Peg Instability Detector — 2026-10-17

Status: ⚠️ HIGH
Coins analyzed: 4
Active alerts: 1
Data window: 2026-10-16T22:35:00+00:00 → 2026-10-17T22:28:40+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$1.000110.3733Moderate0.0071.0000.101stable
FDUSD$0.9973270.6139High0.5471.0000.088deteriorating
USDC$0.999820.3725Moderate0.0111.0000.088stable
USDT$0.999190.3881Moderate0.0461.0000.087unknown

Active Alerts

LevelCoinScoreDriverMessage
ORANGEFDUSD0.6139changepointFDUSD: High risk (score 0.6139). Price at $0.9973 (27 bps off peg). Primary driver: changepoint.

Detailed Analysis

DAI

  • Price: $1.0001 (1 bps off peg)
  • Composite score: 0.3733 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0068
  • 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: 0.1011
  • MiPD score: 0.1275 (vol: 0.000117, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9973 (27 bps off peg)
  • Composite score: 0.6139 — High
  • Trend: deteriorating

Lane 1 — Price Deviation:

  • Score: 0.5473
  • Persistence: 238m @ 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: 0.0879
  • MiPD score: 0.1034 (vol: 0.000046, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

USDC

  • Price: $0.9998 (2 bps off peg)
  • Composite score: 0.3725 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0111
  • 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: 0.0876
  • MiPD score: 0.1029 (vol: 0.000027, 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: 0.3881 — Moderate
  • Trend: unknown

Lane 1 — Price Deviation:

  • Score: 0.0459
  • 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: 0.0871
  • MiPD score: 0.1020 (vol: 0.000025, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology