Peg Instability Detector — 2026-07-26
Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-07-25T22:30:00+00:00 → 2026-07-26T22:29:00+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 | $1.0000 | 0 | 0.3716 | Moderate | 0.003 | 1.000 | 0.103 | stable |
| FDUSD | $0.9974 | 26 | 0.5191 | High | 0.326 | 1.000 | 0.111 | improving |
| USDC | $0.9998 | 2 | 0.3734 | Moderate | 0.012 | 1.000 | 0.090 | stable |
| USDT | $0.9993 | 7 | 0.3839 | Moderate | 0.036 | 1.000 | 0.089 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.5191 | changepoint | FDUSD: High risk (score 0.5191). Price at $0.9974 (26 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $1.0000 (0 bps off peg)
- Composite score: 0.3716 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0025
- 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: 0.1026
- MiPD score: 0.1302 (vol: 0.000119, 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: 0.5191 — High
- Trend: improving
Lane 1 — Price Deviation:
- Score: 0.3264
- Persistence: 114m @ 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: 0.1109
- MiPD score: 0.1452 (vol: 0.000166, 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: 0.3734 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0121
- 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: 0.0897
- MiPD score: 0.1066 (vol: 0.000023, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDT
- Price: $0.9993 (7 bps off peg)
- Composite score: 0.3839 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0360
- 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: 0.0887
- MiPD score: 0.1048 (vol: 0.000025, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology