It's been the opposite for me actually. I've had migraines for over 12 years now, and they appear mostly during relaxing, quiet phases a couple of days after stressful events (or prolonged phases of stress).

For example, my wife and I worked overtime and through the weekends for three weeks before our anniversary, because we wanted everything done by then. We went to a resort for our anniversary, and sure enough, on the second day of relaxation I've had an episode.