Transparent historical data
What Happens to Stellar After a 30% 30-Day Correction?
Stellar has recorded 4 completed independent occurrences in this 7-day study. The median subsequent return was 2.93% and 75.0% 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 90-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 |
|---|---|---|---|---|---|---|---|---|
| 2026-06-29 | -33.58 | $0.17 | +1.12% | +14.10% | +17.75% | +7.99% | +0.82% | — |
| 2026-02-13 | -38.01 | $0.16 | +5.09% | +9.13% | +1.57% | +3.73% | +6.31% | +1.45% |
| 2026-02-05 | -32.43 | $0.17 | -3.66% | -5.50% | -9.41% | -5.71% | -11.06% | -6.64% |
| 2025-11-05 | -31.85 | $0.27 | +3.76% | +8.50% | +4.30% | -5.20% | -6.65% | -32.88% |
Best 7-day cases
- 2026-06-29: +17.75%
- 2025-11-05: +4.30%
- 2026-02-13: +1.57%
Worst 7-day cases
- 2026-02-05: -9.41%
- 2026-02-13: +1.57%
- 2025-11-05: +4.30%
How this study works
An occurrence begins when the UTC daily reference-price return over 30 day(s) falls to or below -30%. 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.