Peg Instability Detector — 2026-10-15
Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-10-14T22:30:00+00:00 → 2026-10-15T22:28:40+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 | 0.3707 | Moderate | 0.004 | 1.000 | 0.093 | stable |
| FDUSD | $0.9982 | 18 | 0.5623 | High | 0.432 | 1.000 | 0.090 | improving |
| USDC | $0.9996 | 4 | 0.3766 | Moderate | 0.020 | 1.000 | 0.088 | stable |
| USDT | $0.9991 | 9 | 0.3868 | Moderate | 0.043 | 1.000 | 0.087 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.5623 | changepoint | FDUSD: High risk (score 0.5623). Price at $0.9982 (18 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $1.0001 (1 bps off peg)
- Composite score: 0.3707 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0045
- 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: 0.0934
- MiPD score: 0.1134 (vol: 0.000126, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9982 (18 bps off peg)
- Composite score: 0.5623 — High
- Trend: improving
Lane 1 — Price Deviation:
- Score: 0.4316
- Persistence: 196m @ 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: 0.0903
- MiPD score: 0.1079 (vol: 0.000103, 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: 0.3766 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0202
- 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: 0.1028 (vol: 0.000025, 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: 0.3868 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0431
- 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: 0.0872
- MiPD score: 0.1023 (vol: 0.000026, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology