👀 PairScan

· RSS

PairScan Screening — 2026-05-18

PairScan Screening — 2026-05-18

Сгенерировано: 2026-05-18 18:00 UTC. Окно: 540d. Источники: binance×76, yfinance×22, geckoterminal×12, bybit×1. Quote: USDT.

  • Скринилось пар: 333
  • Прошли фильтры: 46 (🟢 bottom: 13, 🔴 top: 12)
  • Монет в работе: 111 / пропущено (нет на бирже): 2 — USTB, MTBILL

Сигналы прямо сейчас

🟢 Bottom zone — вход в покупку A (13 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
COINX/MSFTX tokenized_stocks_dex 0.17 -1.22 23% 0.258 4/3 0.563
AVAX/NEAR layer_1_alts -0.16 -2.09 55% 0.418 3/2 0.297
BTC/NVDAX cross_asset_btc_techstocks 0.01 -1.78 16% 0.265 3/2 0.283
BONK/SHIB memes_majors 0.14 -0.87 115% 0.498 2/2 0.266
COINX/SPYX tokenized_stocks_dex 0.14 -1.17 25% 0.389 3/2 0.265
JPM/NVDA stocks_megacap_us -0.35 -2.29 45% 0.362 2/2 0.216
SOL/XRP majors 0.17 -0.71 58% 0.398 2/2 0.208
METAX/MSFTX tokenized_stocks_dex 0.06 -1.30 14% 0.357 2/2 0.200
COINX/QQQX tokenized_stocks_dex -0.08 -1.78 27% 0.381 3/2 0.185
AAPLX/GOOGLX tokenized_stocks_dex 0.06 -1.53 23% 0.365 2/2 0.041
AAPLX/GOOGLX cross_asset_btc_techstocks 0.06 -1.53 23% 0.365 2/2 0.041
GLDX/TSLAX tokenized_stocks_dex 0.12 -1.57 25% 0.469 2/2 0.018
METAX/SPYX tokenized_stocks_dex 0.06 -1.53 17% 0.544 2/2 0.005

🔴 Top zone — фиксация (продать A в B) (12 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
AMZN/META stocks_megacap_us 1.28 2.36 33% 0.383 3/4 0.492
AMZN/BRK-B stocks_megacap_us 1.16 2.00 41% 0.482 3/4 0.384
NVDAX/QQQX tokenized_stocks_dex 0.89 1.21 8% 0.175 2/3 0.331
JUP/RAY dexes 0.93 1.41 100% 0.398 2/3 0.278
AAPLX/COINX tokenized_stocks_dex 1.01 1.43 28% 0.411 2/3 0.226
GOOGLX/MSTRX tokenized_stocks_dex 0.97 1.39 24% 0.374 2/3 0.222
BTC/XRP majors 1.03 1.80 56% 0.344 2/3 0.214
GC=F/PA=F precious_metals_traditional 0.88 1.21 44% 0.383 2/2 0.180
DOGE/SHIB memes_majors 0.92 1.48 47% 0.469 2/2 0.109
AAPL/BRK-B stocks_megacap_us 1.22 1.97 42% 0.496 2/2 0.066
AAPL/MSFT stocks_megacap_us 1.05 1.96 66% 0.487 2/2 0.054
AAPLX/METAX tokenized_stocks_dex 1.01 1.89 24% 0.518 2/2 0.009

⚪ Mid zone — наблюдаем (21 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
BONK/PEPE memes_majors 0.25 -0.80 61% 0.394 3/3 0.588
BONK/FLOKI memes_majors 0.37 -0.48 45% 0.309 4/3 0.540
ATOM/ICP interop 0.59 0.28 65% 0.383 3/2 0.362
NVDA/TSLA stocks_megacap_us 0.78 0.87 86% 0.418 2/3 0.302
FLOKI/PEPE memes_majors 0.37 -0.59 47% 0.422 2/2 0.257
ZS=F/ZW=F agri_traditional 0.28 -0.83 22% 0.347 2/3 0.254
AAPL/AMZN stocks_megacap_us 0.58 0.19 37% 0.434 2/2 0.249
AAPLX/NVDAX tokenized_stocks_dex 0.23 -1.00 15% 0.264 2/2 0.240
RENDER/VIRTUAL ai 0.53 0.08 93% 0.487 2/2 0.236
MSFTX/SPYX tokenized_stocks_dex 0.46 -0.25 10% 0.363 3/2 0.225
AAPLX/QQQX tokenized_stocks_dex 0.32 -0.39 8% 0.263 2/2 0.225
MSFTX/TSLAX tokenized_stocks_dex 0.52 0.26 18% 0.376 3/2 0.218
COINX/TSLAX tokenized_stocks_dex 0.37 -0.80 29% 0.422 3/2 0.211
COINX/METAX tokenized_stocks_dex 0.67 0.29 30% 0.375 2/2 0.210
AMZNX/MSTRX tokenized_stocks_dex 0.48 0.30 25% 0.413 3/2 0.208
BRK-B/META stocks_megacap_us 0.55 0.16 43% 0.436 2/3 0.199
COINX/GLDX tokenized_stocks_dex 0.71 0.43 34% 0.372 2/2 0.159
AAPLX/MSFTX tokenized_stocks_dex 0.77 0.92 14% 0.392 2/3 0.158
BRK-B/MSFT stocks_megacap_us 0.58 0.58 47% 0.528 2/2 0.148
META/MSFT stocks_megacap_us 0.66 0.40 49% 0.420 2/2 0.140
AAPLX/MSTRX tokenized_stocks_dex 0.48 -0.11 36% 0.479 2/2 0.023

Топ-20 по composite score

# Pair Sector Zone Position Range % Hurst ADF p Touches Slope Score
1 BONK/PEPE memes_majors ⚪ mid 0.25 61% 0.394 0.047 3/3 0.021 0.588
2 COINX/MSFTX tokenized_stocks_dex 🟢 bottom 0.17 23% 0.258 0.021 4/3 0.052 0.563
3 BONK/FLOKI memes_majors ⚪ mid 0.37 45% 0.309 0.095 4/3 0.108 0.540
4 AMZN/META stocks_megacap_us 🔴 top 1.28 33% 0.383 0.135 3/4 0.054 0.492
5 AMZN/BRK-B stocks_megacap_us 🔴 top 1.16 41% 0.482 0.347 3/4 0.110 0.384
6 ATOM/ICP interop ⚪ mid 0.59 65% 0.383 0.026 3/2 0.012 0.362
7 NVDAX/QQQX tokenized_stocks_dex 🔴 top 0.89 8% 0.175 0.046 2/3 0.023 0.331
8 NVDA/TSLA stocks_megacap_us ⚪ mid 0.78 86% 0.418 0.101 2/3 0.157 0.302
9 AVAX/NEAR layer_1_alts 🟢 bottom -0.16 55% 0.418 0.152 3/2 0.006 0.297
10 BTC/NVDAX cross_asset_btc_techstocks 🟢 bottom 0.01 16% 0.265 0.171 3/2 0.006 0.283
11 JUP/RAY dexes 🔴 top 0.93 100% 0.398 0.075 2/3 0.296 0.278
12 BONK/SHIB memes_majors 🟢 bottom 0.14 115% 0.498 0.283 2/2 0.198 0.266
13 COINX/SPYX tokenized_stocks_dex 🟢 bottom 0.14 25% 0.389 0.040 3/2 0.007 0.265
14 FLOKI/PEPE memes_majors ⚪ mid 0.37 47% 0.422 0.042 2/2 0.088 0.257
15 ZS=F/ZW=F agri_traditional ⚪ mid 0.28 22% 0.347 0.016 2/3 0.066 0.254
16 AAPL/AMZN stocks_megacap_us ⚪ mid 0.58 37% 0.434 0.053 2/2 0.040 0.249
17 AAPLX/NVDAX tokenized_stocks_dex ⚪ mid 0.23 15% 0.264 0.174 2/2 0.084 0.240
18 RENDER/VIRTUAL ai ⚪ mid 0.53 93% 0.487 0.000 2/2 0.287 0.236
19 AAPLX/COINX tokenized_stocks_dex 🔴 top 1.01 28% 0.411 0.176 2/3 0.015 0.226
20 MSFTX/SPYX tokenized_stocks_dex ⚪ mid 0.46 10% 0.363 0.034 3/2 0.045 0.225

Бэктест за последние 360 дней

Симуляция стратегии на каждой выжившей паре, по обеим базовым ногам. growth_X% — итоговый прирост количества монеты X (стартовали с 1.0 X). Положительный результат на одной из ног — стратегия накопила монеты в этой ноге.

Pair Sector Trades A / B Growth A Growth B Max DD A Max DD B
BONK/PEPE memes_majors 1 / 2 +45.4% +74.3% 7.6% 31.7%
COINX/MSFTX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
BONK/FLOKI memes_majors 1 / 0 +53.0% +0.0% 14.9% 0.0%
AMZN/META stocks_megacap_us 1 / 1 -12.2% +19.0% 20.1% 4.1%
AMZN/BRK-B stocks_megacap_us 1 / 0 -6.1% +0.0% 32.1% 0.0%
ATOM/ICP interop 2 / 2 +179.4% +145.6% 31.2% 31.8%
NVDAX/QQQX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
NVDA/TSLA stocks_megacap_us 1 / 0 +2.1% +0.0% 8.8% 0.0%
AVAX/NEAR layer_1_alts 1 / 1 +27.8% -10.5% 37.4% 16.1%
BTC/NVDAX cross_asset_btc_techstocks 0 / 0 +0.0% +0.0% 0.0% 0.0%
JUP/RAY dexes 1 / 1 -6.6% +41.4% 28.8% 32.4%
BONK/SHIB memes_majors 1 / 1 +41.7% -4.7% 43.2% 28.7%
COINX/SPYX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
FLOKI/PEPE memes_majors 0 / 1 +0.0% +13.7% 0.0% 36.9%
ZS=F/ZW=F agri_traditional 1 / 1 +14.5% +1.4% 7.7% 7.7%
AAPL/AMZN stocks_megacap_us 1 / 0 +10.5% +0.0% 10.5% 0.0%
AAPLX/NVDAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
RENDER/VIRTUAL ai 0 / 0 +0.0% +0.0% 0.0% 0.0%
AAPLX/COINX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
MSFTX/SPYX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
AAPLX/QQQX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
GOOGLX/MSTRX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
MSFTX/TSLAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
JPM/NVDA stocks_megacap_us 0 / 1 +0.0% -13.8% 0.0% 30.2%
BTC/XRP majors 1 / 1 -1.6% +19.5% 5.6% 27.5%
COINX/TSLAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
COINX/METAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
AMZNX/MSTRX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
SOL/XRP majors 0 / 1 +0.0% -19.9% 0.0% 33.8%
METAX/MSFTX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
BRK-B/META stocks_megacap_us 1 / 2 +25.7% +40.0% 2.7% 8.9%
COINX/QQQX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
GC=F/PA=F precious_metals_traditional 1 / 0 -3.3% +0.0% 7.2% 0.0%
COINX/GLDX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
AAPLX/MSFTX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
BRK-B/MSFT stocks_megacap_us 1 / 1 +11.7% +29.9% 10.3% 0.1%
META/MSFT stocks_megacap_us 1 / 0 +17.4% +0.0% 13.2% 0.0%
DOGE/SHIB memes_majors 1 / 0 -17.3% +0.0% 32.6% 0.0%
AAPL/BRK-B stocks_megacap_us 1 / 0 -11.4% +0.0% 17.9% 0.0%
AAPL/MSFT stocks_megacap_us 1 / 0 -14.8% +0.0% 19.3% 0.0%
AAPLX/GOOGLX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
AAPLX/GOOGLX cross_asset_btc_techstocks 0 / 0 +0.0% +0.0% 0.0% 0.0%
AAPLX/MSTRX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
GLDX/TSLAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
AAPLX/METAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
METAX/SPYX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%

Источники данных

  • binance (76): AAVE, ALT, ANKR, API3, APT, AR, ARB, ATOM, AVAX, AXL, AXS, BAND, BNB, BONK, BTC, CAKE, COMP, CRV, DOGE, DOT, DYDX, DYM, EIGEN, ETH, ETHFI, FET, FIL, FLOKI, FXS, GALA, GMX, HNT, ICP, IMX, JTO, JUP, LDO, LINK, MANA, MANTA, MATIC, METIS, MKR, MORPHO, NEAR, OCEAN, OM, ONDO, OP, PAXG, PEPE, POL, POLYX, PYTH, RAY, RENDER, REZ, RPL, RSR, SAND, SEI, SHIB, SNX, SOL, STRK, SUI, SUSHI, TAO, THETA, TIA, UNI, VIRTUAL, WIF, WLD, XAUT, XRP
  • yfinance (22): AAPL, AMZN, AVGO, BRK-B, BZ=F, CL=F, GC=F, GOOGL, JPM, KC=F, META, MSFT, NG=F, NVDA, PA=F, PL=F, SB=F, SI=F, TSLA, ZC=F, ZS=F, ZW=F
  • geckoterminal (12): AAPLX, AMZNX, COINX, GLDX, GOOGLX, METAX, MSFTX, MSTRX, NVDAX, QQQX, SPYX, TSLAX
  • bybit (1): USDY

Отброшенные пары (287)

Первые причины срабатывания фильтров (сначала проваливается одно условие и пара уже в этой колонке):

Pair Sector Reason
BTC/ETH majors hurst 0.596 > 0.5
BNB/BTC majors hurst 0.514 > 0.5
BTC/SOL majors touches 1/1 below 2 per side
BNB/ETH majors hurst 0.563 > 0.5
ETH/SOL majors touches 1/1 below 2 per side
ETH/XRP majors touches 1/2 below 2 per side
BNB/SOL majors touches 1/1 below 2 per side
BNB/XRP majors touches 1/1 below 2 per side
AVAX/SOL layer_1_alts touches 1/1 below 2 per side
NEAR/SOL layer_1_alts touches 1/1 below 2 per side
APT/SOL layer_1_alts adf_pvalue 0.770 > 0.7
SOL/SUI layer_1_alts touches 1/1 below 2 per side
SEI/SOL layer_1_alts touches 1/1 below 2 per side
APT/AVAX layer_1_alts adf_pvalue 0.832 > 0.7
AVAX/SUI layer_1_alts touches 1/2 below 2 per side
AVAX/SEI layer_1_alts touches 1/1 below 2 per side
APT/NEAR layer_1_alts adf_pvalue 0.974 > 0.7
NEAR/SUI layer_1_alts touches 1/2 below 2 per side
NEAR/SEI layer_1_alts hurst 0.512 > 0.5
APT/SUI layer_1_alts touches 1/1 below 2 per side
APT/SEI layer_1_alts touches 1/1 below 2 per side
SEI/SUI layer_1_alts
ARB/OP layer_2 adf_pvalue 0.781 > 0.7
ARB/MATIC layer_2 history 0d < 365d
ARB/POL layer_2 touches 1/1 below 2 per side
ARB/STRK layer_2 hurst 0.509 > 0.5
ARB/MANTA layer_2 hurst 0.508 > 0.5
ARB/METIS layer_2 24h volume below $1M (A=$5.7M, B=$0.3M)
MATIC/OP layer_2 history 0d < 365d
OP/POL layer_2 adf_pvalue 0.780 > 0.7
... ещё 257 пар скрыто

Методология

  • Окно для метрик: последние 540 дней дневных свечей с бирж binance, bybit, okx, kucoin (приоритетный fallback) (price reference: USDT).
  • Метрика диапазона считается на R = log(close_A / close_B).
  • Фильтры: range ≥ 40%, hurst < 0.5, adf p < 0.7, touches на каждой стороне ≥ 2, |slope| < 0.3, 24h volume ≥ $1M обе ноги, история ≥ 365d.
  • Касания границ считаются с чередованием: касание нижней засчитывается только если предыдущее зачтённое касание было верхним (или отсутствует), и наоборот. Моделирует реальные сделки — пока не закрыл позицию обратным обменом, повторный сигнал той же стороны бесполезен.
  • Composite score: взвешенная min-max-нормализация по выжившим парам: width × 0.25, (1−hurst) × 0.2, (1−adf_p) × 0.15, touches × 0.25, −|slope| × 0.15.
  • Зоны сигнала: position < 0.2 → bottom; position > 0.8 → top.
  • Бэктест: окно 360d, rolling P5/P95 на 540d, вход при position < 0.2, выход при position > 0.8, комиссия 0.1% за каждый обмен. Прогон по обеим ногам — пользователь сам выбирает по факту, какую базовую монету хочет накапливать.