Peg Instability Detector — 2026-07-09
Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-07-08T22:32:50.304000+00:00 → 2026-07-09T22:30:14+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 | $0.9999 | 1 | 0.3712 | Moderate | 0.004 | 1.000 | 0.097 | stable |
| FDUSD | $0.9971 | 29 | 0.6540 | High | 0.628 | 1.000 | 0.106 | stable |
| USDC | $0.9998 | 2 | 0.3731 | Moderate | 0.011 | 1.000 | 0.089 | stable |
| USDT | $0.9992 | 8 | 0.3850 | Moderate | 0.038 | 1.000 | 0.088 | stable |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.6540 | changepoint | FDUSD: High risk (score 0.654). Price at $0.9971 (29 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $0.9999 (1 bps off peg)
- Composite score: 0.3712 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0039
- 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: 0.0970
- MiPD score: 0.1200 (vol: 0.000107, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9971 (29 bps off peg)
- Composite score: 0.6540 — High
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.6284
- Persistence: 271m @ 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: 0.1059
- MiPD score: 0.1362 (vol: 0.000347, 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: 0.3731 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0115
- 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: 0.0895
- MiPD score: 0.1064 (vol: 0.000046, 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: 0.3850 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0385
- 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: 0.0885
- MiPD score: 0.1046 (vol: 0.000036, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology