Peg Instability Detector — 2026-11-02

Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-11-01T23:35:00+00:00 → 2026-11-02T23:29:40+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$0.999910.3722Moderate0.0071.0000.096stable
FDUSD$0.9957430.6897High0.7161.0000.088stable
USDC$0.999370.3834Moderate0.0351.0000.089stable
USDT$0.9986140.3984Moderate0.0681.0000.088unknown

Active Alerts

LevelCoinScoreDriverMessage
ORANGEFDUSD0.6897changepointFDUSD: High risk (score 0.6897). Price at $0.9957 (43 bps off peg). Primary driver: changepoint.

Detailed Analysis

DAI

  • Price: $0.9999 (1 bps off peg)
  • Composite score: 0.3722 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0066
  • 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: 0.0959
  • MiPD score: 0.1180 (vol: 0.000109, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9957 (43 bps off peg)
  • Composite score: 0.6897 — High
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.7156
  • Persistence: 288m @ 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: 0.0884
  • MiPD score: 0.1044 (vol: 0.000056, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDC

  • Price: $0.9993 (7 bps off peg)
  • Composite score: 0.3834 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0347
  • 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: 0.0888
  • MiPD score: 0.1051 (vol: 0.000078, 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: 0.3984 — Moderate
  • Trend: unknown

Lane 1 — Price Deviation:

  • Score: 0.0683
  • 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: 0.0881
  • MiPD score: 0.1039 (vol: 0.000028, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology