Peg Instability Detector — 2026-10-26
Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-10-25T22:35:00+00:00 → 2026-10-26T22:29:30+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 | $1.0001 | 1 | 0.3709 | Moderate | 0.004 | 1.000 | 0.096 | stable |
| FDUSD | $0.9967 | 33 | 0.6668 | High | 0.665 | 1.000 | 0.088 | stable |
| USDC | $0.9993 | 7 | 0.3829 | Moderate | 0.034 | 1.000 | 0.089 | stable |
| USDT | $0.9987 | 13 | 0.3965 | Moderate | 0.063 | 1.000 | 0.090 | stable |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.6668 | changepoint | FDUSD: High risk (score 0.6668). Price at $0.9967 (33 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $1.0001 (1 bps off peg)
- Composite score: 0.3709 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0037
- 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: 0.0964
- MiPD score: 0.1188 (vol: 0.000127, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9967 (33 bps off peg)
- Composite score: 0.6668 — High
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.6648
- Persistence: 288m @ 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: 0.1043 (vol: 0.000048, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDC
- Price: $0.9993 (7 bps off peg)
- Composite score: 0.3829 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0336
- 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: 0.0887
- MiPD score: 0.1049 (vol: 0.000038, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDT
- Price: $0.9987 (13 bps off peg)
- Composite score: 0.3965 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0631
- 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: 0.0904
- MiPD score: 0.1081 (vol: 0.000143, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology