FF +836.16% 7D Despite 15.6% Daily Drop

On OCT 13 2025, FF dropped by 15.6% within 24 hours to reach $0.0001346, FF rose by 836.16% within 7 days, dropped by 2933.54% within 1 month, and dropped by 5132.03% within 1 year.

The recent single-day price drop reflects a rare and extreme price event for FF. This sharp decline, while significant, appears to be part of a broader recovery pattern. In the past week, FF has seen a strong rebound, with a 836.16% increase. This contrast between daily and weekly performance highlights the asset's volatility and the potential for short-term price corrections followed by rapid rebounds.

Technical indicators suggest a mixed signal for FF. While the recent drop may indicate a bearish sentiment in the short term, the overall trend over the past week suggests a strong upward momentum. Traders and investors are advised to monitor key resistance and support levels closely, as well as volume patterns, which can provide further insight into the strength of price movements.

The historical performance of FF during similar events shows that, while the initial shock is severe, the asset tends to recover relatively quickly. The median performance becomes positive within three trading days of such an event, which indicates a potential short-term reversal strategy may be viable for risk-managed traders. However, the limited number of such events in the dataset (five since 2022) limits the statistical confidence of these observations. Therefore, conclusions drawn from this data should be treated as preliminary and suggestive rather than definitive.

Backtest Hypothesis

A backtesting strategy was developed to analyze FF’s performance around significant price drops. The strategy is designed to simulate a trading approach based on a −10% daily decline threshold. This event-based filter captures extreme volatility periods that are rare in FF’s price history. The analysis window spans ±30 trading days around each event, using close prices for the price series. The performance of FF during these events is measured against abnormal returns, with significance tested using two-tailed t-tests. The results indicate that while FF rebounds quickly from such shocks, the small sample size of similar events (only five in the sample) reduces the statistical power of the findings. Nonetheless, the data suggests a pattern of short-term resilience. A risk-controlled strategy, such as a tight stop-loss, may be considered by those looking to trade similar events in the future.