Peg Instability Detector — 2026-08-06
Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-08-05T23:00:00+00:00 → 2026-08-06T22:57:20+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 | $1.0000 | 0 | 0.3702 | Moderate | 0.001 | 1.000 | 0.098 | stable |
| FDUSD | $0.9975 | 25 | 0.6372 | High | 0.598 | 1.000 | 0.090 | stable |
| USDC | $0.9996 | 4 | 0.3760 | Moderate | 0.018 | 1.000 | 0.089 | stable |
| USDT | $0.9993 | 7 | 0.3840 | Moderate | 0.036 | 1.000 | 0.089 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.6372 | changepoint | FDUSD: High risk (score 0.6372). Price at $0.9975 (25 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $1.0000 (0 bps off peg)
- Composite score: 0.3702 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0013
- 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: 0.0983
- MiPD score: 0.1224 (vol: 0.000129, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9975 (25 bps off peg)
- Composite score: 0.6372 — High
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.5981
- Persistence: 274m @ 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: 0.0903
- MiPD score: 0.1078 (vol: 0.000081, 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: 0.3760 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0184
- 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: 0.0888
- MiPD score: 0.1052 (vol: 0.000069, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDT
- Price: $0.9993 (7 bps off peg)
- Composite score: 0.3840 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0359
- 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: 0.0892
- MiPD score: 0.1059 (vol: 0.000070, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology