Peg Instability Detector — 2026-10-12
Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-10-11T22:35:00+00:00 → 2026-10-12T22:28:50+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 | 0.3719 | Moderate | 0.005 | 1.000 | 0.097 | stable |
| FDUSD | $0.9972 | 28 | 0.5057 | High | 0.305 | 1.000 | 0.092 | deteriorating |
| USDC | $0.9998 | 2 | 0.3731 | Moderate | 0.012 | 1.000 | 0.089 | stable |
| USDT | $0.9992 | 8 | 0.3866 | Moderate | 0.039 | 1.000 | 0.095 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.5057 | changepoint | FDUSD: High risk (score 0.5057). Price at $0.9972 (28 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $1.0001 (1 bps off peg)
- Composite score: 0.3719 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0055
- 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: 0.0969
- MiPD score: 0.1198 (vol: 0.000122, 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: 0.5057 — High
- Trend: deteriorating
Lane 1 — Price Deviation:
- Score: 0.3050
- Persistence: 94m @ 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: 0.0921
- MiPD score: 0.1110 (vol: 0.000072, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDC
- Price: $0.9998 (2 bps off peg)
- Composite score: 0.3731 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0116
- 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: 0.0894
- MiPD score: 0.1061 (vol: 0.000025, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDT
- Price: $0.9992 (8 bps off peg)
- Composite score: 0.3866 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0394
- 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: 0.0946
- MiPD score: 0.1156 (vol: 0.000035, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology