Peg Instability Detector — 2026-09-13

Status: ⚠️ Moderate
Coins analyzed: 3
Active alerts: 0
Data window: 2026-09-12T10:35:00+00:00 → 2026-09-13T10:29:40+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$0.999820.3747Moderate0.0121.0000.096stable
FDUSD$0.9984160.4046Moderate0.0811.0000.091stable
USDC$0.999820.3728Moderate0.0121.0000.088stable

Detailed Analysis

DAI

  • Price: $0.9998 (2 bps off peg)
  • Composite score: 0.3747 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0120
  • 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: 0.0964
  • MiPD score: 0.1189 (vol: 0.000111, 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: 0.4046 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0808
  • 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: 0.0913
  • MiPD score: 0.1096 (vol: 0.000042, 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: 0.3728 — 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: 0.0879
  • MiPD score: 0.1035 (vol: 0.000017, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology