Peg Instability Detector — 2026-06-28
Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-06-27T22:30:52.485000+00:00 → 2026-06-28T22:30:19+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 | 0.3780 | Moderate | 0.020 | 1.000 | 0.095 | stable |
| FDUSD | $0.9969 | 31 | 0.6516 | High | 0.625 | 1.000 | 0.103 | stable |
| USDC | $0.9997 | 3 | 0.3743 | Moderate | 0.013 | 1.000 | 0.093 | stable |
| USDT | $0.9985 | 15 | 0.4012 | Moderate | 0.073 | 1.000 | 0.091 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.6516 | changepoint | FDUSD: High risk (score 0.6516). Price at $0.9969 (31 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $0.9996 (4 bps off peg)
- Composite score: 0.3780 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0199
- 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: 0.0953
- MiPD score: 0.1169 (vol: 0.000098, 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: 0.6516 — High
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.6245
- Persistence: 272m @ 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: 0.1030
- MiPD score: 0.1309 (vol: 0.000111, 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: 0.0129
- 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: 0.1119 (vol: 0.000052, 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: 0.4012 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0734
- 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: 0.0906
- MiPD score: 0.1083 (vol: 0.000039, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology