Transparent historical data
What Happens to TRON After a 3% One-Day Rise?
TRON has recorded 4 completed independent occurrences in this 7-day study. The median subsequent return was -0.11% and 50.0% 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 30-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 |
|---|---|---|---|---|---|---|---|---|
| 2026-04-02 | 3.83 | $0.33 | -0.43% | +0.59% | +1.48% | +0.61% | +0.54% | -3.11% |
| 2026-03-18 | 3.92 | $0.31 | -0.84% | +0.87% | -0.28% | +2.01% | +6.51% | +3.65% |
| 2026-01-18 | 3.19 | $0.32 | -0.50% | -6.82% | -7.36% | -10.18% | -10.74% | +2.87% |
| 2025-11-08 | 3.05 | $0.29 | -0.32% | +1.35% | +0.06% | -5.46% | -1.87% | -7.88% |
Best 7-day cases
- 2026-04-02: +1.48%
- 2025-11-08: +0.06%
- 2026-03-18: -0.28%
Worst 7-day cases
- 2026-01-18: -7.36%
- 2026-03-18: -0.28%
- 2025-11-08: +0.06%
How this study works
An occurrence begins when the UTC daily reference-price return over 1 day(s) rises to or above 3%. 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.