Peg Instability Detector — 2026-06-24
Status: ⚠️ HIGH
Coins analyzed: 5
Active alerts: 1
Data window: 2026-06-23T22:29:58.877000+00:00 → 2026-06-24T22:30:52+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 | $0.9997 | 3 | 0.3754 | Moderate | 0.015 | 1.000 | 0.093 | stable |
| FDUSD | $0.9962 | 38 | 0.6318 | High | 0.580 | 1.000 | 0.105 | deteriorating |
| USDC | $0.9997 | 3 | 0.3753 | Moderate | 0.015 | 1.000 | 0.092 | stable |
| USDT | $0.9986 | 14 | 0.4004 | Moderate | 0.071 | 1.000 | 0.091 | unknown |
| USDe | $0.9983 | 17 | 0.4067 | Moderate | 0.086 | 1.000 | 0.090 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.6318 | changepoint | FDUSD: High risk (score 0.6318). Price at $0.9962 (38 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $0.9997 (3 bps off peg)
- Composite score: 0.3754 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0153
- 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: 0.0926
- MiPD score: 0.1121 (vol: 0.000122, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9962 (38 bps off peg)
- Composite score: 0.6318 — High
- Trend: deteriorating
Lane 1 — Price Deviation:
- Score: 0.5796
- Persistence: 226m @ 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: 0.1048
- MiPD score: 0.1342 (vol: 0.000117, 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: 0.3753 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0152
- 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: 0.0922
- MiPD score: 0.1112 (vol: 0.000060, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDT
- Price: $0.9986 (14 bps off peg)
- Composite score: 0.4004 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0714
- 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: 0.0914
- MiPD score: 0.1098 (vol: 0.000046, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDe
- Price: $0.9983 (17 bps off peg)
- Composite score: 0.4067 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0858
- Persistence: 0m @ 25bps, 0m @ 50bps, 0m @ 100bps
- Alert: none (stable)
Lane 2 — BOCD:
- Score: 1.0000
- Changepoint probability: 0.9993
- Current run length: 1148 observations
Lane 3 — DIRA Composite:
- Score: 0.0905
- MiPD score: 0.1081 (vol: 0.000065, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology