Transparent historical data
What Happens to Chainlink After a 20% 30-Day Correction?
Chainlink has recorded 8 completed independent occurrences in this 7-day study. The median subsequent return was -2.00% and 25.0% 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 1-day outcomes
| Return range | Occurrences |
|---|---|
| -4.0% to -3.2% | 1 |
| -3.2% to -2.4% | 1 |
| -2.4% to -1.5% | 0 |
| -1.5% to -0.7% | 1 |
| -0.7% to +0.2% | 0 |
| +0.2% to +1.0% | 1 |
| +1.0% to +1.8% | 0 |
| +1.8% to +2.7% | 2 |
| +2.7% to +3.5% | 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 | 8 | 1.31% | 0.53% | 62.5% | 3.49% | -4.03% |
| 3 days | 8 | 1.64% | 3.24% | 50.0% | 14.57% | -6.72% |
| 7 days | 8 | -2.00% | -2.01% | 25.0% | 9.33% | -12.31% |
| 14 days | 8 | -0.18% | -0.92% | 50.0% | 15.96% | -13.46% |
| 30 days | 8 | -5.32% | -1.51% | 37.5% | 17.48% | -22.62% |
| 90 days | 6 | -24.36% | -11.14% | 16.7% | 60.75% | -43.38% |
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.