Peg Instability Detector — 2026-07-27
Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-07-26T22:35:00+00:00 → 2026-07-27T22:29:20+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 | 0.3696 | Moderate | 0.001 | 1.000 | 0.095 | stable |
| FDUSD | $0.9975 | 25 | 0.5118 | High | 0.313 | 1.000 | 0.105 | deteriorating |
| USDC | $0.9997 | 3 | 0.3745 | Moderate | 0.015 | 1.000 | 0.089 | stable |
| USDT | $0.9992 | 8 | 0.3860 | Moderate | 0.041 | 1.000 | 0.089 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.5118 | changepoint | FDUSD: High risk (score 0.5118). Price at $0.9975 (25 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $1.0000 (0 bps off peg)
- Composite score: 0.3696 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0012
- 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: 0.0952
- MiPD score: 0.1167 (vol: 0.000132, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9975 (25 bps off peg)
- Composite score: 0.5118 — High
- Trend: deteriorating
Lane 1 — Price Deviation:
- Score: 0.3130
- Persistence: 109m @ 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: 0.1046
- MiPD score: 0.1338 (vol: 0.000103, 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: 0.3745 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0150
- 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: 0.0889
- MiPD score: 0.1053 (vol: 0.000031, 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: 0.3860 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0405
- 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: 0.1049 (vol: 0.000025, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology