Peg Instability Detector — 2026-07-05
Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-07-04T22:30:09.232000+00:00 → 2026-07-05T22:31:29+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 | $0.9999 | 1 | 0.3733 | Moderate | 0.006 | 1.000 | 0.103 | stable |
| FDUSD | $0.9973 | 27 | 0.5110 | High | 0.310 | 1.000 | 0.108 | deteriorating |
| USDC | $0.9998 | 2 | 0.3728 | Moderate | 0.010 | 1.000 | 0.092 | stable |
| USDT | $0.9990 | 10 | 0.3902 | Moderate | 0.048 | 1.000 | 0.093 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.5110 | changepoint | FDUSD: High risk (score 0.511). Price at $0.9973 (27 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $0.9999 (1 bps off peg)
- Composite score: 0.3733 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0061
- 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: 0.1028
- MiPD score: 0.1305 (vol: 0.000100, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9973 (27 bps off peg)
- Composite score: 0.5110 — High
- Trend: deteriorating
Lane 1 — Price Deviation:
- Score: 0.3099
- Persistence: 100m @ 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: 0.1078
- MiPD score: 0.1396 (vol: 0.000085, 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: 0.3728 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0097
- 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: 0.0921
- MiPD score: 0.1110 (vol: 0.000049, 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: 0.3902 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0481
- 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: 0.0928
- MiPD score: 0.1123 (vol: 0.000041, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology