Peg Instability Detector — 2026-07-17

Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-07-16T22:30:40.818000+00:00 → 2026-07-17T22:30:42+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$1.000000.3700Moderate0.0011.0000.098stable
FDUSD$0.9972280.6225High0.5611.0000.099stable
USDC$0.999910.3702Moderate0.0051.0000.089stable
USDT$0.999370.3834Moderate0.0341.0000.090unknown

Active Alerts

LevelCoinScoreDriverMessage
ORANGEFDUSD0.6225changepointFDUSD: High risk (score 0.6225). Price at $0.9972 (28 bps off peg). Primary driver: changepoint.

Detailed Analysis

DAI

  • Price: $1.0000 (0 bps off peg)
  • Composite score: 0.3700 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0008
  • 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: 0.1225 (vol: 0.000104, 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: 0.6225 — High
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.5614
  • Persistence: 244m @ 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: 0.0992
  • MiPD score: 0.1240 (vol: 0.000403, 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: 0.3702 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0054
  • 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: 0.0891
  • MiPD score: 0.1056 (vol: 0.000068, 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: 0.3834 — 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: 0.0898
  • MiPD score: 0.1069 (vol: 0.000036, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology