Peg Instability Detector — 2026-08-14

Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-08-13T22:35:00+00:00 → 2026-08-14T22:29:20+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$1.000110.3724Moderate0.0041.0000.102stable
FDUSD$0.9970300.6553High0.6381.0000.091stable
USDC$0.999730.3756Moderate0.0171.0000.090stable
USDT$0.999280.3865Moderate0.0411.0000.090stable

Active Alerts

LevelCoinScoreDriverMessage
ORANGEFDUSD0.6553changepointFDUSD: High risk (score 0.6553). Price at $0.9970 (30 bps off peg). Primary driver: changepoint.

Detailed Analysis

DAI

  • Price: $1.0001 (1 bps off peg)
  • Composite score: 0.3724 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0045
  • 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: 0.1020
  • MiPD score: 0.1291 (vol: 0.000201, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9970 (30 bps off peg)
  • Composite score: 0.6553 — High
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.6379
  • Persistence: 281m @ 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: 0.0913
  • MiPD score: 0.1096 (vol: 0.000159, 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: 0.3756 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0166
  • 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: 0.0905
  • MiPD score: 0.1082 (vol: 0.000142, 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: 0.3865 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0411
  • 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: 0.0902
  • MiPD score: 0.1077 (vol: 0.000150, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology