Peg Instability Detector — 2026-07-13
Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-07-12T22:30:24.182000+00:00 → 2026-07-13T22:30:40+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 | 0.3725 | Moderate | 0.006 | 1.000 | 0.098 | stable |
| FDUSD | $0.9969 | 31 | 0.6573 | High | 0.638 | 1.000 | 0.101 | stable |
| USDC | $0.9999 | 1 | 0.3704 | Moderate | 0.006 | 1.000 | 0.088 | stable |
| USDT | $0.9990 | 10 | 0.3890 | Moderate | 0.048 | 1.000 | 0.088 | stable |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.6573 | changepoint | FDUSD: High risk (score 0.6573). Price at $0.9969 (31 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $0.9999 (1 bps off peg)
- Composite score: 0.3725 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0062
- 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: 0.0984
- MiPD score: 0.1226 (vol: 0.000117, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9969 (31 bps off peg)
- Composite score: 0.6573 — High
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.6380
- Persistence: 279m @ 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: 0.1011
- MiPD score: 0.1275 (vol: 0.000344, 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: 0.3704 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0061
- 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: 0.1045 (vol: 0.000047, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDT
- Price: $0.9990 (10 bps off peg)
- Composite score: 0.3890 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0477
- 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: 0.0878
- MiPD score: 0.1033 (vol: 0.000039, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology