Peg Instability Detector — 2026-06-26
Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-06-25T22:30:26.467000+00:00 → 2026-06-26T22:31:11+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 | 0.3792 | Moderate | 0.021 | 1.000 | 0.098 | stable |
| FDUSD | $0.9974 | 26 | 0.6495 | High | 0.624 | 1.000 | 0.094 | stable |
| USDC | $0.9998 | 2 | 0.3735 | Moderate | 0.012 | 1.000 | 0.091 | stable |
| USDT | $0.9987 | 13 | 0.3978 | Moderate | 0.066 | 1.000 | 0.090 | stable |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.6495 | changepoint | FDUSD: High risk (score 0.6495). Price at $0.9974 (26 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $0.9996 (4 bps off peg)
- Composite score: 0.3792 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0212
- 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: 0.0982
- MiPD score: 0.1222 (vol: 0.000106, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9974 (26 bps off peg)
- Composite score: 0.6495 — High
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.6236
- Persistence: 285m @ 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: 0.0944
- MiPD score: 0.1152 (vol: 0.000118, 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: 0.3735 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0118
- 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: 0.0909
- MiPD score: 0.1088 (vol: 0.000064, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDT
- Price: $0.9987 (13 bps off peg)
- Composite score: 0.3978 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0659
- 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: 0.0905
- MiPD score: 0.1081 (vol: 0.000041, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology