Transparent historical data
What Happens to Ethereum After a 10% One-Day Rise?
Ethereum has recorded 4 completed independent occurrences in this 7-day study. The median subsequent return was 1.63% and 50.0% 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
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 |
|---|---|---|---|---|---|---|---|---|
| 2026-08-20 | 17.50 | $2251.73 | +3.32% | +7.62% | +11.31% | +6.18% | — | — |
| 2026-02-26 | 10.85 | $2053.10 | -1.25% | -4.21% | +3.63% | -0.06% | -3.00% | +0.94% |
| 2026-02-07 | 12.72 | $2055.77 | +1.57% | +2.48% | -0.36% | -4.27% | -5.66% | +11.46% |
| 2025-10-13 | 10.79 | $4151.92 | +2.25% | -3.86% | -4.08% | +0.16% | -17.72% | -25.67% |
Best 7-day cases
- 2026-08-20: +11.31%
- 2026-02-26: +3.63%
- 2026-02-07: -0.36%
Worst 7-day cases
- 2025-10-13: -4.08%
- 2026-02-07: -0.36%
- 2026-02-26: +3.63%
How this study works
An occurrence begins when the UTC daily reference-price return over 1 day(s) rises to or above 10%. 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.