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Volatility squeeze

Bollinger width at a 6-month low. Coiled for a move.

  • Volatility squeeze
  • Avg daily value traded (RM) > 100000
Delayed prices, last session Fri, 6 Nov
Volatility squeeze
Stock
Gamuda5398S4.82−2.23%80.2m1.7×−2.6%+7.3%45-37
SUNMED55552.090.00%15.2m0.6×−0.5%+3.0%47-37
Sunway REIT51762.05−0.49%8.1m0.6×−0.5%−6.8%51-25

12 more stocks match

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Definition

Track record measured with the equivalent formula:

BB_WIDTH(20, 2) <= LOWEST(BB_WIDTH(20, 2), 120)

Matches as of 6 Nov 2026

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Track record

What happened after this screener fired over the past 3 years: 2,683 signals across the market. Each signal counts once, only on stocks trading at least RM100k a day at the time, with entry at the next session's open.

Historically about the same as picking any liquid stock.

Track record
This screenerAny liquid stock
Beat the KLCI over 20 days44.4%43.1%
Higher after 20 days42.6%41.9%
Median 20-day return0.00%−0.43%
Median return vs KLCI−0.78%−1.10%
Median 5-day return0.00%0.00%

Past signals don't predict future returns. Counters that have since delisted are missing, which flatters every result slightly. Many Bursa stocks don't move at all in 20 days, so “higher” stays below 50% even for random picks.