Transparent historical data
What Happens to Avalanche After a 10% One-Day Drop?
Avalanche has recorded 5 completed independent occurrences in this 7-day study. The median subsequent return was 7.36% and 60.0% of outcomes finished higher.
Source: CoinGecko. Available local data: 2025-09-10 through 2026-09-16. Compare across assets → · Backtest this rule →
Outcome summary
Distribution of 14-day outcomes
| Return range | Occurrences |
|---|---|
| -12.9% to -10.6% | 2 |
| -10.6% to -8.3% | 0 |
| -8.3% to -6.0% | 1 |
| -6.0% to -3.7% | 0 |
| -3.7% to -1.4% | 1 |
| -1.4% to +0.9% | 0 |
| +0.9% to +3.2% | 0 |
| +3.2% to +5.5% | 0 |
| +5.5% to +7.8% | 1 |
All forward horizons
Click a horizon to jump the summary above to it, or a column header to re-sort this table.
| Horizon | Sample | Median | Average | Positive | Best | Worst |
|---|---|---|---|---|---|---|
| 1 days | 5 | 0.69% | 2.06% | 60.0% | 11.31% | -3.78% |
| 3 days | 5 | 4.03% | 5.14% | 80.0% | 14.20% | -3.25% |
| 7 days | 5 | 7.36% | 3.53% | 60.0% | 9.18% | -4.34% |
| 14 days | 5 | -6.55% | -5.12% | 20.0% | 7.77% | -12.87% |
| 30 days | 5 | -11.04% | -9.26% | 40.0% | 8.31% | -31.66% |
| 90 days | 5 | -33.47% | -20.86% | 40.0% | 15.42% | -58.04% |
Historical occurrences
5 independent episodes. Recent events can have incomplete longer horizons.
Filters apply to the list below only — outcome statistics above use the complete historical sample.
| Date | Trigger | Price | 1d | 3d | 7d | 14d | 30d | 90d |
|---|---|---|---|---|---|---|---|---|
| 2026-06-06 | -12.70 | $6.72 | -0.89% | +0.63% | -2.28% | -12.33% | +2.93% | +11.86% |
| 2026-02-06 | -14.57 | $8.33 | +11.31% | +10.10% | +7.74% | +7.77% | +8.31% | +15.42% |
| 2025-11-04 | -11.67 | $16.64 | -3.78% | -3.25% | +9.18% | -12.87% | -11.04% | -40.08% |
| 2025-10-11 | -26.51 | $20.86 | +2.97% | +14.20% | -4.34% | -6.55% | -14.84% | -33.47% |
| 2025-09-26 | -10.77 | $28.85 | +0.69% | +4.03% | +7.36% | -1.59% | -31.66% | -58.04% |
Best 7-day cases
- 2025-11-04: +9.18%
- 2026-02-06: +7.74%
- 2025-09-26: +7.36%
Worst 7-day cases
- 2025-10-11: -4.34%
- 2026-06-06: -2.28%
- 2025-09-26: +7.36%
How this study works
An occurrence begins when the UTC daily reference-price return over 1 day(s) falls to or below -10%. Adjacent qualifying dates and the configured cooldown are grouped into one episode.
Forward return = ((price on T + horizon / price on T) − 1) × 100. Missing exact UTC dates are marked incomplete and excluded from aggregates. Percentiles use inclusive linear interpolation.