Peg Instability Detector — 2026-08-16
Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-08-15T22:35:00+00:00 → 2026-08-16T22:29:10+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 | $1.0002 | 2 | 0.3733 | Moderate | 0.008 | 1.000 | 0.100 | stable |
| FDUSD | $0.9971 | 29 | 0.6588 | High | 0.645 | 1.000 | 0.092 | stable |
| USDC | $0.9996 | 4 | 0.3773 | Moderate | 0.021 | 1.000 | 0.088 | stable |
| USDT | $0.9992 | 8 | 0.3854 | Moderate | 0.039 | 1.000 | 0.088 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.6588 | changepoint | FDUSD: High risk (score 0.6588). Price at $0.9971 (29 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $1.0002 (2 bps off peg)
- Composite score: 0.3733 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0076
- 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: 0.0995
- MiPD score: 0.1246 (vol: 0.000103, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9971 (29 bps off peg)
- Composite score: 0.6588 — High
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.6453
- Persistence: 288m @ 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: 0.0919
- MiPD score: 0.1106 (vol: 0.000038, 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: 0.3773 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0215
- 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: 0.0879
- MiPD score: 0.1034 (vol: 0.000030, 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: 0.3854 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0393
- 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: 0.0885
- MiPD score: 0.1046 (vol: 0.000026, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology