Peg Instability Detector — 2026-07-19
Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-07-18T22:30:37.910000+00:00 → 2026-07-19T22:30:33+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 | 0.3721 | Moderate | 0.003 | 1.000 | 0.104 | stable |
| FDUSD | $0.9977 | 23 | 0.5811 | High | 0.472 | 1.000 | 0.094 | improving |
| USDC | $0.9998 | 2 | 0.3771 | Moderate | 0.015 | 1.000 | 0.103 | stable |
| USDT | $0.9992 | 8 | 0.3851 | Moderate | 0.038 | 1.000 | 0.089 | stable |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.5811 | changepoint | FDUSD: High risk (score 0.5811). Price at $0.9977 (23 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $0.9999 (1 bps off peg)
- Composite score: 0.3721 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0028
- 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: 0.1041
- MiPD score: 0.1329 (vol: 0.000096, 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: 0.5811 — High
- Trend: improving
Lane 1 — Price Deviation:
- Score: 0.4716
- Persistence: 207m @ 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: 0.0942
- MiPD score: 0.1149 (vol: 0.000169, 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: 0.3771 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0146
- Persistence: 2m @ 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: 0.1026
- MiPD score: 0.1302 (vol: 0.000422, 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: 0.3851 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0384
- 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: 0.0889
- MiPD score: 0.1054 (vol: 0.000029, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology