Peg Instability Detector — 2026-07-23

Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-07-22T22:30:00+00:00 → 2026-07-23T22:28:40+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$1.000110.3704Moderate0.0041.0000.093stable
FDUSD$0.9974260.5149High0.3271.0000.089deteriorating
USDC$0.999820.3727Moderate0.0111.0000.088stable
USDT$0.999460.3817Moderate0.0311.0000.088stable

Active Alerts

LevelCoinScoreDriverMessage
ORANGEFDUSD0.5149changepointFDUSD: High risk (score 0.5149). Price at $0.9974 (26 bps off peg). Primary driver: changepoint.

Detailed Analysis

DAI

  • Price: $1.0001 (1 bps off peg)
  • Composite score: 0.3704 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0041
  • 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: 0.0930
  • MiPD score: 0.1128 (vol: 0.000117, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9974 (26 bps off peg)
  • Composite score: 0.5149 — High
  • Trend: deteriorating

Lane 1 — Price Deviation:

  • Score: 0.3267
  • Persistence: 113m @ 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: 0.0895
  • MiPD score: 0.1063 (vol: 0.000061, 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: 0.3727 — Moderate
  • Trend: stable

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: 0.0884
  • MiPD score: 0.1044 (vol: 0.000028, 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: 0.3817 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0312
  • 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: 0.0885
  • MiPD score: 0.1045 (vol: 0.000025, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology