Peg Instability Detector — 2026-09-30

Status: ⚠️ Moderate
Coins analyzed: 4
Active alerts: 0
Data window: 2026-09-29T22:35:00+00:00 → 2026-09-30T22:29:40+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$1.000110.3713Moderate0.0041.0000.098stable
FDUSD$0.9985150.4012Moderate0.0731.0000.092stable
USDC$0.999820.3724Moderate0.0111.0000.088stable
USDT$0.999640.3774Moderate0.0221.0000.088unknown

Detailed Analysis

DAI

  • Price: $1.0001 (1 bps off peg)
  • Composite score: 0.3713 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0038
  • 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: 0.0982
  • MiPD score: 0.1221 (vol: 0.000128, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9985 (15 bps off peg)
  • Composite score: 0.4012 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0728
  • 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: 0.0924
  • MiPD score: 0.1117 (vol: 0.000070, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDC

  • Price: $0.9998 (2 bps off peg)
  • Composite score: 0.3724 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0105
  • 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: 0.000050, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDT

  • Price: $0.9996 (4 bps off peg)
  • Composite score: 0.3774 — Moderate
  • Trend: unknown

Lane 1 — Price Deviation:

  • Score: 0.0218
  • 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: 0.0878
  • MiPD score: 0.1033 (vol: 0.000022, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology