Peg Instability Detector — 2026-09-12

Status: ⚠️ Moderate
Coins analyzed: 4
Active alerts: 0
Data window: 2026-09-11T22:35:00+00:00 → 2026-09-12T22:29:00+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$0.999910.3713Moderate0.0041.0000.097stable
FDUSD$0.9986140.4001Moderate0.0701.0000.093stable
USDC$0.999910.3694Moderate0.0041.0000.089stable
USDT$0.999820.3710Moderate0.0081.0000.087unknown

Detailed Analysis

DAI

  • Price: $0.9999 (1 bps off peg)
  • Composite score: 0.3713 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0044
  • 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: 0.0967
  • MiPD score: 0.1194 (vol: 0.000113, 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: 0.4001 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0701
  • 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: 0.0930
  • MiPD score: 0.1126 (vol: 0.000047, 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: 0.3694 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0035
  • 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: 0.0889
  • MiPD score: 0.1052 (vol: 0.000014, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDT

  • Price: $0.9998 (2 bps off peg)
  • Composite score: 0.3710 — Moderate
  • Trend: unknown

Lane 1 — Price Deviation:

  • Score: 0.0077
  • 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: 0.0875
  • MiPD score: 0.1027 (vol: 0.000015, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology