Peg Instability Detector — 2026-11-01

Status: ⚠️ HIGH
Coins analyzed: 5
Active alerts: 1
Data window: 2026-10-31T23:35:00+00:00 → 2026-11-01T23:29:30+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$1.000220.3724Moderate0.0081.0000.094stable
FDUSD$0.9968320.5534High0.4111.0000.091deteriorating
USDC$0.999730.3745Moderate0.0141.0000.091stable
USDT$0.999190.3882Moderate0.0451.0000.090unknown
USDe$0.9985150.4018Moderate0.0751.0000.091unknown

Active Alerts

LevelCoinScoreDriverMessage
ORANGEFDUSD0.5534changepointFDUSD: High risk (score 0.5534). Price at $0.9968 (32 bps off peg). Primary driver: changepoint.

Detailed Analysis

DAI

  • Price: $1.0002 (2 bps off peg)
  • Composite score: 0.3724 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0081
  • 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: 0.0936
  • MiPD score: 0.1139 (vol: 0.000121, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9968 (32 bps off peg)
  • Composite score: 0.5534 — High
  • Trend: deteriorating

Lane 1 — Price Deviation:

  • Score: 0.4114
  • Persistence: 145m @ 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: 0.0911
  • MiPD score: 0.1094 (vol: 0.000059, 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: 0.3745 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0139
  • 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: 0.0914
  • MiPD score: 0.1099 (vol: 0.000069, 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: 0.3882 — Moderate
  • Trend: unknown

Lane 1 — Price Deviation:

  • Score: 0.0450
  • 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: 0.0898
  • MiPD score: 0.1069 (vol: 0.000045, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDe

  • Price: $0.9985 (15 bps off peg)
  • Composite score: 0.4018 — Moderate
  • Trend: unknown

Lane 1 — Price Deviation:

  • Score: 0.0748
  • 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: 0.000054, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology