Peg Instability Detector — 2026-07-30

Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-07-29T22:35:00+00:00 → 2026-07-30T22:29:20+00:00
Pipeline version: 2.0.0

🛡️ Composite Risk Scores High score = higher risk

Per-Coin Results

CoinPriceOff Peg (bps)Composite ScoreRisk LevelLane 1Lane 2Lane 3Trend
DAI$0.999910.3723Moderate0.0071.0000.097stable
FDUSD$0.9974260.6523High0.6281.0000.098stable
USDC$0.999730.3755Moderate0.0171.0000.089stable
USDT$0.999370.3833Moderate0.0341.0000.090unknown

Active Alerts

LevelCoinScoreDriverMessage
ORANGEFDUSD0.6523changepointFDUSD: High risk (score 0.6523). Price at $0.9974 (26 bps off peg). Primary driver: changepoint.

Detailed Analysis

DAI

  • Price: $0.9999 (1 bps off peg)
  • Composite score: 0.3723 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0066
  • 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: 0.0967
  • MiPD score: 0.1194 (vol: 0.000115, 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: 0.6523 — High
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.6281
  • Persistence: 288m @ 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: 0.0983
  • MiPD score: 0.1224 (vol: 0.000059, 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: 0.3755 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0169
  • 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: 0.0894
  • MiPD score: 0.1061 (vol: 0.000036, 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: 0.3833 — Moderate
  • Trend: unknown

Lane 1 — Price Deviation:

  • Score: 0.0342
  • 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: 0.0898
  • MiPD score: 0.1069 (vol: 0.000036, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology