Transparent historical data
What Happens to XRP After a 20% 30-Day Correction?
XRP has recorded 9 completed independent occurrences in this 7-day study. The median subsequent return was 2.91% and 55.6% 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 7-day outcomes
| Return range | Occurrences |
|---|---|
| -11.2% to -8.8% | 2 |
| -8.8% to -6.4% | 0 |
| -6.4% to -3.9% | 0 |
| -3.9% to -1.5% | 2 |
| -1.5% to +0.9% | 0 |
| +0.9% to +3.4% | 2 |
| +3.4% to +5.8% | 0 |
| +5.8% to +8.2% | 1 |
| +8.2% to +10.6% | 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 | 9 | -1.34% | -1.58% | 33.3% | 1.62% | -4.31% |
| 3 days | 9 | -0.68% | -0.18% | 33.3% | 10.01% | -7.66% |
| 7 days | 9 | 2.91% | 0.76% | 55.6% | 10.65% | -11.21% |
| 14 days | 9 | 1.62% | -0.09% | 55.6% | 5.83% | -6.67% |
| 30 days | 9 | -3.88% | -3.24% | 33.3% | 5.39% | -14.13% |
| 90 days | 7 | -10.31% | -2.68% | 28.6% | 32.26% | -30.70% |
Historical occurrences
9 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 |
|---|---|---|---|---|---|---|---|---|
| 2026-06-28 | -20.48 | $1.05 | +0.11% | -0.68% | +10.65% | +4.88% | +1.91% | — |
| 2026-06-25 | -20.36 | $1.07 | -2.83% | -2.58% | -2.05% | +1.62% | +1.72% | — |
| 2026-06-10 | -22.84 | $1.14 | -3.52% | -0.45% | +7.00% | -2.45% | -3.88% | +22.80% |
| 2026-06-06 | -23.24 | $1.10 | -0.39% | +6.42% | +3.14% | +3.46% | +5.39% | +32.26% |
| 2026-02-04 | -24.45 | $1.58 | -4.11% | -7.66% | -11.21% | -5.97% | -10.95% | -12.04% |
| 2026-02-02 | -20.37 | $1.60 | +1.62% | -5.12% | -9.91% | -6.67% | -14.13% | -12.84% |
| 2025-11-04 | -22.26 | $2.31 | -4.31% | -4.25% | +9.41% | -6.38% | -4.68% | -30.70% |
| 2025-10-17 | -23.40 | $2.33 | -1.34% | +2.72% | +2.91% | +4.82% | -4.17% | -7.95% |
| 2025-10-11 | -20.55 | $2.37 | +0.58% | +10.01% | -3.13% | +5.83% | -0.40% | -10.31% |
Best 7-day cases
- 2026-06-28: +10.65%
- 2025-11-04: +9.41%
- 2026-06-10: +7.00%
Worst 7-day cases
- 2026-02-04: -11.21%
- 2026-02-02: -9.91%
- 2025-10-11: -3.13%
How this study works
An occurrence begins when the UTC daily reference-price return over 30 day(s) falls to or below -20%. 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.