Peg Instability Detector — 2026-07-11

Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-07-10T22:30:45.038000+00:00 → 2026-07-11T22:30:24+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$0.999730.3765Moderate0.0151.0000.099stable
FDUSD$0.9974260.6012High0.5111.0000.107stable
USDC$0.999820.3724Moderate0.0101.0000.089stable
USDT$0.999370.3835Moderate0.0341.0000.091unknown

Active Alerts

LevelCoinScoreDriverMessage
ORANGEFDUSD0.6012changepointFDUSD: High risk (score 0.6012). Price at $0.9974 (26 bps off peg). Primary driver: changepoint.

Detailed Analysis

DAI

  • Price: $0.9997 (3 bps off peg)
  • Composite score: 0.3765 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0151
  • 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: 0.0986
  • MiPD score: 0.1229 (vol: 0.000104, 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: 0.6012 — High
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.5108
  • Persistence: 219m @ 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: 0.1069
  • MiPD score: 0.1379 (vol: 0.000182, 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: 0.3724 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0103
  • 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: 0.0888
  • MiPD score: 0.1050 (vol: 0.000031, 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: 0.3835 — Moderate
  • Trend: unknown

Lane 1 — Price Deviation:

  • Score: 0.0342
  • 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: 0.0906
  • MiPD score: 0.1083 (vol: 0.000038, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology