Peg Instability Detector — 2026-10-02

Status: ⚠️ Moderate
Coins analyzed: 4
Active alerts: 0
Data window: 2026-10-01T22:35:00+00:00 → 2026-10-02T22:29:20+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$0.999910.3693Moderate0.0031.0000.090stable
FDUSD$0.9987130.3971Moderate0.0641.0000.092stable
USDC$1.000000.3681Moderate0.0011.0000.088stable
USDT$0.999910.3693Moderate0.0041.0000.088unknown

Detailed Analysis

DAI

  • Price: $0.9999 (1 bps off peg)
  • Composite score: 0.3693 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0029
  • 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: 0.1070 (vol: 0.000120, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9987 (13 bps off peg)
  • Composite score: 0.3971 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0639
  • 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: 0.0916
  • MiPD score: 0.1103 (vol: 0.000054, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDC

  • Price: $1.0000 (0 bps off peg)
  • Composite score: 0.3681 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0011
  • 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: 0.0880
  • MiPD score: 0.1036 (vol: 0.000025, 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: 0.3693 — Moderate
  • Trend: unknown

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: 0.0879
  • MiPD score: 0.1035 (vol: 0.000024, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology