Peg Instability Detector — 2026-09-16

Status: ⚠️ Moderate
Coins analyzed: 4
Active alerts: 0
Data window: 2026-09-15T22:35:00+00:00 → 2026-09-16T22:29:20+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$0.999910.3711Moderate0.0041.0000.095stable
FDUSD$0.9980200.4148Moderate0.1001.0000.099stable
USDC$0.999730.3742Moderate0.0141.0000.089stable
USDT$0.999460.3811Moderate0.0291.0000.089unknown

Detailed Analysis

DAI

  • Price: $0.9999 (1 bps off peg)
  • Composite score: 0.3711 — 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: 0.0954
  • MiPD score: 0.1171 (vol: 0.000125, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9980 (20 bps off peg)
  • Composite score: 0.4148 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.1001
  • 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: 0.0986
  • MiPD score: 0.1228 (vol: 0.000058, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDC

  • Price: $0.9997 (3 bps off peg)
  • Composite score: 0.3742 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0143
  • 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: 0.0890
  • MiPD score: 0.1054 (vol: 0.000062, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDT

  • Price: $0.9994 (6 bps off peg)
  • Composite score: 0.3811 — Moderate
  • Trend: unknown

Lane 1 — Price Deviation:

  • Score: 0.0295
  • 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: 0.0892
  • MiPD score: 0.1058 (vol: 0.000024, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology