Transparent historical data
What Happens to Stellar After a 10% One-Day Rise?
Stellar has recorded 5 completed independent occurrences in this 7-day study. The median subsequent return was -11.05% and 20.0% of outcomes finished higher.
Source: CoinGecko. Available local data: 2025-09-11 through 2026-09-16. Compare across assets → · Backtest this rule →
Outcome summary
Distribution of 3-day outcomes
| Return range | Occurrences |
|---|---|
| -19.7% to -13.0% | 1 |
| -13.0% to -6.3% | 1 |
| -6.3% to +0.4% | 1 |
| +0.4% to +7.1% | 0 |
| +7.1% to +13.8% | 1 |
| +13.8% to +20.5% | 0 |
| +20.5% to +27.1% | 0 |
| +27.1% to +33.8% | 0 |
| +33.8% to +40.5% | 1 |
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 | 5 | -3.07% | 1.96% | 40.0% | 24.25% | -6.64% |
| 3 days | 5 | -4.06% | 3.22% | 40.0% | 40.51% | -19.65% |
| 7 days | 5 | -11.05% | -5.45% | 20.0% | 27.63% | -20.87% |
| 14 days | 5 | -17.41% | -12.33% | 20.0% | 11.63% | -26.57% |
| 30 days | 4 | -19.62% | -17.20% | 25.0% | 8.45% | -38.01% |
| 90 days | 4 | -23.92% | -18.61% | 25.0% | 11.52% | -38.14% |
Historical occurrences
5 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 |
|---|---|---|---|---|---|---|---|---|
| 2026-08-22 | 11.16 | $0.20 | -3.07% | -4.06% | -11.05% | -11.05% | — | — |
| 2026-06-16 | 11.80 | $0.21 | +1.44% | +9.83% | -5.12% | -18.22% | -11.75% | -16.95% |
| 2026-06-01 | 13.05 | $0.26 | -6.64% | -19.65% | -20.87% | -26.57% | -27.49% | -30.89% |
| 2026-05-28 | 10.99 | $0.16 | +24.25% | +40.51% | +27.63% | +11.63% | +8.45% | +11.52% |
| 2026-01-14 | 15.23 | $0.25 | -6.19% | -10.52% | -17.81% | -17.41% | -38.01% | -38.14% |
Best 7-day cases
- 2026-05-28: +27.63%
- 2026-06-16: -5.12%
- 2026-08-22: -11.05%
Worst 7-day cases
- 2026-06-01: -20.87%
- 2026-01-14: -17.81%
- 2026-08-22: -11.05%
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.