Peg Instability Detector — 2026-10-14
Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-10-13T22:35:00+00:00 → 2026-10-14T22:28:50+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 | 0.3702 | Moderate | 0.003 | 1.000 | 0.095 | stable |
| FDUSD | $0.9970 | 30 | 0.5200 | High | 0.337 | 1.000 | 0.093 | deteriorating |
| USDC | $0.9998 | 2 | 0.3734 | Moderate | 0.009 | 1.000 | 0.097 | stable |
| USDT | $0.9991 | 9 | 0.3878 | Moderate | 0.045 | 1.000 | 0.088 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.5200 | changepoint | FDUSD: High risk (score 0.52). Price at $0.9970 (30 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $1.0001 (1 bps off peg)
- Composite score: 0.3702 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0026
- 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: 0.0954
- MiPD score: 0.1170 (vol: 0.000113, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9970 (30 bps off peg)
- Composite score: 0.5200 — High
- Trend: deteriorating
Lane 1 — Price Deviation:
- Score: 0.3367
- Persistence: 109m @ 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: 0.0926
- MiPD score: 0.1120 (vol: 0.000086, 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: 0.3734 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0090
- 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: 0.0966
- MiPD score: 0.1192 (vol: 0.000031, 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: 0.3878 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0447
- 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: 0.0885
- MiPD score: 0.1045 (vol: 0.000037, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology