Peg Instability Detector — 2026-06-15

Status: ⚠️ Moderate
Coins analyzed: 6
Active alerts: 0
Data window: 2026-06-14T22:30:29.333000+00:00 → 2026-06-15T22:31:04+00:00
Pipeline version: 2.0.0

🛡️ Composite Risk Scores High score = higher risk

Per-Coin Results

CoinPriceOff Peg (bps)Composite ScoreRisk LevelLane 1Lane 2Lane 3Trend
DAI$0.999730.3759Moderate0.0131.0000.099stable
FDUSD$0.9982180.4218Moderate0.1171.0000.095stable
USDC$0.999820.3719Moderate0.0091.0000.089stable
USDT$0.999550.3795Moderate0.0251.0000.091stable
USDe$0.999550.3798Moderate0.0271.0000.089stable
crvUSD$0.999550.3830Moderate0.0271.0000.104unknown

Detailed Analysis

DAI

  • Price: $0.9997 (3 bps off peg)
  • Composite score: 0.3759 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0133
  • Persistence: 0m @ 25bps, 0m @ 50bps, 0m @ 100bps
  • Alert: none (stable)

Lane 2 — BOCD:

  • Score: 1.0000
  • Changepoint probability: 0.9993
  • Current run length: 859 observations

Lane 3 — DIRA Composite:

  • Score: 0.0994
  • MiPD score: 0.1243 (vol: 0.000093, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9982 (18 bps off peg)
  • Composite score: 0.4218 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.1173
  • Persistence: 16m @ 25bps, 0m @ 50bps, 0m @ 100bps
  • Alert: none (stable)

Lane 2 — BOCD:

  • Score: 1.0000
  • Changepoint probability: 0.9993
  • Current run length: 859 observations

Lane 3 — DIRA Composite:

  • Score: 0.0952
  • MiPD score: 0.1168 (vol: 0.000108, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDC

  • Price: $0.9998 (2 bps off peg)
  • Composite score: 0.3719 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0091
  • Persistence: 0m @ 25bps, 0m @ 50bps, 0m @ 100bps
  • Alert: none (stable)

Lane 2 — BOCD:

  • Score: 1.0000
  • Changepoint probability: 0.9993
  • Current run length: 860 observations

Lane 3 — DIRA Composite:

  • Score: 0.0888
  • MiPD score: 0.1052 (vol: 0.000043, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDT

  • Price: $0.9995 (5 bps off peg)
  • Composite score: 0.3795 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0251
  • Persistence: 0m @ 25bps, 0m @ 50bps, 0m @ 100bps
  • Alert: none (stable)

Lane 2 — BOCD:

  • Score: 1.0000
  • Changepoint probability: 0.9993
  • Current run length: 860 observations

Lane 3 — DIRA Composite:

  • Score: 0.0910
  • MiPD score: 0.1092 (vol: 0.000035, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDe

  • Price: $0.9995 (5 bps off peg)
  • Composite score: 0.3798 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0266
  • Persistence: 0m @ 25bps, 0m @ 50bps, 0m @ 100bps
  • Alert: none (stable)

Lane 2 — BOCD:

  • Score: 1.0000
  • Changepoint probability: 0.9993
  • Current run length: 860 observations

Lane 3 — DIRA Composite:

  • Score: 0.0890
  • MiPD score: 0.1055 (vol: 0.000036, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

crvUSD

  • Price: $0.9995 (5 bps off peg)
  • Composite score: 0.3830 — Moderate
  • Trend: unknown

Lane 1 — Price Deviation:

  • Score: 0.0268
  • Persistence: 0m @ 25bps, 0m @ 50bps, 0m @ 100bps
  • Alert: none (stable)

Lane 2 — BOCD:

  • Score: 1.0000
  • Changepoint probability: 0.9993
  • Current run length: 286 observations

Lane 3 — DIRA Composite:

  • Score: 0.1045
  • MiPD score: 0.1337 (vol: 0.000138, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology