Peg Instability Detector — 2026-11-03

Status: ⚠️ HIGH
Coins analyzed: 5
Active alerts: 1
Data window: 2026-11-02T23:35:00+00:00 → 2026-11-03T23:29:50+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$1.000110.3711Moderate0.0041.0000.097stable
FDUSD$0.9967330.6668High0.6641.0000.090stable
USDC$0.999640.3762Moderate0.0201.0000.087stable
USDT$0.999190.3871Moderate0.0431.0000.088stable
USDe$0.999280.3860Moderate0.0411.0000.088unknown

Active Alerts

LevelCoinScoreDriverMessage
ORANGEFDUSD0.6668changepointFDUSD: High risk (score 0.6668). Price at $0.9967 (33 bps off peg). Primary driver: changepoint.

Detailed Analysis

DAI

  • Price: $1.0001 (1 bps off peg)
  • Composite score: 0.3711 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0038
  • 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: 0.0971
  • MiPD score: 0.1202 (vol: 0.000106, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9967 (33 bps off peg)
  • Composite score: 0.6668 — High
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.6640
  • 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: 0.0900
  • MiPD score: 0.1073 (vol: 0.000076, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDC

  • Price: $0.9996 (4 bps off peg)
  • Composite score: 0.3762 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0197
  • 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: 0.0869
  • MiPD score: 0.1016 (vol: 0.000024, 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: 0.3871 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0434
  • 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: 0.0879
  • MiPD score: 0.1034 (vol: 0.000022, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDe

  • Price: $0.9992 (8 bps off peg)
  • Composite score: 0.3860 — Moderate
  • Trend: unknown

Lane 1 — Price Deviation:

  • Score: 0.0410
  • 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: 0.0880
  • MiPD score: 0.1037 (vol: 0.000047, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology