Peg Instability Detector — 2026-10-29
Status: ⚠️ HIGH
Coins analyzed: 5
Active alerts: 1
Data window: 2026-10-28T22:35:00+00:00 → 2026-10-29T22:29:40+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 | 0.3903 | Moderate | 0.027 | 1.000 | 0.140 | stable |
| FDUSD | $0.9960 | 40 | 0.6075 | High | 0.529 | 1.000 | 0.097 | deteriorating |
| USDC | $0.9992 | 8 | 0.3883 | Moderate | 0.043 | 1.000 | 0.096 | stable |
| USDT | $0.9986 | 14 | 0.4001 | Moderate | 0.070 | 1.000 | 0.093 | stable |
| USDe | $0.9984 | 16 | 0.4058 | Moderate | 0.081 | 1.000 | 0.096 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.6075 | changepoint | FDUSD: High risk (score 0.6075). Price at $0.9960 (40 bps off peg). Primary driver: changepoint. |
Detailed Analysis
DAI
- Price: $0.9997 (3 bps off peg)
- Composite score: 0.3903 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0273
- Persistence: 6m @ 25bps, 4m @ 50bps, 4m @ 100bps
- Alert: none (stable)
Lane 2 — BOCD:
- Score: 1.0000
- Changepoint probability: 0.9993
- Current run length: 1439 observations
Lane 3 — DIRA Composite:
- Score: 0.1403
- MiPD score: 0.1986 (vol: 0.002209, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
FDUSD
- Price: $0.9960 (40 bps off peg)
- Composite score: 0.6075 — High
- Trend: deteriorating
Lane 1 — Price Deviation:
- Score: 0.5291
- Persistence: 189m @ 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: 0.0970
- MiPD score: 0.1200 (vol: 0.000089, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDC
- Price: $0.9992 (8 bps off peg)
- Composite score: 0.3883 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0425
- 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: 0.0961
- MiPD score: 0.1183 (vol: 0.000145, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDT
- Price: $0.9986 (14 bps off peg)
- Composite score: 0.4001 — Moderate
- Trend: stable
Lane 1 — Price Deviation:
- Score: 0.0700
- 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: 0.0928
- MiPD score: 0.1123 (vol: 0.000036, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
USDe
- Price: $0.9984 (16 bps off peg)
- Composite score: 0.4058 — Moderate
- Trend: unknown
Lane 1 — Price Deviation:
- Score: 0.0814
- 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: 0.0958
- MiPD score: 0.1177 (vol: 0.000046, corr: 0.30)
- LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)
Methodology: Peg Instability Detector Methodology