Peg Instability Detector — 2026-08-17

Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-08-16T22:30:00+00:00 → 2026-08-17T22:28:30+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$0.999820.3744Moderate0.0101.0000.101stable
FDUSD$0.9972280.6556High0.6391.0000.090stable
USDC$0.999640.3759Moderate0.0181.0000.088stable
USDT$0.999280.3848Moderate0.0381.0000.088stable

Active Alerts

LevelCoinScoreDriverMessage
ORANGEFDUSD0.6556changepointFDUSD: High risk (score 0.6556). Price at $0.9972 (28 bps off peg). Primary driver: changepoint.

Detailed Analysis

DAI

  • Price: $0.9998 (2 bps off peg)
  • Composite score: 0.3744 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0096
  • 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: 0.1006
  • MiPD score: 0.1265 (vol: 0.000140, 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: 0.6556 — High
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.6392
  • Persistence: 287m @ 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: 0.0900
  • MiPD score: 0.1073 (vol: 0.000085, 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: 0.3759 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0183
  • 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: 0.0882
  • MiPD score: 0.1040 (vol: 0.000073, 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: 0.3848 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0381
  • 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: 0.0884
  • MiPD score: 0.1043 (vol: 0.000073, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology