Peg Instability Detector — 2026-06-17

Status: ⚠️ Moderate
Coins analyzed: 4
Active alerts: 0
Data window: 2026-06-16T22:30:37.644000+00:00 → 2026-06-17T22:30:33+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$0.999820.3740Moderate0.0091.0000.099stable
FDUSD$0.9980200.4139Moderate0.1011.0000.093stable
USDC$0.999820.3724Moderate0.0081.0000.094stable
USDT$0.999280.3851Moderate0.0381.0000.090stable

Detailed Analysis

DAI

  • Price: $0.9998 (2 bps off peg)
  • Composite score: 0.3740 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0095
  • 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: 0.0986
  • MiPD score: 0.1229 (vol: 0.000109, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9980 (20 bps off peg)
  • Composite score: 0.4139 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.1005
  • 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: 0.0933
  • MiPD score: 0.1134 (vol: 0.000100, 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: 0.3724 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0078
  • 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: 0.0943
  • MiPD score: 0.1151 (vol: 0.000072, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDT

  • Price: $0.9992 (8 bps off peg)
  • Composite score: 0.3851 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0380
  • 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: 0.0899
  • MiPD score: 0.1072 (vol: 0.000043, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology