Peg Instability Detector — 2026-07-08
Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-07-07T22:31:29.633000+00:00 → 2026-07-08T22:30:46+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 | 0.3746 | Moderate | 0.009 | 1.000 | 0.102 | stable |
| FDUSD | $0.9970 | 30 | 0.6578 | High | 0.644 | 1.000 | 0.091 | stable |
| USDC | $0.9999 | 1 | 0.3719 | Moderate | 0.007 | 1.000 | 0.093 | stable |
| USDT | $0.9992 | 8 | 0.3852 | Moderate | 0.038 | 1.000 | 0.091 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.6578 | changepoint | FDUSD: High risk (score 0.6578). Price at $0.9970 (30 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $0.9998 (2 bps off peg)
- Composite score: 0.3746 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0090
- 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: 0.1025
- MiPD score: 0.1299 (vol: 0.000112, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9970 (30 bps off peg)
- Composite score: 0.6578 — High
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.6438
- Persistence: 284m @ 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: 0.0906
- MiPD score: 0.1083 (vol: 0.000079, 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: 0.3719 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0072
- 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: 0.0932
- MiPD score: 0.1131 (vol: 0.000049, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDT
- Price: $0.9992 (8 bps off peg)
- Composite score: 0.3852 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0377
- 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: 0.1094 (vol: 0.000043, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology