Peg Instability Detector — 2026-10-11
Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-10-10T22:35:00+00:00 → 2026-10-11T22:29:00+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 | $1.0001 | 1 | 0.3715 | Moderate | 0.005 | 1.000 | 0.097 | stable |
| FDUSD | $0.9978 | 22 | 0.5856 | High | 0.482 | 1.000 | 0.093 | improving |
| USDC | $0.9997 | 3 | 0.3754 | Moderate | 0.017 | 1.000 | 0.088 | stable |
| USDT | $0.9991 | 9 | 0.3881 | Moderate | 0.046 | 1.000 | 0.088 | stable |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.5856 | changepoint | FDUSD: High risk (score 0.5856). Price at $0.9978 (22 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $1.0001 (1 bps off peg)
- Composite score: 0.3715 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0046
- 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: 0.0973
- MiPD score: 0.1206 (vol: 0.000115, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9978 (22 bps off peg)
- Composite score: 0.5856 — High
- Trend: improving
Lane 1 — Price Deviation:
- Score: 0.4819
- Persistence: 215m @ 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: 0.0935
- MiPD score: 0.1137 (vol: 0.000055, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDC
- Price: $0.9997 (3 bps off peg)
- Composite score: 0.3754 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0174
- 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: 0.0881
- MiPD score: 0.1038 (vol: 0.000052, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDT
- Price: $0.9991 (9 bps off peg)
- Composite score: 0.3881 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0457
- 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: 0.0876
- MiPD score: 0.1030 (vol: 0.000022, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology