Peg Instability Detector — 2026-07-29
Status: ⚠️ HIGH
Coins analyzed: 5
Active alerts: 1
Data window: 2026-07-28T22:30:42.707000+00:00 → 2026-07-29T22:31:00+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 | $0.9999 | 1 | 0.3729 | Moderate | 0.006 | 1.000 | 0.102 | stable |
| FDUSD | $0.9966 | 34 | 0.6710 | High | 0.665 | 1.000 | 0.109 | stable |
| USDC | $0.9995 | 5 | 0.3795 | Moderate | 0.025 | 1.000 | 0.091 | stable |
| USDT | $0.9990 | 10 | 0.3899 | Moderate | 0.049 | 1.000 | 0.090 | unknown |
| USDe | $0.9994 | 6 | 0.3816 | Moderate | 0.030 | 1.000 | 0.090 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.6710 | changepoint | FDUSD: High risk (score 0.671). Price at $0.9966 (34 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $0.9999 (1 bps off peg)
- Composite score: 0.3729 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0058
- 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: 0.1016
- MiPD score: 0.1283 (vol: 0.000101, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9966 (34 bps off peg)
- Composite score: 0.6710 — High
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.6647
- Persistence: 287m @ 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: 0.1093
- MiPD score: 0.1424 (vol: 0.000312, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDC
- Price: $0.9995 (5 bps off peg)
- Composite score: 0.3795 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0251
- 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: 0.0910
- MiPD score: 0.1092 (vol: 0.000033, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDT
- Price: $0.9990 (10 bps off peg)
- Composite score: 0.3899 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0488
- 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: 0.1067 (vol: 0.000029, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDe
- Price: $0.9994 (6 bps off peg)
- Composite score: 0.3816 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0301
- 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: 0.0901
- MiPD score: 0.1074 (vol: 0.000035, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology