Transparent historical data
What Happens to Chainlink After a 20% 30-Day Correction?
This study currently has no completed 7-day observations in the locally stored Chainlink dataset.
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
| Return range | Occurrences |
|---|---|
| -12.3% to -9.9% | 2 |
| -9.9% to -7.5% | 0 |
| -7.5% to -5.1% | 0 |
| -5.1% to -2.7% | 1 |
| -2.7% to -0.3% | 3 |
| -0.3% to +2.1% | 0 |
| +2.1% to +4.5% | 0 |
| +4.5% to +6.9% | 1 |
| +6.9% to +9.3% | 1 |
All forward horizons
Click a horizon to jump the summary above to it, or a column header to re-sort this table.
Historical occurrences
8 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 |
|---|---|---|---|---|---|---|---|---|
| 2026-07-01 | -21.29 | $7.19 | +2.21% | +10.80% | +9.33% | +15.96% | +17.48% | — |
| 2026-06-25 | -21.89 | $7.42 | -2.37% | -1.72% | -0.88% | +2.96% | +12.40% | — |
| 2026-06-06 | -26.36 | $7.36 | +0.41% | +8.59% | +6.78% | +7.80% | +9.41% | +60.75% |
| 2026-02-02 | -25.28 | $9.92 | +2.64% | -1.54% | -1.42% | -3.33% | -2.71% | -7.50% |
| 2025-11-18 | -20.89 | $13.31 | +3.49% | -2.86% | -2.58% | -9.28% | -7.93% | -27.98% |
| 2025-11-13 | -23.84 | $15.14 | -4.03% | -6.72% | -10.75% | -11.15% | -9.91% | -43.38% |
| 2025-10-31 | -21.22 | $16.79 | +2.66% | +4.82% | -12.31% | -13.46% | -22.62% | -24.89% |
| 2025-10-11 | -26.39 | $17.35 | -0.79% | +14.57% | -4.21% | +3.11% | -8.23% | -23.82% |
Best 7-day cases
- 2026-07-01: +9.33%
- 2026-06-06: +6.78%
- 2026-06-25: -0.88%
Worst 7-day cases
- 2025-10-31: -12.31%
- 2025-11-13: -10.75%
- 2025-10-11: -4.21%
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.