Peg Instability Detector — 2026-06-22

Status: ⚠️ Moderate
Coins analyzed: 4
Active alerts: 0
Data window: 2026-06-21T22:30:49.083000+00:00 → 2026-06-22T22:31:17+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$0.999820.3749Moderate0.0121.0000.097stable
FDUSD$0.9983170.4083Moderate0.0851.0000.100stable
USDC$0.999820.3748Moderate0.0121.0000.096stable
USDT$0.9990100.3912Moderate0.0521.0000.088unknown

Detailed Analysis

DAI

  • Price: $0.9998 (2 bps off peg)
  • Composite score: 0.3749 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0123
  • 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: 0.0968
  • MiPD score: 0.1196 (vol: 0.000132, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9983 (17 bps off peg)
  • Composite score: 0.4083 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0852
  • 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: 0.0996
  • MiPD score: 0.1248 (vol: 0.000106, 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: 0.3748 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0124
  • 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: 0.0960
  • MiPD score: 0.1182 (vol: 0.000063, 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: 0.3912 — Moderate
  • Trend: unknown

Lane 1 — Price Deviation:

  • Score: 0.0524
  • 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: 0.0882
  • MiPD score: 0.1040 (vol: 0.000047, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology