Transparent historical data
What Happens to Bitcoin Cash After a 15% 30-Day Correction?
Bitcoin Cash has recorded 9 completed independent occurrences in this 7-day study. The median subsequent return was -3.48% and 33.3% of outcomes finished higher.
Source: CoinGecko. Available local data: 2025-09-11 through 2026-09-16. Compare across assets → · Backtest this rule →
Outcome summary
Distribution of 3-day outcomes
| Return range | Occurrences |
|---|---|
| -7.3% to -5.6% | 2 |
| -5.6% to -3.9% | 0 |
| -3.9% to -2.3% | 3 |
| -2.3% to -0.6% | 0 |
| -0.6% to +1.1% | 1 |
| +1.1% to +2.8% | 0 |
| +2.8% to +4.4% | 1 |
| +4.4% to +6.1% | 0 |
| +6.1% to +7.8% | 2 |
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 | 9 | 0.85% | 0.45% | 55.6% | 8.39% | -6.74% |
| 3 days | 9 | -2.44% | -0.47% | 44.4% | 7.79% | -7.30% |
| 7 days | 9 | -3.48% | -2.36% | 33.3% | 5.09% | -10.08% |
| 14 days | 9 | -1.03% | -2.48% | 44.4% | 8.73% | -27.40% |
| 30 days | 9 | -1.32% | -5.56% | 22.2% | 19.55% | -46.11% |
| 90 days | 9 | -30.34% | -19.00% | 33.3% | 26.66% | -55.92% |
Historical occurrences
9 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 |
|---|---|---|---|---|---|---|---|---|
| 2026-05-20 | -15.15 | $370.21 | +0.85% | -2.44% | -7.15% | -27.40% | -46.11% | -44.58% |
| 2026-03-19 | -19.21 | $459.84 | -0.06% | +0.68% | +3.83% | -1.03% | -1.32% | -53.48% |
| 2026-03-16 | -16.08 | $473.27 | +1.24% | -2.84% | -0.56% | -4.48% | -7.70% | -55.92% |
| 2026-02-27 | -19.74 | $480.88 | -3.33% | -7.30% | -3.48% | -4.44% | -0.03% | -30.36% |
| 2026-02-24 | -15.93 | $498.47 | -2.46% | -3.53% | -10.08% | -9.94% | -4.22% | -30.34% |
| 2026-02-02 | -15.26 | $517.24 | +4.41% | +2.91% | +1.99% | +7.16% | -13.28% | -13.77% |
| 2025-11-05 | -19.09 | $480.85 | +1.72% | +6.76% | +5.09% | +8.73% | +19.55% | +12.32% |
| 2025-10-17 | -15.75 | $504.17 | -6.74% | -6.23% | -4.65% | +7.30% | -0.48% | +18.51% |
| 2025-10-12 | -16.29 | $499.57 | +8.39% | +7.79% | -6.21% | +1.80% | +3.54% | +26.66% |
Best 7-day cases
- 2025-11-05: +5.09%
- 2026-03-19: +3.83%
- 2026-02-02: +1.99%
Worst 7-day cases
- 2026-02-24: -10.08%
- 2026-05-20: -7.15%
- 2025-10-12: -6.21%
How this study works
An occurrence begins when the UTC daily reference-price return over 30 day(s) falls to or below -15%. 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.