Peg Instability Detector — 2026-10-23
Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-10-22T22:30:00+00:00 → 2026-10-23T22:28:50+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 | $1.0000 | 0 | 0.3707 | Moderate | 0.001 | 1.000 | 0.101 | stable |
| FDUSD | $0.9974 | 26 | 0.6502 | High | 0.628 | 1.000 | 0.088 | stable |
| USDC | $0.9997 | 3 | 0.3747 | Moderate | 0.016 | 1.000 | 0.087 | stable |
| USDT | $0.9992 | 8 | 0.3861 | Moderate | 0.041 | 1.000 | 0.087 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.6502 | changepoint | FDUSD: High risk (score 0.6502). Price at $0.9974 (26 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $1.0000 (0 bps off peg)
- Composite score: 0.3707 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0012
- 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: 0.1009
- MiPD score: 0.1271 (vol: 0.000148, 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: 0.6502 — High
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.6281
- Persistence: 286m @ 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: 0.0880
- MiPD score: 0.1037 (vol: 0.000044, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDC
- Price: $0.9997 (3 bps off peg)
- Composite score: 0.3747 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0162
- 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: 0.0873
- MiPD score: 0.1024 (vol: 0.000018, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDT
- Price: $0.9992 (8 bps off peg)
- Composite score: 0.3861 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0414
- 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: 0.0873
- MiPD score: 0.1023 (vol: 0.000025, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology