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
| Coin | Price | Off Peg (bps) | Composite Score | Risk Level | Lane 1 | Lane 2 | Lane 3 | Trend |
|---|---|---|---|---|---|---|---|---|
| DAI | $1.0002 | 2 | 0.3724 | Moderate | 0.008 | 1.000 | 0.094 | stable |
| FDUSD | $0.9968 | 32 | 0.5534 | High | 0.411 | 1.000 | 0.091 | deteriorating |
| USDC | $0.9997 | 3 | 0.3745 | Moderate | 0.014 | 1.000 | 0.091 | stable |
| USDT | $0.9991 | 9 | 0.3882 | Moderate | 0.045 | 1.000 | 0.090 | unknown |
| USDe | $0.9985 | 15 | 0.4018 | Moderate | 0.075 | 1.000 | 0.091 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.5534 | changepoint | FDUSD: 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