Peg Instability Detector — 2026-08-10

Status: ⚠️ HIGH
Coins analyzed: 5
Active alerts: 1
Data window: 2026-08-09T22:35:00+00:00 → 2026-08-10T22:29:30+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$1.000000.3716Moderate0.0011.0000.106stable
FDUSD$0.9972280.6317High0.5781.0000.108deteriorating
USDC$0.999640.3786Moderate0.0181.0000.102stable
USDT$0.999280.3880Moderate0.0391.0000.103unknown
USDe$0.999640.3807Moderate0.0221.0000.103unknown

Active Alerts

LevelCoinScoreDriverMessage
ORANGEFDUSD0.6317changepointFDUSD: High risk (score 0.6317). Price at $0.9972 (28 bps off peg). Primary driver: changepoint.

Detailed Analysis

DAI

  • Price: $1.0000 (0 bps off peg)
  • Composite score: 0.3716 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0007
  • 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: 0.1062
  • MiPD score: 0.1368 (vol: 0.000120, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9972 (28 bps off peg)
  • Composite score: 0.6317 — High
  • Trend: deteriorating

Lane 1 — Price Deviation:

  • Score: 0.5781
  • Persistence: 251m @ 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: 0.1080
  • MiPD score: 0.1399 (vol: 0.000079, 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: 0.3786 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0179
  • 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: 0.1025
  • MiPD score: 0.1300 (vol: 0.000065, 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: 0.3880 — Moderate
  • Trend: unknown

Lane 1 — Price Deviation:

  • Score: 0.0386
  • 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: 0.1031
  • MiPD score: 0.1311 (vol: 0.000067, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDe

  • Price: $0.9996 (4 bps off peg)
  • Composite score: 0.3807 — Moderate
  • Trend: unknown

Lane 1 — Price Deviation:

  • Score: 0.0223
  • 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: 0.1034
  • MiPD score: 0.1316 (vol: 0.000070, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology