Peg Instability Detector — 2026-07-06
Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-07-05T22:30:21.591000+00:00 → 2026-07-06T22:30:38+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 | $0.9997 | 3 | 0.3760 | Moderate | 0.016 | 1.000 | 0.093 | stable |
| FDUSD | $0.9978 | 22 | 0.5545 | High | 0.413 | 1.000 | 0.093 | stable |
| USDC | $1.0000 | 0 | 0.3692 | Moderate | 0.002 | 1.000 | 0.091 | stable |
| USDT | $0.9994 | 6 | 0.3825 | Moderate | 0.032 | 1.000 | 0.091 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.5545 | changepoint | FDUSD: High risk (score 0.5545). Price at $0.9978 (22 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $0.9997 (3 bps off peg)
- Composite score: 0.3760 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0162
- 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: 0.0933
- MiPD score: 0.1133 (vol: 0.000099, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9978 (22 bps off peg)
- Composite score: 0.5545 — High
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.4131
- Persistence: 175m @ 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: 0.0931
- MiPD score: 0.1129 (vol: 0.000087, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDC
- Price: $1.0000 (0 bps off peg)
- Composite score: 0.3692 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0022
- 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: 0.0912
- MiPD score: 0.1095 (vol: 0.000061, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDT
- Price: $0.9994 (6 bps off peg)
- Composite score: 0.3825 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0318
- 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: 0.0909
- MiPD score: 0.1089 (vol: 0.000044, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology