Peg Instability Detector — 2026-10-30

Status: ⚠️ HIGH
Coins analyzed: 5
Active alerts: 1
Data window: 2026-10-29T22:35:00+00:00 → 2026-10-30T22:29:40+00:00
Pipeline version: 2.0.0

🛡️ Composite Risk Scores High score = higher risk

Per-Coin Results

CoinPriceOff Peg (bps)Composite ScoreRisk LevelLane 1Lane 2Lane 3Trend
DAI$1.000110.3706Moderate0.0041.0000.093stable
FDUSD$0.9971290.6217High0.5631.0000.093stable
USDC$0.999730.3739Moderate0.0131.0000.090stable
USDT$0.999190.3884Moderate0.0461.0000.089stable
USDe$0.9988120.4324Moderate0.1421.0000.091unknown

Active Alerts

LevelCoinScoreDriverMessage
ORANGEFDUSD0.6217changepointFDUSD: High risk (score 0.6217). Price at $0.9971 (29 bps off peg). Primary driver: changepoint.

Detailed Analysis

DAI

  • Price: $1.0001 (1 bps off peg)
  • Composite score: 0.3706 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0043
  • 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: 0.0932
  • MiPD score: 0.1131 (vol: 0.000127, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9971 (29 bps off peg)
  • Composite score: 0.6217 — High
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.5626
  • Persistence: 241m @ 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: 0.0927
  • MiPD score: 0.1122 (vol: 0.000102, 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: 0.3739 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0131
  • 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: 0.000058, 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: 0.0459
  • 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: 0.0889
  • MiPD score: 0.1053 (vol: 0.000051, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDe

  • Price: $0.9988 (12 bps off peg)
  • Composite score: 0.4324 — Moderate
  • Trend: unknown

Lane 1 — Price Deviation:

  • Score: 0.1424
  • Persistence: 47m @ 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: 0.0915
  • MiPD score: 0.1099 (vol: 0.000094, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology