Peg Instability Detector — 2026-09-01

Status: ⚠️ Moderate
Coins analyzed: 4
Active alerts: 0
Data window: 2026-08-31T22:35:00+00:00 → 2026-09-01T22:29:00+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$0.999820.3744Moderate0.0121.0000.096stable
FDUSD$0.9983170.4074Moderate0.0871.0000.091stable
USDC$0.999820.3729Moderate0.0121.0000.088stable
USDT$0.999640.3762Moderate0.0191.0000.088stable

Detailed Analysis

DAI

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

Lane 1 — Price Deviation:

  • Score: 0.0116
  • 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: 0.0961
  • MiPD score: 0.1183 (vol: 0.000121, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9983 (17 bps off peg)
  • Composite score: 0.4074 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0872
  • 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: 0.0906
  • MiPD score: 0.1083 (vol: 0.000056, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDC

  • Price: $0.9998 (2 bps off peg)
  • Composite score: 0.3729 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0117
  • 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: 0.0883
  • MiPD score: 0.1042 (vol: 0.000024, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDT

  • Price: $0.9996 (4 bps off peg)
  • Composite score: 0.3762 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0192
  • 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: 0.1035 (vol: 0.000022, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology