Transparent historical data

What Happens to Monero After a 10% One-Day Drop?

Monero has recorded 5 completed independent occurrences in this 7-day study. The median subsequent return was -0.89% and 40.0% of outcomes finished higher.

Source: CoinGecko. Available local data: 2025-09-11 through 2026-09-16. Compare across assets โ†’ ยท Backtest this rule โ†’

Outcome summary

Horizon90 days
Sample5
Median return+41.90%
Average return+26.34%
Positive outcomes60.0%
Best / worst+69.01% / -29.11%

Distribution of 90-day outcomes

-29.1% to -18.2%: 1-18.2% to -7.3%: 0-7.3% to +3.6%: 1+3.6% to +14.5%: 0+14.5% to +25.4%: 0+25.4% to +36.3%: 0+36.3% to +47.2%: 1+47.2% to +58.1%: 1+58.1% to +69.0%: 1
Return rangeOccurrences
-29.1% to -18.2%1
-18.2% to -7.3%0
-7.3% to +3.6%1
+3.6% to +14.5%0
+14.5% to +25.4%0
+25.4% to +36.3%0
+36.3% to +47.2%1
+47.2% to +58.1%1
+58.1% to +69.0%1

All forward horizons

Click a horizon to jump the summary above to it, or a column header to re-sort this table.

HorizonSampleMedianAveragePositiveBestWorst
1 days 5 1.55% 0.83% 60.0% 8.50% -5.58%
3 days 5 2.16% 2.29% 80.0% 8.24% -5.43%
7 days 5 -0.89% -0.31% 40.0% 14.83% -20.54%
14 days 5 2.22% -3.07% 60.0% 14.39% -25.28%
30 days 5 6.30% 3.24% 60.0% 41.87% -32.91%
90 days 5 41.90% 26.34% 60.0% 69.01% -29.11%

Historical occurrences

5 independent episodes. Recent events can have incomplete longer horizons.

Filters apply to the list below only โ€” outcome statistics above use the complete historical sample.

DateTriggerPrice1d3d7d14d30d90d
2026-06-06 -17.53 $307.92 -3.90% +2.16% +14.83% +2.22% +6.30% +69.01%
2026-02-06 -22.38 $292.32 +8.50% +8.24% +13.77% +14.39% +16.13% +41.90%
2026-02-02 -13.48 $398.20 -5.58% -5.43% -20.54% -17.91% -15.17% -3.82%
2026-01-21 -19.24 $498.44 +3.59% +0.74% -8.70% -25.28% -32.91% -29.11%
2025-10-11 -13.97 $294.20 +1.55% +5.75% -0.89% +11.24% +41.87% +53.73%

Best 7-day cases

  1. 2026-06-06: +14.83%
  2. 2026-02-06: +13.77%
  3. 2025-10-11: -0.89%

Worst 7-day cases

  1. 2026-02-02: -20.54%
  2. 2026-01-21: -8.70%
  3. 2025-10-11: -0.89%

How this study works

An occurrence begins when the UTC daily reference-price return over 1 day(s) falls to or below -10%. Adjacent qualifying dates and the configured cooldown are grouped into one episode.

Forward return = ((price on T + horizon / price on T) โˆ’ 1) ร— 100. Missing exact UTC dates are marked incomplete and excluded from aggregates. Percentiles use inclusive linear interpolation.

Read the full methodology ยท Review data sources

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