Transparent historical data
What Happens to Ethereum After a 20% 30-Day Correction?
Ethereum has recorded 6 completed independent occurrences in this 7-day study. The median subsequent return was -6.67% and 16.7% 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 1-day outcomes
| Return range | Occurrences |
|---|---|
| -3.2% to -2.4% | 2 |
| -2.4% to -1.6% | 1 |
| -1.6% to -0.7% | 0 |
| -0.7% to +0.1% | 0 |
| +0.1% to +0.9% | 0 |
| +0.9% to +1.8% | 0 |
| +1.8% to +2.6% | 0 |
| +2.6% to +3.4% | 1 |
| +3.4% to +4.3% | 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 | 6 | 0.40% | 0.44% | 50.0% | 4.28% | -3.24% |
| 3 days | 6 | -5.34% | -5.04% | 16.7% | 4.30% | -13.41% |
| 7 days | 6 | -6.67% | -5.74% | 16.7% | 3.98% | -12.12% |
| 14 days | 6 | -5.72% | -4.88% | 16.7% | 6.33% | -13.11% |
| 30 days | 6 | -3.97% | -2.85% | 16.7% | 12.71% | -12.43% |
| 90 days | 5 | -28.67% | -13.46% | 40.0% | 33.45% | -39.67% |
Historical occurrences
6 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 |
|---|---|---|---|---|---|---|---|---|
| 2026-06-24 | -20.59 | $1665.72 | -2.71% | -5.33% | -5.76% | +6.33% | +12.71% | — |
| 2026-06-04 | -22.78 | $1811.71 | -2.36% | -13.41% | -10.53% | -3.48% | -3.02% | +33.45% |
| 2026-02-02 | -27.77 | $2264.35 | +3.49% | -5.35% | -7.59% | -13.11% | -12.43% | +2.56% |
| 2025-11-18 | -22.21 | $3026.22 | +3.15% | -6.40% | -2.44% | -7.58% | -6.40% | -34.98% |
| 2025-11-14 | -21.89 | $3223.18 | -3.24% | -4.07% | -12.12% | -6.46% | -3.35% | -39.67% |
| 2025-11-05 | -27.21 | $3285.23 | +4.28% | +4.30% | +3.98% | -4.98% | -4.59% | -28.67% |
Best 7-day cases
- 2025-11-05: +3.98%
- 2025-11-18: -2.44%
- 2026-06-24: -5.76%
Worst 7-day cases
- 2025-11-14: -12.12%
- 2026-06-04: -10.53%
- 2026-02-02: -7.59%
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.