Peg Instability Detector — 2026-10-01

Status: ⚠️ Moderate
Coins analyzed: 4
Active alerts: 0
Data window: 2026-09-30T22:35:00+00:00 → 2026-10-01T22:30:00+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$0.999910.3712Moderate0.0041.0000.096stable
FDUSD$0.9989110.3935Moderate0.0561.0000.091stable
USDC$0.999910.3706Moderate0.0061.0000.090stable
USDT$0.999730.3743Moderate0.0151.0000.088unknown

Detailed Analysis

DAI

  • Price: $0.9999 (1 bps off peg)
  • Composite score: 0.3712 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0042
  • 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: 0.0963
  • MiPD score: 0.1186 (vol: 0.000109, 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: 0.3935 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0563
  • 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: 0.0908
  • MiPD score: 0.1088 (vol: 0.000056, 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: 0.0060
  • 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: 0.0896
  • MiPD score: 0.1066 (vol: 0.000052, 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: 0.3743 — Moderate
  • Trend: unknown

Lane 1 — Price Deviation:

  • Score: 0.0147
  • 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: 0.0885
  • MiPD score: 0.1046 (vol: 0.000023, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology