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PairScan Screening — 2026-05-21

PairScan Screening — 2026-05-21

Сгенерировано: 2026-05-21 18:00 UTC. Окно: 540d. Источники: binance×76, yfinance×22, geckoterminal×12, bybit×1. Quote: USDT.

  • Скринилось пар: 333
  • Прошли фильтры: 43 (🟢 bottom: 7, 🔴 top: 8)
  • 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 -1.01 96% 0.442 3/3 0.478
AVAX/NEAR layer_1_alts -0.41 -2.89 56% 0.419 3/2 0.264
BTC/NVDAX cross_asset_btc_techstocks 0.07 -1.66 16% 0.288 3/2 0.245
JPM/NVDA stocks_megacap_us -0.31 -2.15 45% 0.364 2/2 0.211
METAX/MSFTX tokenized_stocks_dex -0.09 -1.82 16% 0.356 2/2 0.172
COINX/QQQX tokenized_stocks_dex 0.02 -1.44 26% 0.352 3/2 0.162
METAX/SPYX tokenized_stocks_dex -0.11 -1.86 17% 0.540 2/2 -0.044

🔴 Top zone — фиксация (продать A в B) (8 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
AMZN/META stocks_megacap_us 1.36 2.56 33% 0.387 3/4 0.359
AMZN/BRK-B stocks_megacap_us 1.19 2.24 43% 0.483 3/4 0.232
COINX/METAX tokenized_stocks_dex 0.83 0.86 26% 0.358 2/2 0.216
AAPLX/COINX tokenized_stocks_dex 1.00 1.31 26% 0.398 2/3 0.193
GC=F/PA=F precious_metals_traditional 0.95 1.46 44% 0.384 2/2 0.157
COINX/GLDX tokenized_stocks_dex 0.87 0.88 32% 0.370 2/2 0.140
AAPLX/MSFTX tokenized_stocks_dex 1.08 1.71 15% 0.397 2/3 0.110
AAPL/BRK-B stocks_megacap_us 1.33 2.30 42% 0.496 2/2 0.025

⚪ Mid zone — наблюдаем (28 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
COINX/MSFTX tokenized_stocks_dex 0.36 -0.37 20% 0.233 5/4 0.589
BONK/PEPE memes_majors 0.34 -0.52 60% 0.392 3/3 0.458
BONK/FLOKI memes_majors 0.56 0.16 45% 0.308 4/3 0.417
COINX/SPYX tokenized_stocks_dex 0.25 -0.70 23% 0.366 3/3 0.375
ATOM/ICP interop 0.55 0.16 65% 0.383 3/2 0.363
NVDAX/QQQX tokenized_stocks_dex 0.62 0.43 8% 0.177 2/3 0.330
GC=F/SI=F cross_asset_btc_gold_traditional 0.71 0.01 30% 0.288 3/2 0.300
NVDA/TSLA stocks_megacap_us 0.73 0.68 86% 0.419 2/3 0.297
BONK/SHIB memes_majors 0.20 -0.68 115% 0.497 2/2 0.254
AAPL/AMZN stocks_megacap_us 0.62 0.31 37% 0.432 2/2 0.253
FLOKI/PEPE memes_majors 0.30 -0.79 47% 0.422 2/2 0.253
ZS=F/ZW=F agri_traditional 0.27 -0.86 21% 0.346 2/3 0.251
AAPLX/NVDAX tokenized_stocks_dex 0.48 -0.22 15% 0.256 2/2 0.246
AAPLX/QQQX tokenized_stocks_dex 0.48 0.05 8% 0.275 2/2 0.233
GOOGLX/MSTRX tokenized_stocks_dex 0.76 0.74 24% 0.381 2/2 0.232
COINX/TSLAX tokenized_stocks_dex 0.26 -0.82 23% 0.389 3/2 0.229
RENDER/VIRTUAL ai 0.56 0.14 92% 0.486 2/2 0.227
MSFTX/TSLAX tokenized_stocks_dex 0.23 -0.70 18% 0.372 3/2 0.224
SOL/XRP majors 0.26 -0.50 56% 0.401 2/2 0.222
MSFTX/SPYX tokenized_stocks_dex 0.26 -0.81 10% 0.366 3/2 0.217
AMZNX/MSTRX tokenized_stocks_dex 0.48 0.31 25% 0.419 3/2 0.202
BRK-B/META stocks_megacap_us 0.54 0.13 43% 0.437 2/3 0.194
BRK-B/MSFT stocks_megacap_us 0.57 0.57 47% 0.529 2/2 0.137
DOGE/SHIB memes_majors 0.77 0.95 47% 0.470 2/2 0.118
META/MSFT stocks_megacap_us 0.67 0.43 49% 0.420 2/2 0.116
AAPLX/GOOGLX tokenized_stocks_dex 0.35 -0.59 23% 0.387 2/2 0.030
AAPLX/GOOGLX cross_asset_btc_techstocks 0.35 -0.59 23% 0.387 2/2 0.030
AAPLX/MSTRX tokenized_stocks_dex 0.55 0.08 35% 0.502 2/2 0.030

Топ-20 по composite score

# Pair Sector Zone Position Range % Hurst ADF p Touches Slope Score
1 COINX/MSFTX tokenized_stocks_dex ⚪ mid 0.36 20% 0.233 0.013 5/4 0.022 0.589
2 DYDX/JTO dexes 🟢 bottom 0.16 96% 0.442 0.142 3/3 0.054 0.478
3 BONK/PEPE memes_majors ⚪ mid 0.34 60% 0.392 0.052 3/3 0.025 0.458
4 BONK/FLOKI memes_majors ⚪ mid 0.56 45% 0.308 0.078 4/3 0.107 0.417
5 COINX/SPYX tokenized_stocks_dex ⚪ mid 0.25 23% 0.366 0.097 3/3 0.025 0.375
6 ATOM/ICP interop ⚪ mid 0.55 65% 0.383 0.030 3/2 0.011 0.363
7 AMZN/META stocks_megacap_us 🔴 top 1.36 33% 0.387 0.169 3/4 0.045 0.359
8 NVDAX/QQQX tokenized_stocks_dex ⚪ mid 0.62 8% 0.177 0.034 2/3 0.031 0.330
9 GC=F/SI=F cross_asset_btc_gold_traditional ⚪ mid 0.71 30% 0.288 0.005 3/2 0.080 0.300
10 NVDA/TSLA stocks_megacap_us ⚪ mid 0.73 86% 0.419 0.113 2/3 0.147 0.297
11 AVAX/NEAR layer_1_alts 🟢 bottom -0.41 56% 0.419 0.264 3/2 0.014 0.264
12 BONK/SHIB memes_majors ⚪ mid 0.20 115% 0.497 0.285 2/2 0.194 0.254
13 AAPL/AMZN stocks_megacap_us ⚪ mid 0.62 37% 0.432 0.042 2/2 0.037 0.253
14 FLOKI/PEPE memes_majors ⚪ mid 0.30 47% 0.422 0.058 2/2 0.082 0.253
15 ZS=F/ZW=F agri_traditional ⚪ mid 0.27 21% 0.346 0.022 2/3 0.068 0.251
16 AAPLX/NVDAX tokenized_stocks_dex ⚪ mid 0.48 15% 0.256 0.142 2/2 0.086 0.246
17 BTC/NVDAX cross_asset_btc_techstocks 🟢 bottom 0.07 16% 0.288 0.213 3/2 0.035 0.245
18 AAPLX/QQQX tokenized_stocks_dex ⚪ mid 0.48 8% 0.275 0.169 2/2 0.055 0.233
19 AMZN/BRK-B stocks_megacap_us 🔴 top 1.19 43% 0.483 0.414 3/4 0.116 0.232
20 GOOGLX/MSTRX tokenized_stocks_dex ⚪ mid 0.76 24% 0.381 0.086 2/2 0.051 0.232

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 +181.7% +139.0% 23.4% 35.8%
BONK/PEPE memes_majors 1 / 2 +45.4% +81.8% 7.6% 31.7%
BONK/FLOKI memes_majors 1 / 0 +43.0% +0.0% 14.9% 0.0%
COINX/SPYX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
ATOM/ICP interop 2 / 2 +180.8% +140.9% 31.2% 31.8%
AMZN/META stocks_megacap_us 1 / 1 -14.3% +19.0% 20.1% 4.1%
NVDAX/QQQX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
GC=F/SI=F cross_asset_btc_gold_traditional 0 / 1 +0.0% +24.4% 0.0% 20.5%
NVDA/TSLA stocks_megacap_us 1 / 0 +5.7% +0.0% 9.7% 0.0%
AVAX/NEAR layer_1_alts 1 / 1 +27.8% -19.8% 37.4% 24.9%
BONK/SHIB memes_majors 1 / 1 +41.7% -0.4% 43.2% 28.7%
AAPL/AMZN stocks_megacap_us 1 / 0 +9.0% +0.0% 11.7% 0.0%
FLOKI/PEPE memes_majors 0 / 1 +0.0% +14.4% 0.0% 36.9%
ZS=F/ZW=F agri_traditional 1 / 1 +14.5% +1.2% 7.7% 7.8%
AAPLX/NVDAX 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%
AMZN/BRK-B stocks_megacap_us 1 / 0 -9.8% +0.0% 32.1% 0.0%
GOOGLX/MSTRX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
COINX/TSLAX 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%
MSFTX/TSLAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
SOL/XRP majors 0 / 1 +0.0% -16.9% 0.0% 33.8%
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% -14.0% 0.0% 30.2%
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% +52.8% 2.7% 7.3%
AAPLX/COINX 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%
COINX/QQQX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
GC=F/PA=F precious_metals_traditional 1 / 0 -6.1% +0.0% 9.9% 0.0%
COINX/GLDX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
BRK-B/MSFT stocks_megacap_us 1 / 0 +11.7% +0.0% 10.3% 0.0%
DOGE/SHIB memes_majors 1 / 0 -12.6% +0.0% 32.6% 0.0%
META/MSFT stocks_megacap_us 1 / 0 +17.0% +0.0% 13.2% 0.0%
AAPLX/MSFTX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 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%
AAPL/BRK-B stocks_megacap_us 1 / 0 -15.0% +0.0% 19.8% 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 (290)

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
BTC/XRP majors
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 touches 1/1 below 2 per side
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 0.791 > 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 0.984 > 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 touches 1/1 below 2 per side
ARB/MATIC layer_2 history 0d < 365d
ARB/POL layer_2 touches 1/1 below 2 per side
ARB/STRK layer_2 hurst 0.507 > 0.5
ARB/MANTA layer_2 24h volume below $1M (A=$6.7M, B=$0.4M)
ARB/METIS layer_2 24h volume below $1M (A=$6.7M, B=$0.2M)
MATIC/OP layer_2 history 0d < 365d
... ещё 260 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.