Peg Instability Detector — 2026-06-19

Status: ⚠️ HIGH
Coins analyzed: 3
Active alerts: 1
Data window: 2026-06-18T10:30:23.266000+00:00 → 2026-06-19T10:31:12+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$0.999910.3726Moderate0.0071.0000.098stable
FDUSD$0.9980200.5455High0.3921.0000.095stable
USDC$0.999820.3730Moderate0.0111.0000.090stable

Active Alerts

LevelCoinScoreDriverMessage
ORANGEFDUSD0.5455changepointFDUSD: High risk (score 0.5455). Price at $0.9980 (20 bps off peg). Primary driver: changepoint.

Detailed Analysis

DAI

  • Price: $0.9999 (1 bps off peg)
  • Composite score: 0.3726 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0066
  • 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: 0.0983
  • MiPD score: 0.1223 (vol: 0.000103, 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: 0.5455 — High
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.3923
  • Persistence: 169m @ 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: 0.0947
  • MiPD score: 0.1159 (vol: 0.000107, 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: 0.3730 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0109
  • 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: 0.0904
  • MiPD score: 0.1079 (vol: 0.000065, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology