Peg Instability Detector — 2026-06-25
Status: ⚠️ HIGH
Coins analyzed: 5
Active alerts: 1
Data window: 2026-06-24T22:30:10.408000+00:00 → 2026-06-25T22:30:59+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 | 0.3799 | Moderate | 0.022 | 1.000 | 0.100 | stable |
| FDUSD | $0.9966 | 34 | 0.6711 | High | 0.670 | 1.000 | 0.098 | stable |
| USDC | $0.9997 | 3 | 0.3757 | Moderate | 0.017 | 1.000 | 0.091 | stable |
| USDT | $0.9985 | 15 | 0.4018 | Moderate | 0.075 | 1.000 | 0.091 | unknown |
| USDe | $0.9982 | 18 | 0.4075 | Moderate | 0.089 | 1.000 | 0.088 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.6711 | changepoint | FDUSD: High risk (score 0.6711). Price at $0.9966 (34 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $0.9996 (4 bps off peg)
- Composite score: 0.3799 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0219
- 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: 0.1002
- MiPD score: 0.1259 (vol: 0.000110, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9966 (34 bps off peg)
- Composite score: 0.6711 — High
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.6698
- Persistence: 287m @ 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: 0.0983
- MiPD score: 0.1223 (vol: 0.000100, 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: 0.3757 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0169
- 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: 0.0907
- MiPD score: 0.1085 (vol: 0.000069, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDT
- Price: $0.9985 (15 bps off peg)
- Composite score: 0.4018 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0747
- 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: 0.0907
- MiPD score: 0.1086 (vol: 0.000044, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDe
- Price: $0.9982 (18 bps off peg)
- Composite score: 0.4075 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0886
- Persistence: 0m @ 25bps, 0m @ 50bps, 0m @ 100bps
- Alert: none (stable)
Lane 2 — BOCD:
- Score: 1.0000
- Changepoint probability: 0.9993
- Current run length: 1435 observations
Lane 3 — DIRA Composite:
- Score: 0.0883
- MiPD score: 0.1042 (vol: 0.000054, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology