Transparent historical data

What Happens to BNB After a 10% One-Day Drop?

BNB has recorded 2 completed independent occurrences in this 7-day study. The median subsequent return was -0.89% and 50.0% of outcomes finished higher.

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

Outcome summary

Horizon90 days

Sample2

Median return-6.23%

Average return-6.23%

Positive outcomes50.0%

Best / worst+6.76% / -19.22%

Distribution of 90-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	5.39%	5.39%	100.0%	7.85%	2.94%
3 days	2	11.34%	11.34%	100.0%	17.20%	5.47%
7 days	2	-0.89%	-0.89%	50.0%	1.16%	-2.94%
14 days	2	0.20%	0.20%	100.0%	0.36%	0.04%
30 days	2	-3.75%	-3.75%	50.0%	2.31%	-9.81%
90 days	2	-6.23%	-6.23%	50.0%	6.76%	-19.22%

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
2026-02-06	-12.81	$606.90	+7.85%	+5.47%	+1.16%	+0.04%	+2.31%	+6.76%
2025-10-11	-12.03	$1104.50	+2.94%	+17.20%	-2.94%	+0.36%	-9.81%	-19.22%

Best 7-day cases

2026-02-06: +1.16%
2025-10-11: -2.94%

Worst 7-day cases

2025-10-11: -2.94%
2026-02-06: +1.16%

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.

Read the full methodology · Review data sources