Transparent historical data
What Happens to Chainlink After a 15% 30-Day Correction?
Chainlink has recorded 6 completed independent occurrences in this 7-day study. The median subsequent return was -8.56% and 0.0% 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 30-day outcomes
| Return range | Occurrences |
|---|---|
| -25.2% to -22.2% | 1 |
| -22.2% to -19.1% | 0 |
| -19.1% to -16.1% | 0 |
| -16.1% to -13.1% | 0 |
| -13.1% to -10.1% | 0 |
| -10.1% to -7.0% | 2 |
| -7.0% to -4.0% | 1 |
| -4.0% to -1.0% | 0 |
| -1.0% to +2.1% | 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 | 6 | -1.01% | -2.17% | 16.7% | 1.58% | -8.06% |
| 3 days | 6 | -2.32% | -0.79% | 16.7% | 14.57% | -9.67% |
| 7 days | 6 | -8.56% | -8.40% | 0.0% | -1.61% | -17.49% |
| 14 days | 6 | -6.19% | -6.35% | 16.7% | 3.11% | -14.55% |
| 30 days | 6 | -7.22% | -7.65% | 16.7% | 2.05% | -25.20% |
| 90 days | 6 | -17.77% | -5.60% | 33.3% | 38.76% | -42.17% |
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 |
|---|---|---|---|---|---|---|---|---|
| 2026-06-18 | -15.79 | $8.08 | -0.98% | -1.27% | -8.28% | -9.09% | +2.05% | +34.60% |
| 2026-06-05 | -18.02 | $8.01 | -8.06% | -1.22% | -1.61% | -0.02% | -0.07% | +38.76% |
| 2026-02-01 | -18.41 | $10.30 | -3.73% | -3.80% | -8.83% | -3.30% | -6.40% | -11.72% |
| 2025-11-12 | -19.61 | $15.30 | -1.03% | -9.67% | -9.95% | -14.55% | -8.04% | -42.17% |
| 2025-10-29 | -17.71 | $17.84 | +1.58% | -3.37% | -17.49% | -14.25% | -25.20% | -29.23% |
| 2025-10-11 | -26.39 | $17.35 | -0.79% | +14.57% | -4.21% | +3.11% | -8.23% | -23.82% |
Best 7-day cases
- 2026-06-05: -1.61%
- 2025-10-11: -4.21%
- 2026-06-18: -8.28%
Worst 7-day cases
- 2025-10-29: -17.49%
- 2025-11-12: -9.95%
- 2026-02-01: -8.83%
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.