Transparent historical data
What Happens to Cardano After a 15% 30-Day Correction?
Cardano has recorded 13 completed independent occurrences in this 7-day study. The median subsequent return was 0.05% and 53.8% 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 3-day outcomes
| Return range | Occurrences |
|---|---|
| -21.5% to -17.5% | 1 |
| -17.5% to -13.4% | 0 |
| -13.4% to -9.4% | 1 |
| -9.4% to -5.4% | 1 |
| -5.4% to -1.3% | 0 |
| -1.3% to +2.7% | 4 |
| +2.7% to +6.7% | 3 |
| +6.7% to +10.7% | 1 |
| +10.7% to +14.8% | 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 | 13 | -0.53% | 0.10% | 38.5% | 10.97% | -10.27% |
| 3 days | 13 | 1.13% | 0.75% | 61.5% | 14.77% | -21.49% |
| 7 days | 13 | 0.05% | -2.07% | 53.8% | 19.57% | -19.79% |
| 14 days | 13 | 3.21% | 0.33% | 69.2% | 13.17% | -24.13% |
| 30 days | 13 | -5.03% | -6.46% | 46.2% | 14.62% | -32.85% |
| 90 days | 13 | -34.42% | -31.69% | 0.0% | -1.80% | -51.35% |
Historical occurrences
13 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 |
|---|---|---|---|---|---|---|---|---|
| 2026-06-04 | -19.89 | $0.20 | -10.27% | -21.49% | -19.79% | -16.73% | -10.21% | -1.80% |
| 2026-04-15 | -17.42 | $0.24 | +2.71% | +7.87% | +4.10% | +2.85% | +12.60% | -34.42% |
| 2026-04-13 | -15.21 | $0.24 | +5.25% | +4.27% | +2.69% | +6.71% | +14.62% | -29.94% |
| 2026-04-04 | -15.09 | $0.25 | +0.57% | -0.36% | +3.06% | +4.98% | +1.17% | -34.58% |
| 2026-03-28 | -20.34 | $0.25 | -0.22% | -1.21% | +0.05% | +3.11% | +2.36% | -41.71% |
| 2026-02-01 | -15.31 | $0.30 | -1.97% | +1.09% | -7.45% | +4.49% | -5.03% | -17.85% |
| 2026-01-09 | -15.80 | $0.40 | +2.04% | +3.42% | +1.98% | -5.29% | -29.37% | -36.75% |
| 2026-01-02 | -17.70 | $0.36 | +10.97% | +12.64% | +10.97% | +13.17% | -15.31% | -30.26% |
| 2025-12-30 | -15.03 | $0.35 | -0.53% | +1.13% | +19.57% | +13.09% | +5.18% | -31.99% |
| 2025-12-25 | -16.67 | $0.36 | -3.71% | +3.74% | -6.48% | +12.82% | +5.40% | -20.07% |
| 2025-11-12 | -20.65 | $0.56 | -1.97% | -10.35% | -14.53% | -24.13% | -23.46% | -51.35% |
| 2025-10-29 | -20.07 | $0.65 | -0.95% | -5.73% | -19.29% | -13.99% | -32.85% | -43.57% |
| 2025-10-11 | -28.16 | $0.64 | -0.60% | +14.77% | -1.76% | +3.21% | -9.06% | -37.73% |
Best 7-day cases
- 2025-12-30: +19.57%
- 2026-01-02: +10.97%
- 2026-04-15: +4.10%
Worst 7-day cases
- 2026-06-04: -19.79%
- 2025-10-29: -19.29%
- 2025-11-12: -14.53%
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.