20/19/18 (3-way tie) – Code Geass: Lelouch of the Rebellion, Higurashi: When They Cry, Angel Beats!
This is mainly because most fans decide whether to continue or drop the anime on the third episode with the so-called “Episode 3 rule”.
More likely than not, anime tend to have their most shocking episodes on Episode 3.
These include anime like Madoka Magica, where they killed off Mami Tomoe in a rather brutal way in the third episode. But sometimes, nothing beats the first impression, and anime would aim to shock their viewers on the first episode itself.