Peg Instability Detector — 2026-07-31
Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-07-30T10:35:00+00:00 → 2026-07-31T10:29:30+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 | $1.0001 | 1 | 0.3735 | Moderate | 0.006 | 1.000 | 0.103 | stable |
| FDUSD | $0.9971 | 29 | 0.6471 | High | 0.620 | 1.000 | 0.089 | stable |
| USDC | $0.9997 | 3 | 0.3746 | Moderate | 0.016 | 1.000 | 0.088 | stable |
| USDT | $0.9992 | 8 | 0.3864 | Moderate | 0.042 | 1.000 | 0.088 | stable |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.6471 | changepoint | FDUSD: High risk (score 0.6471). Price at $0.9971 (29 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $1.0001 (1 bps off peg)
- Composite score: 0.3735 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0065
- 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: 0.1028
- MiPD score: 0.1306 (vol: 0.000116, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9971 (29 bps off peg)
- Composite score: 0.6471 — High
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.6204
- Persistence: 273m @ 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: 0.0895
- MiPD score: 0.1064 (vol: 0.000049, 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: 0.3746 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0158
- 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: 0.0876
- MiPD score: 0.1029 (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: 0.3864 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0418
- 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: 0.0880
- MiPD score: 0.1036 (vol: 0.000028, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology