Peg Instability Detector — 2026-07-07
Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-07-06T22:31:08.731000+00:00 → 2026-07-07T22:30:14+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 | 0.3728 | Moderate | 0.010 | 1.000 | 0.093 | stable |
| FDUSD | $0.9974 | 26 | 0.5705 | High | 0.449 | 1.000 | 0.093 | stable |
| USDC | $0.9999 | 1 | 0.3698 | Moderate | 0.004 | 1.000 | 0.091 | stable |
| USDT | $0.9993 | 7 | 0.3830 | Moderate | 0.033 | 1.000 | 0.091 | stable |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.5705 | changepoint | FDUSD: High risk (score 0.5705). Price at $0.9974 (26 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $0.9998 (2 bps off peg)
- Composite score: 0.3728 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0096
- 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: 0.0926
- MiPD score: 0.1120 (vol: 0.000103, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9974 (26 bps off peg)
- Composite score: 0.5705 — High
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.4486
- Persistence: 184m @ 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: 0.0933
- MiPD score: 0.1133 (vol: 0.000087, 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: 0.3698 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0036
- 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: 0.0907
- MiPD score: 0.1085 (vol: 0.000048, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDT
- Price: $0.9993 (7 bps off peg)
- Composite score: 0.3830 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0327
- 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: 0.0914
- MiPD score: 0.1099 (vol: 0.000042, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology