Peg Instability Detector — 2026-10-19

Status: ⚠️ HIGH
Coins analyzed: 3
Active alerts: 1
Data window: 2026-10-18T10:35:00+00:00 → 2026-10-19T10:28:50+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$1.000110.3722Moderate0.0061.0000.098stable
FDUSD$0.9977230.5447High0.3881.0000.100improving
USDC$0.999820.3715Moderate0.0081.0000.089stable

Active Alerts

LevelCoinScoreDriverMessage
ORANGEFDUSD0.5447changepointFDUSD: High risk (score 0.5447). Price at $0.9977 (23 bps off peg). Primary driver: changepoint.

Detailed Analysis

DAI

  • Price: $1.0001 (1 bps off peg)
  • Composite score: 0.3722 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0058
  • 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: 0.0978
  • MiPD score: 0.1214 (vol: 0.000124, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9977 (23 bps off peg)
  • Composite score: 0.5447 — High
  • Trend: improving

Lane 1 — Price Deviation:

  • Score: 0.3884
  • Persistence: 158m @ 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: 0.0995
  • MiPD score: 0.1246 (vol: 0.000053, 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: 0.3715 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0081
  • 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: 0.1062 (vol: 0.000029, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology