If only a domain on which has not created any website can go to sandbox. As am having a domain for last six months but not done any activity on it.
If your domain has not any associated website then I don't think so that it be placed in sandbox. When google crawler will crawl website and notice something problematic or not appropriate for searchers / visitors then will place that site in sandbox. Without any data on site google will not move domain to sandbox. If you had purchased and then transfered domain which was previously in someone else use then there are chances as site was penalized in past and still in sandbox.
No this is not possible if you have a domain in which no any website has created it could never go down to sandbox. Other reasons may be just in case if you have purchased the domain from the user which was previously used by some other that it might be under pennalization by Google.