Peg Instability Detector — 2026-09-28

Status: ⚠️ Moderate
Coins analyzed: 4
Active alerts: 0
Data window: 2026-09-27T22:35:00+00:00 → 2026-09-28T22:29:30+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$1.000110.3703Moderate0.0041.0000.092stable
FDUSD$0.9984160.4056Moderate0.0821.0000.093stable
USDC$0.999910.3706Moderate0.0061.0000.090stable
USDT$0.999730.3746Moderate0.0151.0000.089unknown

Detailed Analysis

DAI

  • Price: $1.0001 (1 bps off peg)
  • Composite score: 0.3703 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0041
  • 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: 0.0922
  • MiPD score: 0.1112 (vol: 0.000104, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9984 (16 bps off peg)
  • Composite score: 0.4056 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0821
  • 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: 0.0933
  • MiPD score: 0.1132 (vol: 0.000060, 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: 0.3706 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0058
  • 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: 0.0897
  • MiPD score: 0.1068 (vol: 0.000036, 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: 0.3746 — Moderate
  • Trend: unknown

Lane 1 — Price Deviation:

  • Score: 0.0149
  • 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: 0.0894
  • MiPD score: 0.1062 (vol: 0.000027, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology