Peg Instability Detector — 2026-07-10

Status: ⚠️ HIGH
Coins analyzed: 5
Active alerts: 1
Data window: 2026-07-09T22:29:52.573000+00:00 → 2026-07-10T22:31:01+00:00
Pipeline version: 2.0.0

🛡️ Composite Risk Scores High score = higher risk

Per-Coin Results

CoinPriceOff Peg (bps)Composite ScoreRisk LevelLane 1Lane 2Lane 3Trend
DAI$0.999730.3751Moderate0.0171.0000.088stable
FDUSD$0.9966340.6282High0.5591.0000.134stable
USDC$0.999910.3710Moderate0.0071.0000.089stable
USDT$0.999370.3841Moderate0.0361.0000.089stable
USDe$0.999640.3777Moderate0.0221.0000.089unknown

Active Alerts

LevelCoinScoreDriverMessage
ORANGEFDUSD0.6282changepointFDUSD: High risk (score 0.6282). Price at $0.9966 (34 bps off peg). Primary driver: changepoint.

Detailed Analysis

DAI

  • Price: $0.9997 (3 bps off peg)
  • Composite score: 0.3751 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0166
  • 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: 0.0883
  • MiPD score: 0.1043 (vol: 0.000102, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9966 (34 bps off peg)
  • Composite score: 0.6282 — High
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.5587
  • Persistence: 224m @ 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: 0.1339
  • MiPD score: 0.1872 (vol: 0.000305, 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: 0.3710 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0070
  • 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: 0.000038, 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: 0.3841 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0361
  • 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: 0.0894
  • MiPD score: 0.1062 (vol: 0.000033, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDe

  • Price: $0.9996 (4 bps off peg)
  • Composite score: 0.3777 — Moderate
  • Trend: unknown

Lane 1 — Price Deviation:

  • Score: 0.0218
  • 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: 0.000043, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology