
  • Avoid trading Bollinger signals alone in trending markets

Key Takeaways

  • Context matters when interpreting any financial metric.
  • Combine multiple data points for informed decisions.
  • Continue learning to build investment knowledge.