Peg Instability Detector — 2026-08-07

Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-08-06T22:35:00+00:00 → 2026-08-07T22:29:10+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$1.000000.3693Moderate0.0011.0000.095stable
FDUSD$0.9975250.6166High0.5531.0000.089stable
USDC$0.999730.3737Moderate0.0131.0000.090stable
USDT$0.999550.3788Moderate0.0251.0000.089stable

Active Alerts

LevelCoinScoreDriverMessage
ORANGEFDUSD0.6166changepointFDUSD: High risk (score 0.6166). Price at $0.9975 (25 bps off peg). Primary driver: changepoint.

Detailed Analysis

DAI

  • Price: $1.0000 (0 bps off peg)
  • Composite score: 0.3693 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0010
  • 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: 0.0945
  • MiPD score: 0.1154 (vol: 0.000101, 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: 0.6166 — High
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.5529
  • Persistence: 246m @ 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: 0.0888
  • MiPD score: 0.1051 (vol: 0.000054, 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: 0.3737 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0129
  • 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: 0.0896
  • MiPD score: 0.1065 (vol: 0.000065, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDT

  • Price: $0.9995 (5 bps off peg)
  • Composite score: 0.3788 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0245
  • 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: 0.0887
  • MiPD score: 0.1049 (vol: 0.000032, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology