Peg Instability Detector — 2026-09-20

Status: ⚠️ Moderate
Coins analyzed: 4
Active alerts: 0
Data window: 2026-09-19T22:35:00+00:00 → 2026-09-20T22:29:00+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$0.999910.3703Moderate0.0031.0000.095stable
FDUSD$0.9986140.4005Moderate0.0721.0000.091stable
USDC$0.999730.3741Moderate0.0141.0000.089stable
USDT$0.999730.3745Moderate0.0151.0000.089stable

Detailed Analysis

DAI

  • Price: $0.9999 (1 bps off peg)
  • Composite score: 0.3703 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0031
  • 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: 0.0947
  • MiPD score: 0.1157 (vol: 0.000122, 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: 0.4005 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0717
  • 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: 0.0912
  • MiPD score: 0.1095 (vol: 0.000052, 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: 0.3741 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0139
  • 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: 0.0893
  • MiPD score: 0.1060 (vol: 0.000054, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDT

  • Price: $0.9997 (3 bps off peg)
  • Composite score: 0.3745 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0148
  • 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: 0.0893
  • MiPD score: 0.1060 (vol: 0.000025, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology