Peg Instability Detector — 2026-10-27
Status: ⚠️ HIGH
Coins analyzed: 5
Active alerts: 1
Data window: 2026-10-26T22:35:00+00:00 → 2026-10-27T22:29:40+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 | $0.9997 | 3 | 0.3761 | Moderate | 0.017 | 1.000 | 0.092 | stable |
| FDUSD | $0.9972 | 28 | 0.6581 | High | 0.639 | 1.000 | 0.102 | stable |
| USDC | $0.9993 | 7 | 0.3829 | Moderate | 0.034 | 1.000 | 0.088 | stable |
| USDT | $0.9988 | 12 | 0.3945 | Moderate | 0.059 | 1.000 | 0.088 | unknown |
| USDe | $0.9992 | 8 | 0.3861 | Moderate | 0.040 | 1.000 | 0.090 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.6581 | changepoint | FDUSD: High risk (score 0.6581). Price at $0.9972 (28 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $0.9997 (3 bps off peg)
- Composite score: 0.3761 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0168
- 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: 0.0925
- MiPD score: 0.1117 (vol: 0.000116, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9972 (28 bps off peg)
- Composite score: 0.6581 — High
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.6392
- Persistence: 287m @ 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: 0.1024
- MiPD score: 0.1299 (vol: 0.000057, 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: 0.0340
- 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: 0.0878
- MiPD score: 0.1033 (vol: 0.000025, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDT
- Price: $0.9988 (12 bps off peg)
- Composite score: 0.3945 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0595
- 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: 0.0885
- MiPD score: 0.1045 (vol: 0.000029, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDe
- Price: $0.9992 (8 bps off peg)
- Composite score: 0.3861 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0402
- 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: 0.0901
- MiPD score: 0.1074 (vol: 0.000036, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology