Transparent historical data
What Happens to Cardano After a 30% 30-Day Correction?
Cardano has recorded 6 completed independent occurrences in this 7-day study. The median subsequent return was 6.23% and 66.7% 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 |
|---|---|
| -46.3% to -39.8% | 1 |
| -39.8% to -33.4% | 2 |
| -33.4% to -26.9% | 0 |
| -26.9% to -20.4% | 0 |
| -20.4% to -14.0% | 0 |
| -14.0% to -7.5% | 0 |
| -7.5% to -1.0% | 0 |
| -1.0% to +5.4% | 2 |
| +5.4% 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 | 6 | -4.20% | -2.45% | 33.3% | 11.48% | -12.81% |
| 3 days | 6 | 0.57% | 0.57% | 50.0% | 16.85% | -12.64% |
| 7 days | 6 | 6.23% | 4.47% | 66.7% | 13.90% | -5.82% |
| 14 days | 6 | -2.59% | -2.00% | 33.3% | 14.43% | -15.59% |
| 30 days | 6 | -10.55% | -7.76% | 33.3% | 8.76% | -22.48% |
| 90 days | 6 | -15.43% | -16.00% | 50.0% | 11.88% | -46.29% |
Historical occurrences
6 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% |
| 2026-02-10 | -33.26 | $0.27 | -2.94% | +4.77% | +13.90% | +3.31% | -2.76% | +4.50% |
| 2026-02-06 | -39.33 | $0.25 | +11.48% | +16.85% | +11.46% | +14.43% | +8.76% | +5.13% |
| 2025-11-20 | -30.25 | $0.46 | -6.52% | -12.64% | -5.82% | -2.65% | -18.65% | -35.83% |
| 2025-11-04 | -34.35 | $0.55 | -5.47% | -3.63% | +7.39% | -15.59% | -18.34% | -46.29% |
| 2025-10-18 | -31.66 | $0.62 | +1.54% | +6.17% | +5.06% | -2.52% | -22.48% | -35.36% |
Best 7-day cases
- 2026-02-10: +13.90%
- 2026-02-06: +11.46%
- 2025-11-04: +7.39%
Worst 7-day cases
- 2025-11-20: -5.82%
- 2026-06-05: -5.19%
- 2025-10-18: +5.06%
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.