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Volatility Compression

Bollinger Squeeze

A Bollinger squeeze occurs when the bands, set a number of standard deviations around a moving average, contract to unusually narrow width relative to their own history. Because band width is a direct function of volatility, a squeeze is a quantitative statement that volatility has compressed and, historically, tends to mean-revert upward.

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Bollinger band squeeze: the upper and lower bands contract to unusually narrow width around price, indicating compressed volatility before an expansion.
Schematic of a bollinger squeeze. Drawn to show the structure the scanner tests for, not a particular stock.
Bias
Neutral / directionless
Category
Volatility Compression
Scan cadence
Every close

What has to be true for a Bollinger Squeeze to trigger

  • Band width unusually narrow relative to the stock's own recent range of band widths
  • The compression sustained rather than a single bar

How PatternGrade grades it

Tighter compression relative to the stock's own history grades higher.

Every scanner grades its hits A+, A or B from the pattern's own measurable structure. The grading is deterministic — the same chart always produces the same grade. It describes how closely the chart matches the pattern, not how likely anything is to happen; no hit rate or probability is attached to a grade. The reasoning is set out in the methodology.

What a Bollinger Squeeze looks like in practice

A stock's Bollinger Bands, set two standard deviations around a 20-day average, have narrowed from a width of about 14% of price to under 5% over five weeks. The band width is the lowest it has been in six months. Price sits mid-channel, daily ranges have shrunk to roughly a third of what they were, and volume has fallen alongside them.

How a Bollinger Squeeze fails

The squeeze resolves in the direction you were not positioned for. Band width is a pure volatility measure with no directional content, and the initial break out of a squeeze is notoriously prone to a head-fake. Price pushes one way, triggers the obvious stops, and then reverses hard. Squeezes can also persist far longer than seems reasonable, so a position taken in anticipation can sit dead for weeks.

What this pattern is telling you

The squeeze indicates an expansion is likely, not its direction, and squeezes can persist for much longer than they look able to.

PatternGrade is not a financial advisor and does not give buy or sell recommendations. Targets and stops shown on a pattern are reference levels derived from its geometry, not advice.

How to scan for Bollinger Squeeze setups

PatternGrade rescans every liquid US stock (~4,500 names) for this pattern after every close and returns the hits as a graded list, with the pattern drawn on each chart, so you review setups rather than hunt for them.

Join the waitlist to be invited when sign-ups reopen and see the current Bollinger Squeeze list, or browse all 75 patterns.

Bollinger Squeeze FAQ

What does a Bollinger Band squeeze mean?

The bands have contracted to unusually narrow width, meaning volatility has compressed. Historically this tends to be followed by a volatility expansion, in either direction.

What is a Bollinger squeeze?

A period where the bands, conventionally two standard deviations either side of a 20-day moving average, contract to unusually narrow width relative to their own recent history. John Bollinger's observation was that low volatility tends to be followed by high volatility, so a squeeze is read as a coiled state rather than a direction.

Which way does a squeeze break?

The indicator does not say, which is why PatternGrade classifies it as neutral. Direction has to come from the structure the squeeze forms in. A squeeze near the highs of a base reads very differently from one in a stock below falling averages.

How narrow do the bands need to get?

Relative to their own history, not to a fixed number. The common approach is to compare current band width against its own range over the past six months and flag readings in the lowest decile. A band width of 5% is extraordinary on one stock and routine on another.

How long does a Bollinger squeeze last?

Anywhere from a few sessions to a couple of months. There is no reliable duration, and squeezes that persist tend to produce sharper expansions when they finally resolve, though 'tend to' is doing real work in that sentence.

Patterns a Bollinger Squeeze is mistaken for

TTM Squeeze
The TTM Squeeze adds a second condition: the Bollinger Bands must contract entirely inside the Keltner Channels. It is a stricter, more specific version of the same idea.
ADR Contraction
ADR measures the average daily range directly. Band width measures standard deviation of closes. Similar conclusions, different mathematics: ADR ignores gaps, band width does not.
Symmetric Triangle
A triangle is a price structure with two drawable converging boundaries. A squeeze is an indicator reading with no shape requirement.
VCP (Volatility Contraction)
A VCP requires a specific sequence of successively shallower pullbacks. A squeeze only requires current volatility to be low relative to its own history.

Last reviewed September 2, 2026. Structure and grading for the Bollinger Squeeze are reviewed against the scanner's own rules.

Related volatility compression

  • NR7 (Narrow Range)
  • TTM Squeeze
  • ADR Contraction
  • Inside Bar
PatternGrade

PatternGrade is a technical pattern scanner for ~4,500 US stocks. The information on this site is for educational and analytical purposes only and is not investment advice. Always trade at your own risk.

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