Peg Instability Detector — 2026-06-16
Status: ⚠️ Moderate
Coins analyzed: 4
Active alerts: 0
Data window: 2026-06-15T22:30:39.675000+00:00 → 2026-06-16T22:30:49+00:00
Pipeline version: 2.0.0
🛡️ Composite Risk Scores
High score = higher risk
Per-Coin Results
| Coin | Price | Off Peg (bps) | Composite Score | Risk Level | Lane 1 | Lane 2 | Lane 3 | Trend |
|---|---|---|---|---|---|---|---|---|
| DAI | $0.9997 | 3 | 0.3763 | Moderate | 0.017 | 1.000 | 0.093 | stable |
| FDUSD | $0.9975 | 25 | 0.4289 | Moderate | 0.130 | 1.000 | 0.102 | stable |
| USDC | $0.9999 | 1 | 0.3718 | Moderate | 0.007 | 1.000 | 0.093 | stable |
| USDT | $0.9990 | 10 | 0.3905 | Moderate | 0.049 | 1.000 | 0.093 | stable |
Detailed Analysis
DAI
- Price: $0.9997 (3 bps off peg)
- Composite score: 0.3763 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0170
- Persistence: 0m @ 25bps, 0m @ 50bps, 0m @ 100bps
- Alert: none (stable)
Lane 2 — BOCD:
- Score: 1.0000
- Changepoint probability: 0.9993
- Current run length: 1439 observations
Lane 3 — DIRA Composite:
- Score: 0.0934
- MiPD score: 0.1134 (vol: 0.000108, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9975 (25 bps off peg)
- Composite score: 0.4289 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.1298
- Persistence: 4m @ 25bps, 0m @ 50bps, 0m @ 100bps
- Alert: none (stable)
Lane 2 — BOCD:
- Score: 1.0000
- Changepoint probability: 0.9993
- Current run length: 1439 observations
Lane 3 — DIRA Composite:
- Score: 0.1024
- MiPD score: 0.1298 (vol: 0.000098, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDC
- Price: $0.9999 (1 bps off peg)
- Composite score: 0.3718 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0072
- Persistence: 0m @ 25bps, 0m @ 50bps, 0m @ 100bps
- Alert: none (stable)
Lane 2 — BOCD:
- Score: 1.0000
- Changepoint probability: 0.9993
- Current run length: 1439 observations
Lane 3 — DIRA Composite:
- Score: 0.0926
- MiPD score: 0.1120 (vol: 0.000053, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDT
- Price: $0.9990 (10 bps off peg)
- Composite score: 0.3905 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0489
- Persistence: 0m @ 25bps, 0m @ 50bps, 0m @ 100bps
- Alert: none (stable)
Lane 2 — BOCD:
- Score: 1.0000
- Changepoint probability: 0.9993
- Current run length: 1432 observations
Lane 3 — DIRA Composite:
- Score: 0.0926
- MiPD score: 0.1120 (vol: 0.000035, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology