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
| Coin | Price | Off Peg (bps) | Composite Score | Risk Level | Lane 1 | Lane 2 | Lane 3 | Trend |
|---|---|---|---|---|---|---|---|---|
| DAI | $1.0001 | 1 | 0.3711 | Moderate | 0.004 | 1.000 | 0.097 | stable |
| FDUSD | $0.9967 | 33 | 0.6668 | High | 0.664 | 1.000 | 0.090 | stable |
| USDC | $0.9996 | 4 | 0.3762 | Moderate | 0.020 | 1.000 | 0.087 | stable |
| USDT | $0.9991 | 9 | 0.3871 | Moderate | 0.043 | 1.000 | 0.088 | stable |
| USDe | $0.9992 | 8 | 0.3860 | Moderate | 0.041 | 1.000 | 0.088 | unknown |
Active Alerts
| Level | Coin | Score | Driver | Message |
|---|---|---|---|---|
| ORANGE | FDUSD | 0.6668 | changepoint | FDUSD: 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