Peg Instability Detector — 2026-07-12
Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-07-11T22:30:42.890000+00:00 → 2026-07-12T22:30:14+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 | $0.9997 | 3 | 0.3760 | Moderate | 0.013 | 1.000 | 0.101 | stable |
| FDUSD | $0.9971 | 29 | 0.6574 | High | 0.634 | 1.000 | 0.110 | stable |
| USDC | $0.9998 | 2 | 0.3736 | Moderate | 0.013 | 1.000 | 0.090 | stable |
| USDT | $0.9993 | 7 | 0.3832 | Moderate | 0.033 | 1.000 | 0.092 | stable |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.6574 | changepoint | FDUSD: High risk (score 0.6574). Price at $0.9971 (29 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $0.9997 (3 bps off peg)
- Composite score: 0.3760 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0129
- 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: 0.1011
- MiPD score: 0.1275 (vol: 0.000118, 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: 0.6574 — High
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.6343
- 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: 0.1100
- MiPD score: 0.1437 (vol: 0.000246, 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: 0.3736 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0125
- 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: 0.0899
- MiPD score: 0.1070 (vol: 0.000037, 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: 0.3832 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0330
- 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: 0.0917
- MiPD score: 0.1103 (vol: 0.000039, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology