signals / BB lower band bounce
BB lower band bounce is a long-side study. Fires when close crosses back above the lower Bollinger Band.
FAQ
What is BB lower band bounce?
BB lower band bounce is a long-side study. Fires when close crosses back above the lower Bollinger Band.
What is the sample?
Hit rates use the same rank engine as /t/spy on a fixed sample (SPY, SPX, QQQ, IWM, AAPL, MSFT, NVDA, TSLA). 8 of those names have a measurable history for this rule. Windows are 5 days, 1 month and 3 months on daily bars. Last bar in sample: 2026-10-12. Method: /methodology. Caveats: /help.
What does BB lower band bounce measure?
Fires when daily close crosses back above the lower Bollinger Band. Underlying math: see How it works on this page. Catalog line: Fires when close crosses back above the lower Bollinger Band.
What does a firing mean?
A firing is the daily bar where this rule’s condition becomes true (a cross or a flip). It is a study event, not a recommendation to buy or sell. Forward windows on this site are close-to-close with no costs. Study side is long-side (LONG). A positive forward return is a rise in the close after the print — a scoring convention, not a recommendation to buy. Method: /methodology.
Why can the sample be small?
Hit rates need enough dated prints with a completed forward window. A row with fewer than 10 firings is anecdote, not evidence — the same caveat as /help. Slow rules (especially 50/200 SMA crosses) often have single-digit counts on a two-year tape. We do not invent a hit rate when the count is missing. Names in this sample with a measurable history include AAPL · SPY · QQQ · SPX.
How it works
Bollinger Bands on the daily close: 20-period SMA as the middle band, upper / lower at ± 2 rolling standard deviations. The rule fires when close crosses back through the outer band, not when price first tags it.
Fires when daily close crosses back above the lower Bollinger Band.
Definition comes from the rank-rule catalog and the indicator defaults in this repo. Slug bb-lower-band-bounce is listed on /api/meta.
How to read it
Study side is long-side (labeled LONG on firing chips). A positive forward return on this page is a rise in the close after the print. That is how the event is scored — not a recommendation to buy. Crossing back through an outer band is a mean-reversion-style event in the catalog, not proof that price “bounced.” In a strong trend, close can ride the band and print repeated crosses. The table’s count is how often that happened on each name — a high count is more sample, not a stronger claim.
Scoring on this site is shared across every rule (5-day / 1-month / 3-month close-to-close windows, side-adjusted). See How it is scored here below. Names in the tracked sample with a measurable history include AAPL · SPY · QQQ · SPX. Those figures are the same rows as the hit-rate table below — not a second ranking. Historical hit rates, not a prediction / not trade advice.
When it fails
- Price can “walk the band” in a trend and print many failed bounces or rejects.
- Band width expands after a shock; the first cross back can be noise.
- The rolling standard deviation uses the same pandas default as the indicator function — not a custom estimator.
- Past ≠ future. A historical hit rate is not a prediction and not investment advice.
- No costs modeled. Forward returns are close-to-close with no commissions, slippage or borrow.
- Small samples. A row with fewer than 10 firings is anecdote, not evidence.
- Overlap bias. Clustered prints can credit the same later move more than once.
Same caveats as the rest of the site: /methodology · /help.
How it is scored here
On this site every rule is scored the same way: run it over about two years of daily bars, record each firing, and measure what the name did 5 days, 1 month and 3 months later. Sell signals are measured as shorts, so a positive return is a profitable short (side-adjusted). The composite score is 0.6 × average return + 0.4 × (win rate − 50), with longer horizons weighted more. Nothing here is a forecast.
Full catalog: /signals. Method: /methodology. Slug bb-lower-band-bounce is stable and listed on /api/meta.
Same family: BB upper band reject
Firing now (mega-caps, last 5 bars)
Hit rates on tracked names
Same rank engine as /t/spy, /t/nvda, and /t/spx, restricted to this rule.
| Symbol | Win 5d | Win 1mo | Win 3mo | Count | Last bar |
|---|---|---|---|---|---|
| AAPL | 45.5% | 81.8%n=11 | 72.7% | 11 | 2026-10-12 |
| QQQ | 46.7% | 66.7%n=15 | 100.0% | 15 | 2026-10-12 |
| NVDA | 75.0% | 58.3%n=12 | 83.3% | 12 | 2026-10-12 |
| SPY | 47.4% | 66.7%n=18 | 88.2% | 18 | 2026-10-12 |
| SPX | 45.0% | 63.2%n=19 | 83.3% | 19 | 2026-10-12 |
| TSLA | 57.1% | 50.0%n=14 | 76.9% | 14 | 2026-10-12 |
| IWM | 25.0% | 56.2%n=16 | 69.2% | 16 | 2026-10-12 |
| MSFT | 38.5% | 46.2%n=13 | 53.8% | 13 | 2026-10-12 |
Honest caveats
- Past ≠ future. Everything here is a historical measurement on daily bars, not a prediction and not investment advice.
- No costs modeled. Forward returns are close-to-close with no commissions, slippage or borrow.
- Overlap bias. Signals that fire in clusters get credit for the same move more than once.
- Small samples. A row with fewer than 10 firings is anecdote, not evidence.
Full method: help manual. Interactive chart: terminal.