Transparent historical data
What Happens to Chainlink After a 20% Seven-Day Drop?
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
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 |
|---|---|---|---|---|---|---|---|---|
| 2026-02-04 | -22.18 | $9.91 | -1.46% | -7.83% | -13.49% | +0.88% | -0.46% | -5.62% |
| 2026-02-01 | -23.38 | $10.30 | -3.73% | -3.80% | -8.83% | -3.30% | -6.40% | -11.72% |
| 2025-10-16 | -20.19 | $18.06 | -3.59% | -6.83% | -4.72% | +0.34% | -23.48% | -20.25% |
| 2025-10-11 | -22.99 | $17.35 | -0.79% | +14.57% | -4.21% | +3.11% | -8.23% | -23.82% |
Best 7-day cases
- 2025-10-11: -4.21%
- 2025-10-16: -4.72%
- 2026-02-01: -8.83%
Worst 7-day cases
- 2026-02-04: -13.49%
- 2026-02-01: -8.83%
- 2025-10-16: -4.72%
How this study works
An occurrence begins when the UTC daily reference-price return over 7 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.