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PairScan Screening — 2026-05-20

PairScan Screening — 2026-05-20

Сгенерировано: 2026-05-20 18:00 UTC. Окно: 540d. Источники: binance×76, yfinance×22, geckoterminal×12, bybit×1. Quote: USDT.

  • Скринилось пар: 333
  • Прошли фильтры: 45 (🟢 bottom: 7, 🔴 top: 12)
  • Монет в работе: 111 / пропущено (нет на бирже): 2 — USTB, MTBILL

Сигналы прямо сейчас

🟢 Bottom zone — вход в покупку A (7 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
DYDX/JTO dexes 0.16 -1.00 96% 0.444 3/3 0.481
AVAX/NEAR layer_1_alts -0.32 -2.62 56% 0.418 3/2 0.273
BTC/NVDAX cross_asset_btc_techstocks -0.09 -2.16 16% 0.286 3/2 0.233
JPM/NVDA stocks_megacap_us -0.37 -2.34 45% 0.363 2/2 0.218
COINX/QQQX tokenized_stocks_dex 0.08 -1.24 26% 0.362 3/2 0.187
METAX/MSFTX tokenized_stocks_dex -0.06 -1.74 15% 0.355 2/2 0.183
METAX/SPYX tokenized_stocks_dex -0.07 -1.78 17% 0.541 2/2 -0.029

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

Pair Sector Position Z-score Range % Hurst Touches Score
AMZN/META stocks_megacap_us 1.31 2.44 33% 0.386 3/4 0.365
NVDAX/QQQX tokenized_stocks_dex 0.94 1.31 8% 0.186 2/3 0.327
AMZN/BRK-B stocks_megacap_us 1.15 2.05 42% 0.483 3/4 0.250
COINX/METAX tokenized_stocks_dex 0.85 0.89 28% 0.363 2/2 0.218
AAPLX/COINX tokenized_stocks_dex 0.92 1.06 26% 0.402 2/3 0.213
GC=F/PA=F precious_metals_traditional 0.90 1.30 44% 0.384 2/2 0.178
BTC/XRP majors 1.07 1.98 56% 0.343 2/3 0.149
COINX/GLDX tokenized_stocks_dex 0.90 0.98 33% 0.369 2/2 0.144
AAPLX/MSFTX tokenized_stocks_dex 1.00 1.51 14% 0.393 2/3 0.131
DOGE/SHIB memes_majors 0.80 1.06 47% 0.469 2/2 0.124
AAPL/BRK-B stocks_megacap_us 1.30 2.21 42% 0.496 2/2 0.046
AAPLX/METAX tokenized_stocks_dex 1.10 2.01 24% 0.518 2/2 -0.026

⚪ Mid zone — наблюдаем (26 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
COINX/MSFTX tokenized_stocks_dex 0.44 -0.20 22% 0.243 5/4 0.583
BONK/PEPE memes_majors 0.34 -0.53 60% 0.393 3/3 0.461
BONK/FLOKI memes_majors 0.56 0.15 45% 0.308 4/3 0.420
COINX/SPYX tokenized_stocks_dex 0.30 -0.54 23% 0.375 3/3 0.395
ATOM/ICP interop 0.65 0.46 65% 0.383 3/2 0.364
IMX/SAND gaming 0.76 1.01 53% 0.392 2/3 0.312
NVDA/TSLA stocks_megacap_us 0.79 0.90 86% 0.419 2/3 0.302
BONK/SHIB memes_majors 0.20 -0.68 115% 0.497 2/2 0.264
ZS=F/ZW=F agri_traditional 0.23 -0.99 21% 0.347 2/3 0.256
FLOKI/PEPE memes_majors 0.30 -0.80 47% 0.422 2/2 0.255
AAPL/AMZN stocks_megacap_us 0.65 0.41 37% 0.433 2/2 0.253
AAPLX/NVDAX tokenized_stocks_dex 0.26 -0.88 15% 0.261 2/2 0.243
RENDER/VIRTUAL ai 0.59 0.21 93% 0.486 2/2 0.237
GOOGLX/MSTRX tokenized_stocks_dex 0.65 0.36 24% 0.376 2/2 0.235
SOL/XRP majors 0.21 -0.61 58% 0.396 2/2 0.234
COINX/TSLAX tokenized_stocks_dex 0.46 -0.36 26% 0.398 3/2 0.234
AAPLX/QQQX tokenized_stocks_dex 0.42 -0.12 8% 0.270 2/2 0.226
MSFTX/TSLAX tokenized_stocks_dex 0.36 -0.28 18% 0.373 3/2 0.223
MSFTX/SPYX tokenized_stocks_dex 0.28 -0.78 10% 0.363 3/2 0.223
AMZNX/MSTRX tokenized_stocks_dex 0.36 -0.11 25% 0.415 3/2 0.206
BRK-B/META stocks_megacap_us 0.56 0.19 43% 0.437 2/3 0.200
BRK-B/MSFT stocks_megacap_us 0.57 0.56 47% 0.528 2/2 0.143
META/MSFT stocks_megacap_us 0.65 0.35 49% 0.420 2/2 0.131
AAPLX/GOOGLX tokenized_stocks_dex 0.37 -0.55 23% 0.382 2/2 0.046
AAPLX/GOOGLX cross_asset_btc_techstocks 0.37 -0.55 23% 0.382 2/2 0.046
AAPLX/MSTRX tokenized_stocks_dex 0.48 -0.13 35% 0.492 2/2 0.011

Топ-20 по composite score

# Pair Sector Zone Position Range % Hurst ADF p Touches Slope Score
1 COINX/MSFTX tokenized_stocks_dex ⚪ mid 0.44 22% 0.243 0.014 5/4 0.033 0.583
2 DYDX/JTO dexes 🟢 bottom 0.16 96% 0.444 0.138 3/3 0.054 0.481
3 BONK/PEPE memes_majors ⚪ mid 0.34 60% 0.393 0.048 3/3 0.024 0.461
4 BONK/FLOKI memes_majors ⚪ mid 0.56 45% 0.308 0.085 4/3 0.108 0.420
5 COINX/SPYX tokenized_stocks_dex ⚪ mid 0.30 23% 0.375 0.027 3/3 0.014 0.395
6 AMZN/META stocks_megacap_us 🔴 top 1.31 33% 0.386 0.155 3/4 0.049 0.365
7 ATOM/ICP interop ⚪ mid 0.65 65% 0.383 0.027 3/2 0.012 0.364
8 NVDAX/QQQX tokenized_stocks_dex 🔴 top 0.94 8% 0.186 0.050 2/3 0.030 0.327
9 IMX/SAND gaming ⚪ mid 0.76 53% 0.392 0.066 2/3 0.031 0.312
10 NVDA/TSLA stocks_megacap_us ⚪ mid 0.79 86% 0.419 0.116 2/3 0.149 0.302
11 AVAX/NEAR layer_1_alts 🟢 bottom -0.32 56% 0.418 0.253 3/2 0.007 0.273
12 BONK/SHIB memes_majors ⚪ mid 0.20 115% 0.497 0.279 2/2 0.195 0.264
13 ZS=F/ZW=F agri_traditional ⚪ mid 0.23 21% 0.347 0.016 2/3 0.068 0.256
14 FLOKI/PEPE memes_majors ⚪ mid 0.30 47% 0.422 0.063 2/2 0.084 0.255
15 AAPL/AMZN stocks_megacap_us ⚪ mid 0.65 37% 0.433 0.044 2/2 0.038 0.253
16 AMZN/BRK-B stocks_megacap_us 🔴 top 1.15 42% 0.483 0.366 3/4 0.114 0.250
17 AAPLX/NVDAX tokenized_stocks_dex ⚪ mid 0.26 15% 0.261 0.172 2/2 0.087 0.243
18 RENDER/VIRTUAL ai ⚪ mid 0.59 93% 0.486 0.000 2/2 0.282 0.237
19 GOOGLX/MSTRX tokenized_stocks_dex ⚪ mid 0.65 24% 0.376 0.076 2/2 0.061 0.235
20 SOL/XRP majors ⚪ mid 0.21 58% 0.396 0.000 2/2 0.228 0.234

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
COINX/MSFTX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
DYDX/JTO dexes 2 / 3 +179.0% +137.3% 23.4% 35.8%
BONK/PEPE memes_majors 1 / 2 +45.4% +81.5% 7.6% 31.7%
BONK/FLOKI memes_majors 1 / 0 +43.1% +0.0% 14.9% 0.0%
COINX/SPYX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
AMZN/META stocks_megacap_us 1 / 1 -13.1% +19.0% 20.1% 4.1%
ATOM/ICP interop 2 / 2 +179.4% +153.5% 31.2% 31.8%
NVDAX/QQQX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
IMX/SAND gaming 1 / 1 +9.3% +22.8% 0.1% 49.5%
NVDA/TSLA stocks_megacap_us 1 / 0 +1.6% +0.0% 9.7% 0.0%
AVAX/NEAR layer_1_alts 1 / 1 +27.8% -16.7% 37.4% 22.0%
BONK/SHIB memes_majors 1 / 1 +41.7% -0.2% 43.2% 28.7%
ZS=F/ZW=F agri_traditional 1 / 1 +14.5% +0.4% 7.7% 7.8%
FLOKI/PEPE memes_majors 0 / 1 +0.0% +12.4% 0.0% 36.9%
AAPL/AMZN stocks_megacap_us 1 / 0 +8.0% +0.0% 11.7% 0.0%
AMZN/BRK-B stocks_megacap_us 1 / 0 -7.9% +0.0% 32.1% 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%
GOOGLX/MSTRX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
SOL/XRP majors 0 / 1 +0.0% -17.7% 0.0% 33.8%
COINX/TSLAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
BTC/NVDAX cross_asset_btc_techstocks 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%
MSFTX/TSLAX 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%
COINX/METAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
JPM/NVDA stocks_megacap_us 0 / 1 +0.0% -15.8% 0.0% 30.2%
AAPLX/COINX 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%
BRK-B/META stocks_megacap_us 1 / 2 +25.7% +54.0% 2.7% 7.3%
COINX/QQQX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
METAX/MSFTX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
GC=F/PA=F precious_metals_traditional 1 / 0 -4.4% +0.0% 9.7% 0.0%
BTC/XRP majors 1 / 1 -3.6% +19.5% 5.6% 27.5%
COINX/GLDX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
BRK-B/MSFT stocks_megacap_us 1 / 0 +11.9% +0.0% 10.3% 0.0%
AAPLX/MSFTX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
META/MSFT stocks_megacap_us 1 / 0 +18.0% +0.0% 13.2% 0.0%
DOGE/SHIB memes_majors 1 / 0 -14.5% +0.0% 32.6% 0.0%
AAPL/BRK-B stocks_megacap_us 1 / 0 -14.0% +0.0% 18.8% 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%
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 (288)

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 0.515 > 0.5
BTC/SOL majors touches 1/1 below 2 per side
BNB/ETH majors hurst 0.564 > 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 0.721 > 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 0.815 > 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 0.980 > 0.7
NEAR/SUI layer_1_alts touches 1/2 below 2 per side
NEAR/SEI layer_1_alts hurst 0.511 > 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 0.744 > 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 24h volume below $1M (A=$3.1M, B=$0.6M)
ARB/METIS layer_2 24h volume below $1M (A=$3.1M, B=$0.2M)
MATIC/OP layer_2 history 0d < 365d
OP/POL layer_2 adf_pvalue 0.791 > 0.7
... ещё 258 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.