Transparent historical data
What Happens to BNB After a 30% 30-Day Correction?
BNB has recorded 4 completed independent occurrences in this 7-day study. The median subsequent return was 2.38% and 75.0% 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 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.
Historical occurrences
4 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 |
|---|---|---|---|---|---|---|---|---|
| 2026-02-27 | -30.28 | $625.59 | -1.97% | -1.10% | +3.59% | +4.01% | -2.38% | +3.60% |
| 2026-02-23 | -33.79 | $589.47 | +1.22% | +6.72% | +4.96% | +3.81% | +8.28% | +11.24% |
| 2026-02-11 | -31.41 | $619.35 | -1.76% | -0.07% | -0.19% | -5.75% | +5.06% | +8.23% |
| 2026-02-06 | -33.79 | $606.90 | +7.85% | +5.47% | +1.16% | +0.04% | +2.31% | +6.76% |
Best 7-day cases
- 2026-02-23: +4.96%
- 2026-02-27: +3.59%
- 2026-02-06: +1.16%
Worst 7-day cases
- 2026-02-11: -0.19%
- 2026-02-06: +1.16%
- 2026-02-27: +3.59%
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.