Peg Instability Detector — 2026-08-18

Status: ⚠️ HIGH
Coins analyzed: 3
Active alerts: 1
Data window: 2026-08-17T10:35:00+00:00 → 2026-08-18T10:28:40+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$1.000000.3694Moderate0.0011.0000.095stable
FDUSD$0.9970300.6601High0.6491.0000.090stable
USDC$0.999730.3754Moderate0.0171.0000.089stable

Active Alerts

LevelCoinScoreDriverMessage
ORANGEFDUSD0.6601changepointFDUSD: High risk (score 0.6601). Price at $0.9970 (30 bps off peg). Primary driver: changepoint.

Detailed Analysis

DAI

  • Price: $1.0000 (0 bps off peg)
  • Composite score: 0.3694 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0011
  • 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: 0.0946
  • MiPD score: 0.1156 (vol: 0.000120, 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: 0.6601 — High
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.6493
  • 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: 0.0898
  • MiPD score: 0.1070 (vol: 0.000050, 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: 0.3754 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0170
  • 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: 0.0886
  • MiPD score: 0.1047 (vol: 0.000020, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology