Transparent historical data
What Happens to XRP After a 10% Seven-Day Drop?
XRP has recorded 12 completed independent occurrences in this 7-day study. The median subsequent return was 2.24% and 66.7% of outcomes finished higher.
Source: CoinGecko. Available local data: 2025-09-10 through 2026-09-16. Compare across assets → · Backtest this rule →
Outcome summary
Distribution of 1-day outcomes
| Return range | Occurrences |
|---|---|
| -6.0% to -4.7% | 2 |
| -4.7% to -3.5% | 1 |
| -3.5% to -2.2% | 2 |
| -2.2% to -0.9% | 0 |
| -0.9% to +0.4% | 0 |
| +0.4% to +1.7% | 3 |
| +1.7% to +2.9% | 1 |
| +2.9% to +4.2% | 1 |
| +4.2% to +5.5% | 2 |
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 | 12 | 0.87% | -0.13% | 58.3% | 5.51% | -6.03% |
| 3 days | 12 | -0.83% | -0.52% | 41.7% | 10.01% | -7.49% |
| 7 days | 12 | 2.24% | 1.47% | 66.7% | 10.53% | -13.70% |
| 14 days | 12 | -3.55% | -3.04% | 33.3% | 5.83% | -16.58% |
| 30 days | 11 | -5.60% | -8.92% | 9.1% | 14.05% | -32.82% |
| 90 days | 11 | -24.89% | -19.21% | 18.2% | 15.65% | -35.68% |
Historical occurrences
12 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 |
|---|---|---|---|---|---|---|---|---|
| 2026-08-31 | -10.69 | $1.36 | +1.57% | -0.56% | +4.77% | -1.20% | — | — |
| 2026-06-05 | -11.16 | $1.17 | -6.03% | -1.10% | -2.27% | -1.88% | -0.96% | +15.65% |
| 2026-02-10 | -11.32 | $1.44 | -2.50% | -4.49% | +3.99% | -5.23% | -3.94% | +2.20% |
| 2026-02-01 | -15.12 | $1.66 | -3.36% | -4.37% | -13.70% | -8.13% | -15.49% | -16.20% |
| 2026-01-21 | -12.52 | $1.90 | +3.04% | +1.63% | +1.48% | -16.58% | -25.03% | -24.89% |
| 2026-01-13 | -12.46 | $2.06 | +5.28% | +1.33% | -3.39% | -7.31% | -32.82% | -35.68% |
| 2025-12-19 | -11.11 | $1.81 | +5.51% | +6.31% | +1.34% | +4.01% | +14.05% | -18.89% |
| 2025-11-20 | -11.73 | $2.11 | -5.06% | -7.43% | +5.58% | +4.49% | -9.42% | -29.32% |
| 2025-11-18 | -14.43 | $2.16 | +2.53% | -7.49% | +3.00% | -6.14% | -13.86% | -30.92% |
| 2025-11-04 | -12.36 | $2.31 | -4.31% | -4.25% | +9.41% | -6.38% | -4.68% | -30.70% |
| 2025-10-11 | -22.09 | $2.37 | +0.58% | +10.01% | -3.13% | +5.83% | -0.40% | -10.31% |
| 2025-09-26 | -10.62 | $2.75 | +1.15% | +4.19% | +10.53% | +1.99% | -5.60% | -32.30% |
Best 7-day cases
- 2025-09-26: +10.53%
- 2025-11-04: +9.41%
- 2025-11-20: +5.58%
Worst 7-day cases
- 2026-02-01: -13.70%
- 2026-01-13: -3.39%
- 2025-10-11: -3.13%
How this study works
An occurrence begins when the UTC daily reference-price return over 7 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) − 1) × 100. Missing exact UTC dates are marked incomplete and excluded from aggregates. Percentiles use inclusive linear interpolation.