Transparent historical data
What Happens to LEO Token After a 15% 30-Day Correction?
This study currently has no completed 7-day observations in the locally stored LEO Token dataset.
Source: CoinGecko. Available local data: 2025-09-11 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
3 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 |
|---|---|---|---|---|---|---|---|---|
| 2026-02-06 | -24.02 | $6.82 | +15.96% | +22.08% | +22.04% | +26.58% | +31.73% | +50.01% |
| 2025-12-24 | -17.29 | $7.85 | +3.51% | +8.27% | +16.55% | +14.35% | +12.03% | +19.88% |
| 2025-12-18 | -21.12 | $7.22 | -6.04% | +18.25% | +12.43% | +32.98% | +23.11% | +25.47% |
Best 7-day cases
- 2026-02-06: +22.04%
- 2025-12-24: +16.55%
- 2025-12-18: +12.43%
Worst 7-day cases
- 2025-12-18: +12.43%
- 2025-12-24: +16.55%
- 2026-02-06: +22.04%
How this study works
An occurrence begins when the UTC daily reference-price return over 30 day(s) falls to or below -15%. 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.