Are my budgies unhealthy?

I try to do a great deal of research on budgerigars to keep my parakeets healthy and happy. I think I remember reading somewhere that if your parakeet has its head tucked behind it and is fluffed up, the bird is sick. Both of my budgies do this at night and around 2 in the afternoon every day. They seem to be otherwise healthy, no runny noses or eyes or lethargy, eating and playing just fine, but I wanted to be sure. Is this true?