Peg Instability Detector — 2026-10-08
Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-10-07T22:35:00+00:00 → 2026-10-08T22:27:10+00:00
Pipeline version: 2.0.0
🛡️ Composite Risk Scores
High score = higher risk
Per-Coin Results
| Coin | Price | Off Peg (bps) | Composite Score | Risk Level | Lane 1 | Lane 2 | Lane 3 | Trend |
|---|---|---|---|---|---|---|---|---|
| DAI | $0.9998 | 2 | 0.3740 | Moderate | 0.009 | 1.000 | 0.099 | stable |
| FDUSD | $0.9972 | 28 | 0.5983 | High | 0.512 | 1.000 | 0.089 | deteriorating |
| USDC | $0.9996 | 4 | 0.3762 | Moderate | 0.018 | 1.000 | 0.090 | stable |
| USDT | $0.9993 | 7 | 0.3832 | Moderate | 0.035 | 1.000 | 0.088 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.5983 | changepoint | FDUSD: High risk (score 0.5983). Price at $0.9972 (28 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $0.9998 (2 bps off peg)
- Composite score: 0.3740 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0093
- 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: 0.0990
- MiPD score: 0.1236 (vol: 0.000114, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9972 (28 bps off peg)
- Composite score: 0.5983 — High
- Trend: deteriorating
Lane 1 — Price Deviation:
- Score: 0.5121
- Persistence: 214m @ 25bps, 0m @ 50bps, 0m @ 100bps
- Alert: attention (monitor)
Lane 2 — BOCD:
- Score: 1.0000
- Changepoint probability: 0.9993
- Current run length: 1439 observations
Lane 3 — DIRA Composite:
- Score: 0.0892
- MiPD score: 0.1058 (vol: 0.000079, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDC
- Price: $0.9996 (4 bps off peg)
- Composite score: 0.3762 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0180
- 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: 0.0904
- MiPD score: 0.1080 (vol: 0.000074, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDT
- Price: $0.9993 (7 bps off peg)
- Composite score: 0.3832 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0347
- 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: 0.000038, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology