Strategy

Bollinger Bands Strategy: Mean Reversion & Squeezes

Use Bollinger Bands for mean reversion and breakout trades. Band squeezes, walks, and key settings.

What Bollinger Bands measure

Bollinger Bands plot a 20-period moving average with 2 standard deviations above and below. The bands widen during high-volatility periods and narrow during low-volatility periods. This volatility proxy is the core insight: bands squeezed tight means a breakout is coming; bands wide open means the move is already in progress.

Three Bollinger plays

Band squeeze: when bands narrow to the tightest range in 50+ bars, expect a breakout within a few bars. Enter on the first breakout candle, stop at the middle band. Band walk: in strong trends, price "walks" along the outer band — do not fade this, it's a trend signal. Mean reversion: in ranging markets, tags of the outer bands often mean-revert to the middle band, especially with reversal candles (hammer, engulfing).

Why Bollinger traders fail

They treat outer band tags as automatic fades. In a strong trend, price touches the outer band and keeps going for 20+ bars — and the mean-reversion trader blows up. Rule: only fade outer bands in ranging markets (ADX < 20). In trending markets (ADX > 25), use bands for entries in the trend direction, not against.

Frequently asked questions

Should I change the default 20/2 settings?
Usually no. The 20/2 default has stood for 40 years because it produces a usable standard-deviation band. Fiddling with settings often just curve-fits recent data.
Are Bollinger Bands better than Keltner channels?
Different tools. Bollinger uses std dev; Keltner uses ATR. Bollinger reacts faster to volatility spikes; Keltner is smoother. Use both together for the "Bollinger inside Keltner" squeeze setup.