Peg Instability Detector — 2026-08-03

Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-08-02T22:30:00+00:00 → 2026-08-03T22:28:40+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$0.999820.3749Moderate0.0111.0000.100stable
FDUSD$0.9971290.6578High0.6451.0000.088stable
USDC$0.999640.3768Moderate0.0201.0000.090stable
USDT$0.999280.3855Moderate0.0401.0000.088unknown

Active Alerts

LevelCoinScoreDriverMessage
ORANGEFDUSD0.6578changepointFDUSD: High risk (score 0.6578). Price at $0.9971 (29 bps off peg). Primary driver: changepoint.

Detailed Analysis

DAI

  • Price: $0.9998 (2 bps off peg)
  • Composite score: 0.3749 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0109
  • 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: 0.1002
  • MiPD score: 0.1259 (vol: 0.000115, 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: 0.6578 — High
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.6447
  • 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: 0.0882
  • MiPD score: 0.1040 (vol: 0.000047, 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: 0.3768 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0196
  • 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: 0.1068 (vol: 0.000075, 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: 0.3855 — Moderate
  • Trend: unknown

Lane 1 — Price Deviation:

  • Score: 0.0396
  • 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: 0.0882
  • MiPD score: 0.1039 (vol: 0.000030, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology