Peg Instability Detector — 2026-08-23

Status: ⚠️ Moderate
Coins analyzed: 3
Active alerts: 0
Data window: 2026-08-22T10:35:00+00:00 → 2026-08-23T10:29:40+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$1.000110.3728Moderate0.0051.0000.103stable
FDUSD$0.9979210.4158Moderate0.1061.0000.089stable
USDC$0.999910.3707Moderate0.0061.0000.089stable

Detailed Analysis

DAI

  • Price: $1.0001 (1 bps off peg)
  • Composite score: 0.3728 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0048
  • 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: 0.1032
  • MiPD score: 0.1312 (vol: 0.000111, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9979 (21 bps off peg)
  • Composite score: 0.4158 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.1064
  • 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: 0.0895
  • MiPD score: 0.1063 (vol: 0.000057, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDC

  • Price: $0.9999 (1 bps off peg)
  • Composite score: 0.3707 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0065
  • 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: 0.0887
  • MiPD score: 0.1049 (vol: 0.000031, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology