Transparent historical data
What Happens to Chainlink After a 10% One-Day Drop?
Chainlink has recorded 4 completed independent occurrences in this 7-day study. The median subsequent return was 4.30% 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 7-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 |
|---|---|---|---|---|---|---|---|---|
| 2026-03-28 | -11.34 | $8.56 | -1.35% | +0.72% | +1.20% | +6.21% | +10.88% | -15.40% |
| 2026-02-06 | -15.90 | $8.21 | +11.22% | +19.05% | +14.16% | +19.10% | +23.70% | +21.72% |
| 2025-11-04 | -13.45 | $15.23 | -3.37% | -3.34% | +7.40% | -12.62% | -3.71% | -34.89% |
| 2025-10-11 | -21.15 | $17.35 | -0.79% | +14.57% | -4.21% | +3.11% | -8.23% | -23.82% |
Best 7-day cases
- 2026-02-06: +14.16%
- 2025-11-04: +7.40%
- 2026-03-28: +1.20%
Worst 7-day cases
- 2025-10-11: -4.21%
- 2026-03-28: +1.20%
- 2025-11-04: +7.40%
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.