Peg Instability Detector — 2026-08-04

Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-08-03T22:35:00+00:00 → 2026-08-04T22:29:30+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$1.000000.3711Moderate0.0021.0000.100stable
FDUSD$0.9974260.6512High0.6301.0000.089stable
USDC$0.999730.3748Moderate0.0161.0000.088stable
USDT$0.999460.3822Moderate0.0321.0000.088unknown

Active Alerts

LevelCoinScoreDriverMessage
ORANGEFDUSD0.6512changepointFDUSD: High risk (score 0.6512). Price at $0.9974 (26 bps off peg). Primary driver: changepoint.

Detailed Analysis

DAI

  • Price: $1.0000 (0 bps off peg)
  • Composite score: 0.3711 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0023
  • 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: 0.1003
  • MiPD score: 0.1260 (vol: 0.000112, 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: 0.6512 — High
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.6297
  • Persistence: 287m @ 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: 0.0893
  • MiPD score: 0.1060 (vol: 0.000051, 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: 0.3748 — 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: 0.0883
  • MiPD score: 0.1042 (vol: 0.000026, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDT

  • Price: $0.9994 (6 bps off peg)
  • Composite score: 0.3822 — Moderate
  • Trend: unknown

Lane 1 — Price Deviation:

  • Score: 0.0324
  • 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: 0.1037 (vol: 0.000021, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology