Peg Instability Detector — 2026-06-29
Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-06-28T22:30:10.103000+00:00 → 2026-06-29T22:30:33+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 | $0.9995 | 5 | 0.3821 | Moderate | 0.025 | 1.000 | 0.103 | stable |
| FDUSD | $0.9966 | 34 | 0.6713 | High | 0.670 | 1.000 | 0.099 | stable |
| USDC | $0.9996 | 4 | 0.3765 | Moderate | 0.018 | 1.000 | 0.092 | stable |
| USDT | $0.9985 | 15 | 0.4022 | Moderate | 0.076 | 1.000 | 0.090 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.6713 | changepoint | FDUSD: High risk (score 0.6713). Price at $0.9966 (34 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $0.9995 (5 bps off peg)
- Composite score: 0.3821 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0253
- 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: 0.1035
- MiPD score: 0.1317 (vol: 0.000122, 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: 0.6713 — High
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.6700
- Persistence: 289m @ 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: 0.1236 (vol: 0.000111, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDC
- Price: $0.9996 (4 bps off peg)
- Composite score: 0.3765 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0180
- 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: 0.0919
- MiPD score: 0.1107 (vol: 0.000083, 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: 0.4022 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0761
- 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: 0.0896
- MiPD score: 0.1065 (vol: 0.000045, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology