The Final Outputs
Risk Tiers
Tier transitions require sustained elevated scores (hysteresis) — see the Hysteresis section below. This prevents a single noisy tick from triggering an alert.
Signal Weights (the Building Blocks)
Each signal is normalized to 0–1 before weighting. When a signal has no data for a given token, it is skipped and all remaining weights are renormalized to sum to 1.0 — so missing data never produces a false low score.Price & Peg Deviation
Persistence (Duration Off-Peg)
Liquidity & Market Depth
Cross-Chain & Supply
Reserve Attestation
Volatility & Oracle
DEX/CEX disagreement adjustment: When both DEX and CEX prices are available and disagree — DEX stressed but CEX calm — the DEX
price_deviation_5m weight is reduced by 30%, since the stress is likely a DEX-specific liquidity issue rather than a real depeg. The cex_only_stress guard (see below) handles the reverse case: CEX stressed, DEX calm.Scoring Guards & Modifiers
Six post-computation guards adjust the final score to reduce false positives and prevent single-signal dominance.When any guard fires, a meta-entry (
corroboration_gated, confluence_demotion, bridge_flow_spike, cex_only_stress) is appended to the drivers array so the dashboard and alert callers can surface why a tier was adjusted.Token Type Adjustments
Different token types have fundamentally different expected behaviors. A yield-bearing token like sUSDe is designed to accrue value above $1 — scoring it against a strict $1 peg would produce constant false positives. The model adjusts the price deviation normalization curve per type.Velocity Momentum & Hysteresis
Velocity Momentum Boost
A rapidly rising score gets a forward boost of up to +15 points, surfacing escalating crises earlier — even before the raw score crosses a tier threshold.- Velocity — score change per 5-min tick (positive = worsening)
- Boost activates when velocity exceeds 10 pts/tick
- Max boost: +15 points added to effective score
- Accelerating events (velocity itself rising) amplify the boost
Hysteresis (Alert Fatigue Prevention)
Tier transitions require sustained elevated scores. A single noisy tick cannot flip the tier — preventing alert fatigue from short-lived spikes.- → Critical: 1 tick above threshold (fast — critical is urgent)
- → Warning: 2 consecutive ticks above threshold
- → Watch: 2 consecutive ticks above threshold
- → OK: 2 consecutive ticks below clear threshold (35)
The combination of velocity boost + hysteresis means the system surfaces emerging crises early (momentum) while suppressing false alerts from brief liquidity blips (hysteresis). UST’s 2022 depeg, for example, would have triggered Watch → Warning → Critical over approximately 6 ticks as both the score and velocity accelerated simultaneously.
Low Signal Coverage Guard
When a score reaches ≥50 (Warning range) but fewer than 5 signals have data AND the price is currently at peg, the tier is automatically demoted from warning to watch. This prevents a thin-data token from entering a warning state on the strength of one or two signals alone. All 5+ active signals must agree before a warning is confirmed.State Flags (Binary Crisis Indicators)
These six flags are computed separately from the numeric score and surfaced alongside it in the API. They name specific crisis types that are active right now — a score of 72 tells you how bad; the flags tell you what kind.How Depeg Risk Feeds into Vault Scoring
The live depeg monitor output is merged into every vault’s composite risk score via the depeg overlay module. It runs at pipeline time, applies the worst-case signal across all chains where the underlying token trades, and contributes to the vault composite at 5% weight.depeg_sub_score vs monitor score
The monitor score measures real-time market stress (all 16 signals: slippage, persistence, supply, oracle). The depeg_sub_score fed into the vault composite is narrower — it focuses on capital loss risk from peg deviation and persistence alone, plus a floor from the monitor score to catch liquidity collapse events even before price moves.Vault Recommendation Actions
When a depeg is active, the overlay generates a recommendation for vault holders:- EXIT — critical tier + ≥30% peg deviation
- REDUCE — critical + ≥5% deviation
- MONITOR — critical/warning + any deviation
- WATCH — warning tier OR score ≥50
API Response Fields
The/latest endpoint returns a snapshot of every tracked token. Vault objects from /vaults include monitor_tier and per-composition depeg_score.
Signal Weight Hierarchy at a Glance
