Peg Instability Detector — 2026-07-21

Status: ⚠️ Moderate
Coins analyzed: 4
Active alerts: 0
Data window: 2026-07-20T22:30:54.069000+00:00 → 2026-07-21T22:31:04+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$0.999820.3736Moderate0.0091.0000.097stable
FDUSD$0.9982180.4536Moderate0.1751.0000.124improving
USDC$0.999910.3699Moderate0.0041.0000.090stable
USDT$0.999460.3822Moderate0.0321.0000.089unknown

Detailed Analysis

DAI

  • Price: $0.9998 (2 bps off peg)
  • Composite score: 0.3736 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0095
  • 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: 0.0968
  • MiPD score: 0.1196 (vol: 0.000104, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9982 (18 bps off peg)
  • Composite score: 0.4536 — Moderate
  • Trend: improving

Lane 1 — Price Deviation:

  • Score: 0.1750
  • Persistence: 49m @ 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: 0.1243
  • MiPD score: 0.1696 (vol: 0.000240, 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: 0.3699 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0043
  • 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: 0.1070 (vol: 0.000044, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDT

  • Price: $0.9994 (6 bps off peg)
  • Composite score: 0.3822 — Moderate
  • Trend: unknown

Lane 1 — Price Deviation:

  • Score: 0.0319
  • 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: 0.0892
  • MiPD score: 0.1059 (vol: 0.000021, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology