Peg Instability Detector — 2026-07-15

Status: ⚠️ HIGH
Coins analyzed: 3
Active alerts: 1
Data window: 2026-07-14T10:31:09.486000+00:00 → 2026-07-15T10:30:36+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$0.999730.3761Moderate0.0151.0000.096stable
FDUSD$0.9974260.6285High0.5711.0000.107stable
USDC$0.999820.3712Moderate0.0081.0000.088stable

Active Alerts

LevelCoinScoreDriverMessage
ORANGEFDUSD0.6285changepointFDUSD: High risk (score 0.6285). Price at $0.9974 (26 bps off peg). Primary driver: changepoint.

Detailed Analysis

DAI

  • Price: $0.9997 (3 bps off peg)
  • Composite score: 0.3761 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0154
  • 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: 0.0957
  • MiPD score: 0.1177 (vol: 0.000110, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

FDUSD

  • Price: $0.9974 (26 bps off peg)
  • Composite score: 0.6285 — High
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.5713
  • Persistence: 253m @ 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: 0.1073
  • MiPD score: 0.1387 (vol: 0.000365, 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: 0.3712 — Moderate
  • Trend: stable

Lane 1 — Price Deviation:

  • Score: 0.0079
  • 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: 0.000048, corr: 0.30)
  • LPD score: 0.0600 (curve: 0.33, dex depth Δ: +0.0%)

Methodology: Peg Instability Detector Methodology