Peg Instability Detector — 2026-09-23

Status: ⚠️ Moderate
Coins analyzed: 4
Active alerts: 0
Data window: 2026-09-22T22:35:00+00:00 → 2026-09-23T22:28:40+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$1.000110.3723Moderate0.0031.0000.106stable
FDUSD$0.9989110.3937Moderate0.0561.0000.093stable
USDC$0.999910.3698Moderate0.0051.0000.088stable
USDT$0.999910.3699Moderate0.0051.0000.088unknown

Detailed Analysis

DAI

  • Price: $1.0001 (1 bps off peg)
  • Composite score: 0.3723 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0026
  • 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: 0.1058
  • MiPD score: 0.1360 (vol: 0.000108, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9989 (11 bps off peg)
  • Composite score: 0.3937 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0559
  • 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: 0.0928
  • MiPD score: 0.1124 (vol: 0.000085, 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: 0.3698 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0051
  • 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: 0.0876
  • MiPD score: 0.1029 (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: 0.3699 — Moderate
  • Trend: unknown

Lane 1 — Price Deviation:

  • Score: 0.0053
  • 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: 0.0876
  • MiPD score: 0.1029 (vol: 0.000021, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology