Peg Instability Detector — 2026-10-22
Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-10-21T22:35:00+00:00 → 2026-10-22T22:28:40+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 | $0.9995 | 5 | 0.3811 | Moderate | 0.023 | 1.000 | 0.105 | stable |
| FDUSD | $0.9971 | 29 | 0.5310 | High | 0.363 | 1.000 | 0.088 | deteriorating |
| USDC | $0.9995 | 5 | 0.3791 | Moderate | 0.026 | 1.000 | 0.088 | stable |
| USDT | $0.9989 | 11 | 0.3920 | Moderate | 0.053 | 1.000 | 0.090 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.5310 | changepoint | FDUSD: High risk (score 0.531). Price at $0.9971 (29 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $0.9995 (5 bps off peg)
- Composite score: 0.3811 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0227
- 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: 0.1046
- MiPD score: 0.1338 (vol: 0.000320, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9971 (29 bps off peg)
- Composite score: 0.5310 — High
- Trend: deteriorating
Lane 1 — Price Deviation:
- Score: 0.3629
- Persistence: 124m @ 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: 0.0884
- MiPD score: 0.1044 (vol: 0.000057, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDC
- Price: $0.9995 (5 bps off peg)
- Composite score: 0.3791 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0256
- 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: 0.0877
- MiPD score: 0.1031 (vol: 0.000023, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDT
- Price: $0.9989 (11 bps off peg)
- Composite score: 0.3920 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0534
- 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: 0.0898
- MiPD score: 0.1070 (vol: 0.000029, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology