Peg Instability Detector — 2026-10-05

Status: ⚠️ Moderate
Coins analyzed: 5
Active alerts: 0
Data window: 2026-10-04T22:35:00+00:00 → 2026-10-05T22:29:40+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$0.999910.3723Moderate0.0071.0000.096stable
FDUSD$0.9988120.3950Moderate0.0601.0000.090stable
USDC$1.000000.3687Moderate0.0021.0000.088stable
USDT$0.999910.3692Moderate0.0041.0000.088unknown
USDe$0.999730.3747Moderate0.0151.0000.090unknown

Detailed Analysis

DAI

  • Price: $0.9999 (1 bps off peg)
  • Composite score: 0.3723 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0068
  • 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: 0.1187 (vol: 0.000112, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9988 (12 bps off peg)
  • Composite score: 0.3950 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0600
  • 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: 0.0900
  • MiPD score: 0.1072 (vol: 0.000055, 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: 0.3687 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0024
  • 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: 0.0882
  • MiPD score: 0.1041 (vol: 0.000057, 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: 0.3692 — Moderate
  • Trend: unknown

Lane 1 — Price Deviation:

  • Score: 0.0037
  • 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: 0.0877
  • MiPD score: 0.1032 (vol: 0.000026, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDe

  • Price: $0.9997 (3 bps off peg)
  • Composite score: 0.3747 — 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: 0.0903
  • MiPD score: 0.1078 (vol: 0.000047, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology