Peg Instability Detector — 2026-07-24
Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-07-23T22:31:11.169000+00:00 → 2026-07-24T22:30:36+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 | $1.0001 | 1 | 0.3718 | Moderate | 0.005 | 1.000 | 0.099 | stable |
| FDUSD | $0.9972 | 28 | 0.6534 | High | 0.634 | 1.000 | 0.090 | deteriorating |
| USDC | $0.9997 | 3 | 0.3739 | Moderate | 0.013 | 1.000 | 0.091 | stable |
| USDT | $0.9991 | 9 | 0.3875 | Moderate | 0.044 | 1.000 | 0.088 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.6534 | changepoint | FDUSD: High risk (score 0.6534). Price at $0.9972 (28 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $1.0001 (1 bps off peg)
- Composite score: 0.3718 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0046
- 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: 0.0989
- MiPD score: 0.1235 (vol: 0.000114, 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: 0.6534 — High
- Trend: deteriorating
Lane 1 — Price Deviation:
- Score: 0.6343
- Persistence: 285m @ 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: 0.0900
- MiPD score: 0.1072 (vol: 0.000042, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDC
- Price: $0.9997 (3 bps off peg)
- Composite score: 0.3739 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0127
- 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: 0.000032, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDT
- Price: $0.9991 (9 bps off peg)
- Composite score: 0.3875 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0443
- 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: 0.0878
- MiPD score: 0.1032 (vol: 0.000017, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology