Peg Instability Detector — 2026-10-28
Status: ⚠️ HIGH
Coins analyzed: 5
Active alerts: 1
Data window: 2026-10-27T22:35:00+00:00 → 2026-10-28T22:29:30+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 | $0.9998 | 2 | 0.3730 | Moderate | 0.008 | 1.000 | 0.098 | stable |
| FDUSD | $0.9976 | 24 | 0.5251 | High | 0.348 | 1.000 | 0.093 | improving |
| USDC | $0.9995 | 5 | 0.3783 | Moderate | 0.024 | 1.000 | 0.088 | stable |
| USDT | $0.9991 | 9 | 0.3884 | Moderate | 0.045 | 1.000 | 0.090 | stable |
| USDe | $0.9994 | 6 | 0.3814 | Moderate | 0.029 | 1.000 | 0.091 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.5251 | changepoint | FDUSD: High risk (score 0.5251). Price at $0.9976 (24 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $0.9998 (2 bps off peg)
- Composite score: 0.3730 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0076
- 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: 0.0977
- MiPD score: 0.1212 (vol: 0.000106, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9976 (24 bps off peg)
- Composite score: 0.5251 — High
- Trend: improving
Lane 1 — Price Deviation:
- Score: 0.3478
- Persistence: 131m @ 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: 0.0931
- MiPD score: 0.1130 (vol: 0.000042, 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: 0.3783 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0238
- 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: 0.0880
- MiPD score: 0.1037 (vol: 0.000023, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDT
- Price: $0.9991 (9 bps off peg)
- Composite score: 0.3884 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0453
- 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: 0.000020, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDe
- Price: $0.9994 (6 bps off peg)
- Composite score: 0.3814 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0295
- 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: 0.0907
- MiPD score: 0.1085 (vol: 0.000029, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology