Peg Instability Detector — 2026-09-05

Status: ⚠️ Moderate
Coins analyzed: 4
Active alerts: 0
Data window: 2026-09-04T10:35:00+00:00 → 2026-09-05T10:29:10+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$1.000000.3697Moderate0.0021.0000.095stable
FDUSD$0.9987130.3985Moderate0.0671.0000.092stable
USDC$1.000000.3683Moderate0.0011.0000.089stable
USDT$1.000000.3684Moderate0.0021.0000.088stable

Detailed Analysis

DAI

  • Price: $1.0000 (0 bps off peg)
  • Composite score: 0.3697 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0015
  • 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: 0.0952
  • MiPD score: 0.1168 (vol: 0.000113, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9987 (13 bps off peg)
  • Composite score: 0.3985 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0666
  • 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: 0.0925
  • MiPD score: 0.1118 (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: 0.3683 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0012
  • 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: 0.0886
  • MiPD score: 0.1047 (vol: 0.000021, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDT

  • Price: $1.0000 (0 bps off peg)
  • Composite score: 0.3684 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0017
  • 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: 0.0880
  • MiPD score: 0.1037 (vol: 0.000024, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology