Peg Instability Detector — 2026-10-16
Status: ⚠️ Moderate
Coins analyzed: 4
Active alerts: 0
Data window: 2026-10-15T22:30:00+00:00 → 2026-10-16T22:28:30+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 | $1.0004 | 4 | 0.3789 | Moderate | 0.020 | 1.000 | 0.100 | stable |
| FDUSD | $0.9976 | 24 | 0.4355 | Moderate | 0.150 | 1.000 | 0.091 | stable |
| USDC | $0.9998 | 2 | 0.3734 | Moderate | 0.011 | 1.000 | 0.093 | stable |
| USDT | $0.9991 | 9 | 0.3878 | Moderate | 0.044 | 1.000 | 0.089 | unknown |
Detailed Analysis
DAI
- Price: $1.0004 (4 bps off peg)
- Composite score: 0.3789 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0198
- 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: 0.0998
- MiPD score: 0.1250 (vol: 0.000113, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9976 (24 bps off peg)
- Composite score: 0.4355 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.1497
- Persistence: 16m @ 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: 0.0908
- MiPD score: 0.1087 (vol: 0.000067, 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: 0.0107
- 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: 0.0928
- MiPD score: 0.1125 (vol: 0.000224, 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: 0.0442
- 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: 0.000030, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology