Peg Instability Detector — 2026-07-28
Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-07-27T22:30:00+00:00 → 2026-07-28T22:30:05+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 | $0.9998 | 2 | 0.3742 | Moderate | 0.012 | 1.000 | 0.095 | stable |
| FDUSD | $0.9972 | 28 | 0.6167 | High | 0.552 | 1.000 | 0.092 | stable |
| USDC | $0.9997 | 3 | 0.3740 | Moderate | 0.014 | 1.000 | 0.089 | stable |
| USDT | $0.9988 | 12 | 0.3936 | Moderate | 0.058 | 1.000 | 0.087 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.6167 | changepoint | FDUSD: High risk (score 0.6167). Price at $0.9972 (28 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $0.9998 (2 bps off peg)
- Composite score: 0.3742 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0117
- 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: 0.0948
- MiPD score: 0.1161 (vol: 0.000106, 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: 0.6167 — High
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.5518
- Persistence: 237m @ 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: 0.0921
- MiPD score: 0.1112 (vol: 0.000157, 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: 0.3740 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0138
- 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: 0.0890
- MiPD score: 0.1055 (vol: 0.000027, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDT
- Price: $0.9988 (12 bps off peg)
- Composite score: 0.3936 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0582
- 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: 0.0872
- MiPD score: 0.1022 (vol: 0.000015, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology