Transparent historical data
What Happens to Chainlink After a 30% 30-Day Correction?
Chainlink has recorded 7 completed independent occurrences in this 7-day study. The median subsequent return was 7.40% and 85.7% 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
| Return range | Occurrences |
|---|---|
| -0.9% to +0.8% | 1 |
| +0.8% to +2.5% | 0 |
| +2.5% to +4.1% | 0 |
| +4.1% to +5.8% | 1 |
| +5.8% to +7.5% | 2 |
| +7.5% to +9.1% | 1 |
| +9.1% to +10.8% | 0 |
| +10.8% to +12.5% | 0 |
| +12.5% to +14.2% | 2 |
All forward horizons
Click a horizon to jump the summary above to it, or a column header to re-sort this table.
Historical occurrences
7 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 |
|---|---|---|---|---|---|---|---|---|
| 2026-02-24 | -32.10 | $9.13 | +0.66% | +7.46% | +5.62% | +5.37% | +11.00% | +3.24% |
| 2026-02-16 | -32.73 | $9.59 | +4.62% | +2.19% | -0.87% | -1.66% | +8.45% | +1.33% |
| 2026-02-10 | -37.24 | $8.85 | -3.09% | +5.99% | +13.39% | +3.20% | +1.81% | +21.07% |
| 2026-02-06 | -41.39 | $8.21 | +11.22% | +19.05% | +14.16% | +19.10% | +23.70% | +21.72% |
| 2025-11-23 | -30.15 | $12.17 | +2.84% | +7.40% | +6.75% | +14.34% | +3.27% | -19.86% |
| 2025-11-04 | -30.85 | $15.23 | -3.37% | -3.34% | +7.40% | -12.62% | -3.71% | -34.89% |
| 2025-10-18 | -30.76 | $16.62 | +1.24% | +12.27% | +7.65% | +3.72% | -17.36% | -15.00% |
Best 7-day cases
- 2026-02-06: +14.16%
- 2026-02-10: +13.39%
- 2025-10-18: +7.65%
Worst 7-day cases
- 2026-02-16: -0.87%
- 2026-02-24: +5.62%
- 2025-11-23: +6.75%
How this study works
An occurrence begins when the UTC daily reference-price return over 30 day(s) falls to or below -30%. 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.