Peg Instability Detector — 2026-07-02
Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-07-01T22:31:26.514000+00:00 → 2026-07-02T22:31:03+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 | $0.9998 | 2 | 0.3751 | Moderate | 0.013 | 1.000 | 0.097 | stable |
| FDUSD | $0.9968 | 32 | 0.6652 | High | 0.658 | 1.000 | 0.095 | stable |
| USDC | $0.9998 | 2 | 0.3724 | Moderate | 0.009 | 1.000 | 0.091 | stable |
| USDT | $0.9989 | 11 | 0.3931 | Moderate | 0.056 | 1.000 | 0.090 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.6652 | changepoint | FDUSD: High risk (score 0.6652). Price at $0.9968 (32 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $0.9998 (2 bps off peg)
- Composite score: 0.3751 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0125
- 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: 0.0974
- MiPD score: 0.1207 (vol: 0.000115, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9968 (32 bps off peg)
- Composite score: 0.6652 — High
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.6582
- 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: 0.0952
- MiPD score: 0.1167 (vol: 0.000078, 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: 0.3724 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0092
- 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: 0.0911
- MiPD score: 0.1092 (vol: 0.000050, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDT
- Price: $0.9989 (11 bps off peg)
- Composite score: 0.3931 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0557
- 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: 0.0900
- MiPD score: 0.1073 (vol: 0.000041, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology