Peg Instability Detector — 2026-08-28

Status: ⚠️ Moderate
Coins analyzed: 3
Active alerts: 0
Data window: 2026-08-27T10:30:00+00:00 → 2026-08-28T10:28:50+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$0.999820.3736Moderate0.0091.0000.099stable
FDUSD$0.9990100.3917Moderate0.0521.0000.092stable
USDC$1.000000.3681Moderate0.0011.0000.089stable

Detailed Analysis

DAI

  • Price: $0.9998 (2 bps off peg)
  • Composite score: 0.3736 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0086
  • 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: 0.0986
  • MiPD score: 0.1230 (vol: 0.000120, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9990 (10 bps off peg)
  • Composite score: 0.3917 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0519
  • 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: 0.0917
  • MiPD score: 0.1103 (vol: 0.000070, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDC

  • Price: $1.0000 (0 bps off peg)
  • Composite score: 0.3681 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0006
  • 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: 0.0891
  • MiPD score: 0.1057 (vol: 0.000034, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology