USUAL -98.32% Due to Sharp Sell-Off and Market Sentiment

On SEP 6 2025, USUAL dropped by 117.85% within 24 hours to reach $0.0588, USUAL dropped by 117.85% within 7 days, dropped by 741.32% within 1 month, and dropped by 9349.58% within 1 year.

The price movement of USUAL was marked by an extreme sell-off event that spanned multiple timeframes. The token experienced a 117.85% decline in a single day, followed by a similar 117.85% drop over seven days. This pattern suggests strong downward pressure, possibly triggered by algorithmic trading, market sentiment shifts, or broader liquidity issues. A further 741.32% drop over one month and a 9349.58% drop over one year indicates the token had entered a long-term bearish trajectory, with minimal signs of stabilization.

The market’s response to USUAL was unprecedented in scale, with the 24-hour and weekly figures nearly identical, suggesting a concentrated and rapid liquidation phase. The month-end and annual declines, while expected in a prolonged downturn, highlight a broader structural weakness in the asset. These figures underscore the importance of risk management and the volatile nature of certain token assets during periods of distress.

The sharp declines were not attributed to any specific technical or regulatory event but were likely a combination of market psychology, capital withdrawal, and potential overleveraging. The absence of major external catalysts makes the decline more indicative of a self-fulfilling liquidity spiral rather than a structural collapse.

Backtest Hypothesis

The backtesting strategy under consideration involves a set of technical indicators designed to identify and act on rapid sell-offs similar to that seen in USUAL. The strategy employs a combination of exponential moving averages (EMAs), relative strength index (RSI), and volume divergence metrics to detect early signs of distress. When the EMA crossover signals a bearish trend and RSI confirms oversold conditions, the system triggers a sell signal.

This approach is particularly relevant in the context of USUAL’s performance, as it could have flagged the extreme price drop before or during the initial 24-hour period. By incorporating volume divergence, the strategy attempts to differentiate between healthy corrections and distress-driven sell-offs. The backtesting would aim to validate whether early detection and exit could have mitigated losses during the sharp decline.