Peg Instability Detector — 2026-07-20
Status: ⚠️ HIGH
Coins analyzed: 5
Active alerts: 1
Data window: 2026-07-19T22:30:55.199000+00:00 → 2026-07-20T22:30:53+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 | 0.3711 | Moderate | 0.003 | 1.000 | 0.099 | stable |
| FDUSD | $0.9973 | 27 | 0.6120 | High | 0.535 | 1.000 | 0.105 | deteriorating |
| USDC | $0.9999 | 1 | 0.3706 | Moderate | 0.005 | 1.000 | 0.091 | stable |
| USDT | $0.9992 | 8 | 0.3845 | Moderate | 0.038 | 1.000 | 0.088 | unknown |
| USDe | $0.9998 | 2 | 0.3732 | Moderate | 0.011 | 1.000 | 0.091 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.6120 | changepoint | FDUSD: High risk (score 0.612). Price at $0.9973 (27 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $0.9999 (1 bps off peg)
- Composite score: 0.3711 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0029
- 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: 0.0991
- MiPD score: 0.1238 (vol: 0.000094, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9973 (27 bps off peg)
- Composite score: 0.6120 — High
- Trend: deteriorating
Lane 1 — Price Deviation:
- Score: 0.5353
- Persistence: 232m @ 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: 0.1055
- MiPD score: 0.1355 (vol: 0.000304, 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: 0.3706 — 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: 0.0909
- MiPD score: 0.1089 (vol: 0.000057, 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: 0.3845 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0377
- 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: 0.0879
- MiPD score: 0.1034 (vol: 0.000022, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDe
- Price: $0.9998 (2 bps off peg)
- Composite score: 0.3732 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0111
- 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: 0.0908
- MiPD score: 0.1086 (vol: 0.000051, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology