This screen lists stocks on the London Stock Exchange where the Bollinger Bands (20, 2) have narrowed to less than 40% of their average width over the last 50 bars. Periods of low volatility tend to be followed by large moves, so a squeeze often comes before a breakout. The squeeze does not tell the direction, so traders wait for the price to close outside the bands, ideally on rising volume. LSE prices are quoted in pence, and the list skips thinly traded shares.
