Peg Instability Detector — 2026-08-26

Status: ⚠️ Moderate
Coins analyzed: 3
Active alerts: 0
Data window: 2026-08-25T10:35:00+00:00 → 2026-08-26T10:29:20+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$1.000000.3701Moderate0.0011.0000.099stable
FDUSD$0.9986140.4004Moderate0.0711.0000.092stable
USDC$0.999910.3705Moderate0.0071.0000.088stable

Detailed Analysis

DAI

  • Price: $1.0000 (0 bps off peg)
  • Composite score: 0.3701 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0008
  • 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: 0.0987
  • MiPD score: 0.1231 (vol: 0.000108, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9986 (14 bps off peg)
  • Composite score: 0.4004 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0713
  • 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: 0.0916
  • MiPD score: 0.1101 (vol: 0.000060, 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: 0.3705 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0066
  • 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: 0.000021, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology