Peg Instability Detector — 2026-06-23
Status: ⚠️ Moderate
Coins analyzed: 3
Active alerts: 0
Data window: 2026-06-22T10:30:49.205000+00:00 → 2026-06-23T10:31:26+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 | $0.9996 | 4 | 0.3791 | Moderate | 0.022 | 1.000 | 0.097 | stable |
| FDUSD | $0.9969 | 31 | 0.4721 | Moderate | 0.227 | 1.000 | 0.099 | deteriorating |
| USDC | $0.9997 | 3 | 0.3743 | Moderate | 0.013 | 1.000 | 0.091 | stable |
Detailed Analysis
DAI
- Price: $0.9996 (4 bps off peg)
- Composite score: 0.3791 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0216
- 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: 0.0970
- MiPD score: 0.1200 (vol: 0.000120, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9969 (31 bps off peg)
- Composite score: 0.4721 — Moderate
- Trend: deteriorating
Lane 1 — Price Deviation:
- Score: 0.2274
- Persistence: 42m @ 25bps, 0m @ 50bps, 0m @ 100bps
- Alert: attention (monitor)
Lane 2 — BOCD:
- Score: 1.0000
- Changepoint probability: 0.9993
- Current run length: 1439 observations
Lane 3 — DIRA Composite:
- Score: 0.0990
- MiPD score: 0.1237 (vol: 0.000099, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDC
- Price: $0.9997 (3 bps off peg)
- Composite score: 0.3743 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0135
- 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: 0.0913
- MiPD score: 0.1096 (vol: 0.000058, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology