Peg Instability Detector — 2026-10-18

Status: ⚠️ HIGH
Coins analyzed: 3
Active alerts: 1
Data window: 2026-10-17T10:30:00+00:00 → 2026-10-18T10:29:00+00:00
Pipeline version: 2.0.0

🛡️ Composite Risk Scores High score = higher risk

Per-Coin Results

CoinPriceOff Peg (bps)Composite ScoreRisk LevelLane 1Lane 2Lane 3Trend
DAI$1.000110.3727Moderate0.0071.0000.097stable
FDUSD$0.9974260.6199High0.5601.0000.090stable
USDC$0.999640.3762Moderate0.0181.0000.089stable

Active Alerts

LevelCoinScoreDriverMessage
ORANGEFDUSD0.6199changepointFDUSD: High risk (score 0.6199). Price at $0.9974 (26 bps off peg). Primary driver: changepoint.

Detailed Analysis

DAI

  • Price: $1.0001 (1 bps off peg)
  • Composite score: 0.3727 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0073
  • 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: 0.0972
  • MiPD score: 0.1204 (vol: 0.000117, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9974 (26 bps off peg)
  • Composite score: 0.6199 — High
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.5597
  • Persistence: 247m @ 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: 0.0903
  • MiPD score: 0.1079 (vol: 0.000042, 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: 0.3762 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0185
  • 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: 0.0893
  • MiPD score: 0.1059 (vol: 0.000023, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology