Peg Instability Detector — 2026-08-02
Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-08-01T22:35:00+00:00 → 2026-08-02T22:29:20+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 | 0.3736 | Moderate | 0.007 | 1.000 | 0.101 | stable |
| FDUSD | $0.9971 | 29 | 0.6622 | High | 0.645 | 1.000 | 0.108 | stable |
| USDC | $0.9995 | 5 | 0.3789 | Moderate | 0.024 | 1.000 | 0.091 | stable |
| USDT | $0.9992 | 8 | 0.3868 | Moderate | 0.042 | 1.000 | 0.090 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.6622 | changepoint | FDUSD: High risk (score 0.6622). Price at $0.9971 (29 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $1.0001 (1 bps off peg)
- Composite score: 0.3736 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0073
- 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: 0.1014
- MiPD score: 0.1280 (vol: 0.000114, 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: 0.6622 — High
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.6455
- 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: 0.1085
- MiPD score: 0.1409 (vol: 0.000055, 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: 0.3789 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0240
- 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: 0.0907
- MiPD score: 0.1086 (vol: 0.000101, 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: 0.3868 — Moderate
- Trend: unknown
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: 0.0897
- MiPD score: 0.1067 (vol: 0.000028, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology