Peg Instability Detector — 2026-09-27

Status: ⚠️ Moderate
Coins analyzed: 4
Active alerts: 0
Data window: 2026-09-26T22:35:00+00:00 → 2026-09-27T22:29:00+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$1.000000.3700Moderate0.0011.0000.097stable
FDUSD$0.9990100.3896Moderate0.0481.0000.090stable
USDC$0.999910.3704Moderate0.0061.0000.088stable
USDT$0.999820.3716Moderate0.0091.0000.087stable

Detailed Analysis

DAI

  • Price: $1.0000 (0 bps off peg)
  • Composite score: 0.3700 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0012
  • 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: 0.0972
  • MiPD score: 0.1203 (vol: 0.000112, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9990 (10 bps off peg)
  • Composite score: 0.3896 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0480
  • 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: 0.0899
  • MiPD score: 0.1071 (vol: 0.000040, 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: 0.3704 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0063
  • 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: 0.1034 (vol: 0.000041, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDT

  • Price: $0.9998 (2 bps off peg)
  • Composite score: 0.3716 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0093
  • 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: 0.000018, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology