---
title: Forecasting Stablecoin Depegs: Out-of-Sample Evidence from 219 USD Stablecoins
url: https://www.ml-quant.com/papers/ssrn/7670421/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-11-06
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 7670421
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7670421
featured: 2026-11-06
citations: unknown
topic: Crypto & DeFi
---


# Forecasting Stablecoin Depegs: Out-of-Sample Evidence from 219 USD Stablecoins

A gradient-boosted classifier trained on 219 USD-pegged stablecoins predicts which coins will lose their peg within one week, achieving 0.59 average precision on test data.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7670421
- Identifier: SSRN 7670421
- Released: 2026-10-31
- First featured: Quant Letter No. 138 (2026-11-06): https://www.ml-quant.com/issues/2026-11-06/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Crypto & DeFi
- Authors: Jude Enajero

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