Peg Instability Detector — 2026-06-21

Status: ⚠️ Moderate
Coins analyzed: 4
Active alerts: 0
Data window: 2026-06-20T22:30:44.960000+00:00 → 2026-06-21T22:31:06+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$0.999730.3748Moderate0.0141.0000.092stable
FDUSD$0.9979210.4176Moderate0.1041.0000.103stable
USDC$0.999910.3700Moderate0.0031.0000.092stable
USDT$0.9989110.3930Moderate0.0551.0000.091unknown

Detailed Analysis

DAI

  • Price: $0.9997 (3 bps off peg)
  • Composite score: 0.3748 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0144
  • 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: 0.0916
  • MiPD score: 0.1102 (vol: 0.000095, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9979 (21 bps off peg)
  • Composite score: 0.4176 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.1043
  • 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: 0.1034
  • MiPD score: 0.1316 (vol: 0.000087, 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: 0.3700 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0034
  • 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: 0.0923
  • MiPD score: 0.1114 (vol: 0.000069, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDT

  • Price: $0.9989 (11 bps off peg)
  • Composite score: 0.3930 — Moderate
  • Trend: unknown

Lane 1 — Price Deviation:

  • Score: 0.0553
  • 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: 0.0908
  • MiPD score: 0.1088 (vol: 0.000054, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology