Peg Instability Detector — 2026-09-02

Status: ⚠️ Moderate
Coins analyzed: 3
Active alerts: 0
Data window: 2026-09-01T10:35:00+00:00 → 2026-09-02T10:28:50+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$0.999910.3711Moderate0.0051.0000.094stable
FDUSD$0.9984160.4045Moderate0.0811.0000.090stable
USDC$0.999820.3727Moderate0.0111.0000.088stable

Detailed Analysis

DAI

  • Price: $0.9999 (1 bps off peg)
  • Composite score: 0.3711 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0052
  • 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: 0.0940
  • MiPD score: 0.1146 (vol: 0.000119, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9984 (16 bps off peg)
  • Composite score: 0.4045 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0813
  • 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: 0.0897
  • MiPD score: 0.1067 (vol: 0.000050, 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: 0.3727 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0111
  • 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: 0.0885
  • MiPD score: 0.1046 (vol: 0.000024, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology