Peg Instability Detector — 2026-09-22

Status: ⚠️ Moderate
Coins analyzed: 4
Active alerts: 0
Data window: 2026-09-21T22:40:00+00:00 → 2026-09-22T22:37:30+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$0.999910.3705Moderate0.0031.0000.096stable
FDUSD$0.999370.3825Moderate0.0331.0000.088stable
USDC$0.999910.3694Moderate0.0041.0000.087stable
USDT$0.999910.3692Moderate0.0041.0000.087unknown

Detailed Analysis

DAI

  • Price: $0.9999 (1 bps off peg)
  • Composite score: 0.3705 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0030
  • 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: 0.0956
  • MiPD score: 0.1175 (vol: 0.000106, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9993 (7 bps off peg)
  • Composite score: 0.3825 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0329
  • 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: 0.0884
  • MiPD score: 0.1044 (vol: 0.000055, 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: 0.0043
  • 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: 0.000021, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDT

  • Price: $0.9999 (1 bps off peg)
  • Composite score: 0.3692 — Moderate
  • Trend: unknown

Lane 1 — Price Deviation:

  • Score: 0.0039
  • 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: 0.0873
  • MiPD score: 0.1024 (vol: 0.000021, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology