Peg Instability Detector — 2026-08-01

Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-07-31T22:45:00+00:00 → 2026-08-01T22:39:00+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$1.000110.3720Moderate0.0051.0000.098stable
FDUSD$0.9972280.6507High0.6281.0000.091stable
USDC$0.999640.3771Moderate0.0201.0000.090stable
USDT$0.999280.3847Moderate0.0381.0000.089stable

Active Alerts

LevelCoinScoreDriverMessage
ORANGEFDUSD0.6507changepointFDUSD: High risk (score 0.6507). Price at $0.9972 (28 bps off peg). Primary driver: changepoint.

Detailed Analysis

DAI

  • Price: $1.0001 (1 bps off peg)
  • Composite score: 0.3720 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0053
  • 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: 0.0982
  • MiPD score: 0.1221 (vol: 0.000109, 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: 0.6507 — High
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.6277
  • Persistence: 281m @ 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: 0.0912
  • MiPD score: 0.1095 (vol: 0.000072, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDC

  • Price: $0.9996 (4 bps off peg)
  • Composite score: 0.3771 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0202
  • 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: 0.0900
  • MiPD score: 0.1072 (vol: 0.000061, 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: 0.3847 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0376
  • 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: 0.000018, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology