Peg Instability Detector — 2026-07-01
Status: ⚠️ HIGH
Coins analyzed: 5
Active alerts: 1
Data window: 2026-06-30T22:55:06.814000+00:00 → 2026-07-01T22:52:06+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 | 0.3779 | Moderate | 0.020 | 1.000 | 0.094 | stable |
| FDUSD | $0.9970 | 30 | 0.6616 | High | 0.651 | 1.000 | 0.094 | stable |
| USDC | $0.9997 | 3 | 0.3758 | Moderate | 0.017 | 1.000 | 0.090 | stable |
| USDT | $0.9990 | 10 | 0.3916 | Moderate | 0.052 | 1.000 | 0.090 | unknown |
| USDe | $0.9984 | 16 | 0.4036 | Moderate | 0.079 | 1.000 | 0.090 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.6616 | changepoint | FDUSD: High risk (score 0.6616). Price at $0.9970 (30 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $0.9996 (4 bps off peg)
- Composite score: 0.3779 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0202
- 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: 0.0943
- MiPD score: 0.1151 (vol: 0.000120, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9970 (30 bps off peg)
- Composite score: 0.6616 — High
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.6509
- Persistence: 288m @ 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: 0.0936
- MiPD score: 0.1139 (vol: 0.000088, 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: 0.3758 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0174
- 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: 0.0901
- MiPD score: 0.1074 (vol: 0.000047, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDT
- Price: $0.9990 (10 bps off peg)
- Composite score: 0.3916 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0524
- 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: 0.0899
- MiPD score: 0.1071 (vol: 0.000036, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDe
- Price: $0.9984 (16 bps off peg)
- Composite score: 0.4036 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0790
- 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: 0.0903
- MiPD score: 0.1079 (vol: 0.000042, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology