Peg Instability Detector — 2026-07-16
Status: ⚠️ HIGH
Coins analyzed: 5
Active alerts: 1
Data window: 2026-07-15T22:30:33.887000+00:00 → 2026-07-16T22:31:07+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 | 0.3717 | Moderate | 0.007 | 1.000 | 0.093 | stable |
| FDUSD | $0.9977 | 23 | 0.5989 | High | 0.481 | 1.000 | 0.162 | deteriorating |
| USDC | $0.9999 | 1 | 0.3700 | Moderate | 0.005 | 1.000 | 0.090 | stable |
| USDT | $0.9992 | 8 | 0.3850 | Moderate | 0.038 | 1.000 | 0.089 | unknown |
| USDe | $0.9997 | 3 | 0.3753 | Moderate | 0.017 | 1.000 | 0.089 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.5989 | changepoint | FDUSD: High risk (score 0.5989). Price at $0.9977 (23 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $0.9999 (1 bps off peg)
- Composite score: 0.3717 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0068
- 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: 0.0933
- MiPD score: 0.1132 (vol: 0.000117, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9977 (23 bps off peg)
- Composite score: 0.5989 — High
- Trend: deteriorating
Lane 1 — Price Deviation:
- Score: 0.4811
- Persistence: 211m @ 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: 0.1619
- MiPD score: 0.2381 (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: 0.3700 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0046
- 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: 0.1072 (vol: 0.000036, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDT
- Price: $0.9992 (8 bps off peg)
- Composite score: 0.3850 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0383
- 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: 0.0890
- MiPD score: 0.1054 (vol: 0.000036, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDe
- Price: $0.9997 (3 bps off peg)
- Composite score: 0.3753 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0165
- 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: 0.000030, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology