Peg Instability Detector — 2026-10-21
Status: ⚠️ Moderate
Coins analyzed: 4
Active alerts: 0
Data window: 2026-10-20T22:35:00+00:00 → 2026-10-21T22:28:50+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 | $0.9985 | 15 | 0.4123 | Moderate | 0.074 | 1.000 | 0.144 | deteriorating |
| FDUSD | $0.9983 | 17 | 0.4063 | Moderate | 0.083 | 1.000 | 0.095 | improving |
| USDC | $0.9998 | 2 | 0.3729 | Moderate | 0.011 | 1.000 | 0.089 | stable |
| USDT | $0.9995 | 5 | 0.3798 | Moderate | 0.026 | 1.000 | 0.089 | unknown |
Detailed Analysis
DAI
- Price: $0.9985 (15 bps off peg)
- Composite score: 0.4123 — Moderate
- Trend: deteriorating
Lane 1 — Price Deviation:
- Score: 0.0743
- 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: 0.1444
- MiPD score: 0.2062 (vol: 0.000231, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9983 (17 bps off peg)
- Composite score: 0.4063 — Moderate
- Trend: improving
Lane 1 — Price Deviation:
- Score: 0.0828
- 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: 0.0952
- MiPD score: 0.1167 (vol: 0.000073, 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: 0.3729 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0114
- 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: 0.0889
- MiPD score: 0.1053 (vol: 0.000024, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDT
- Price: $0.9995 (5 bps off peg)
- Composite score: 0.3798 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0264
- 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: 0.000023, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology