Transparent historical data
What Happens to Cardano After a 20% 30-Day Correction?
Cardano has recorded 10 completed independent occurrences in this 7-day study. The median subsequent return was -2.90% and 30.0% 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
| Return range | Occurrences |
|---|---|
| -51.4% to -44.3% | 1 |
| -44.3% to -37.3% | 4 |
| -37.3% to -30.3% | 1 |
| -30.3% to -23.3% | 0 |
| -23.3% to -16.2% | 1 |
| -16.2% to -9.2% | 2 |
| -9.2% to -2.2% | 0 |
| -2.2% to +4.9% | 0 |
| +4.9% to +11.9% | 1 |
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 | 10 | -1.14% | -2.15% | 10.0% | 4.93% | -12.81% |
| 3 days | 10 | -2.37% | -0.91% | 40.0% | 14.77% | -10.35% |
| 7 days | 10 | -2.90% | -6.34% | 30.0% | 1.91% | -19.29% |
| 14 days | 10 | -7.14% | -8.31% | 20.0% | 3.21% | -24.13% |
| 30 days | 10 | -6.90% | -9.22% | 30.0% | 6.89% | -32.85% |
| 90 days | 10 | -34.36% | -28.21% | 10.0% | 11.88% | -51.35% |
Historical occurrences
10 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 |
|---|---|---|---|---|---|---|---|---|
| 2026-06-05 | -31.46 | $0.18 | -12.81% | -8.11% | -5.19% | -8.98% | +6.89% | +11.88% |
| 2026-03-28 | -20.34 | $0.25 | -0.22% | -1.21% | +0.05% | +3.11% | +2.36% | -41.71% |
| 2026-02-27 | -20.68 | $0.30 | -1.86% | -3.53% | -4.04% | -4.76% | -17.76% | -20.78% |
| 2026-02-23 | -24.65 | $0.28 | -1.34% | +9.30% | +1.91% | -5.30% | +0.64% | -13.15% |
| 2026-02-02 | -25.19 | $0.30 | +4.93% | +1.20% | +0.21% | -1.36% | -4.74% | -15.56% |
| 2025-12-11 | -23.43 | $0.45 | -6.23% | -9.43% | -19.16% | -21.42% | -10.92% | -39.09% |
| 2025-12-06 | -23.77 | $0.42 | -0.48% | +3.93% | -1.61% | -9.49% | -3.34% | -30.99% |
| 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
- 2026-02-23: +1.91%
- 2026-02-02: +0.21%
- 2026-03-28: +0.05%
Worst 7-day cases
- 2025-10-29: -19.29%
- 2025-12-11: -19.16%
- 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 -20%. 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.