Peg Instability Detector — 2026-07-14

Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-07-13T22:30:14.121000+00:00 → 2026-07-14T22:30:13+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$0.999820.3732Moderate0.0101.0000.093stable
FDUSD$0.9972280.6515High0.6121.0000.131stable
USDC$0.999910.3707Moderate0.0061.0000.089stable
USDT$0.999370.3836Moderate0.0341.0000.091unknown

Active Alerts

LevelCoinScoreDriverMessage
ORANGEFDUSD0.6515changepointFDUSD: High risk (score 0.6515). Price at $0.9972 (28 bps off peg). Primary driver: changepoint.

Detailed Analysis

DAI

  • Price: $0.9998 (2 bps off peg)
  • Composite score: 0.3732 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0102
  • 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: 0.0929
  • MiPD score: 0.1126 (vol: 0.000116, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9972 (28 bps off peg)
  • Composite score: 0.6515 — High
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.6117
  • Persistence: 272m @ 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: 0.1310
  • MiPD score: 0.1819 (vol: 0.000380, 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: 0.3707 — 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: 0.0895
  • MiPD score: 0.1064 (vol: 0.000043, 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: 0.3836 — Moderate
  • Trend: unknown

Lane 1 — Price Deviation:

  • Score: 0.0343
  • 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: 0.1084 (vol: 0.000039, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology