There have been a couple of questions around here about determining whether or not your band is really working and I know I wasn't certain at the start either. Deep and conscious breathing sometimes work, but I still was skeptical of it occasionally. However, even in a noisy signal, I found that alternating periods of holding your breath and breathing naturally are very good at distinguishing the effectiveness of your setup and readings. It also points to some more interesting applications.
Dips in moving average are the ends of periods of holding breath. Of course, do this intelligently and don't push yourself, if you do it at all.
"Cerebral blood flow-related signal changes during breath-holding"