Peg Instability Detector — 2026-07-03

Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-07-02T22:31:19.012000+00:00 → 2026-07-03T22:31:15+00:00
Pipeline version: 2.0.0

🛡️ Composite Risk Scores High score = higher risk

Per-Coin Results

CoinPriceOff Peg (bps)Composite ScoreRisk LevelLane 1Lane 2Lane 3Trend
DAI$0.999820.3735Moderate0.0091.0000.098stable
FDUSD$0.9977230.6286High0.5771.0000.095improving
USDC$0.999910.3703Moderate0.0051.0000.090stable
USDT$0.999190.3888Moderate0.0461.0000.090unknown

Active Alerts

LevelCoinScoreDriverMessage
ORANGEFDUSD0.6286changepointFDUSD: High risk (score 0.6286). Price at $0.9977 (23 bps off peg). Primary driver: changepoint.

Detailed Analysis

DAI

  • Price: $0.9998 (2 bps off peg)
  • Composite score: 0.3735 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0088
  • 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: 0.0978
  • MiPD score: 0.1214 (vol: 0.000106, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9977 (23 bps off peg)
  • Composite score: 0.6286 — High
  • Trend: improving

Lane 1 — Price Deviation:

  • Score: 0.5769
  • Persistence: 267m @ 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: 0.0948
  • MiPD score: 0.1160 (vol: 0.000103, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDC

  • Price: $0.9999 (1 bps off peg)
  • Composite score: 0.3703 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0052
  • 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: 0.0898
  • MiPD score: 0.1070 (vol: 0.000057, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDT

  • Price: $0.9991 (9 bps off peg)
  • Composite score: 0.3888 — Moderate
  • Trend: unknown

Lane 1 — Price Deviation:

  • Score: 0.0463
  • 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: 0.1066 (vol: 0.000037, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology