Transparent historical data

What Happens to Bitcoin After a 30% 30-Day Correction?

Bitcoin has recorded 2 completed independent occurrences in this 7-day study. The median subsequent return was 3.31% and 100.0% of outcomes finished higher.

Source: CoinGecko. Available local data: 2025-09-10 through 2026-09-16. Compare across assets → · Backtest this rule →

Outcome summary

Horizon7 days

Sample2

Median return+3.31%

Average return+3.31%

Positive outcomes100.0%

Best / worst+5.54% / +1.08%

Distribution of 7-day outcomes

Not enough completed data yet for a distribution chart.

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	2	7.92%	7.92%	100.0%	11.94%	3.89%
3 days	2	7.97%	7.97%	100.0%	12.14%	3.80%
7 days	2	3.31%	3.31%	100.0%	5.54%	1.08%
14 days	2	4.28%	4.28%	100.0%	6.69%	1.87%
30 days	2	7.32%	7.32%	100.0%	7.38%	7.27%
90 days	2	24.69%	24.69%	100.0%	29.72%	19.67%

Historical occurrences

2 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
2026-02-13	-30.57	$66258.53	+3.89%	+3.80%	+1.08%	+1.87%	+7.38%	+19.67%
2026-02-06	-32.96	$62778.22	+11.94%	+12.14%	+5.54%	+6.69%	+7.27%	+29.72%

Best 7-day cases

2026-02-06: +5.54%
2026-02-13: +1.08%

Worst 7-day cases

2026-02-13: +1.08%
2026-02-06: +5.54%

How this study works

An occurrence begins when the UTC daily reference-price return over 30 day(s) falls to or below -30%. 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.

Read the full methodology · Review data sources