Peg Instability Detector — 2026-10-06

Status: ⚠️ Moderate
Coins analyzed: 3
Active alerts: 0
Data window: 2026-10-05T10:35:00+00:00 → 2026-10-06T10:29:00+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$1.000000.3694Moderate0.0011.0000.095stable
FDUSD$0.9987130.3976Moderate0.0651.0000.093stable
USDC$0.999910.3690Moderate0.0031.0000.089stable

Detailed Analysis

DAI

  • Price: $1.0000 (0 bps off peg)
  • Composite score: 0.3694 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0008
  • 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: 0.0950
  • MiPD score: 0.1163 (vol: 0.000116, 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: 0.3976 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0645
  • 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: 0.0928
  • MiPD score: 0.1124 (vol: 0.000054, 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: 0.3690 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0028
  • 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: 0.0886
  • MiPD score: 0.1047 (vol: 0.000039, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology