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PairScan Screening — 2026-06-04

PairScan Screening — 2026-06-04

Сгенерировано: 2026-06-04 18:00 UTC. Окно: 540d. Источники: binance×76, yfinance×22, geckoterminal×12, bybit×1. Quote: USDT.

  • Скринилось пар: 333
  • Прошли фильтры: 39 (🟢 bottom: 11, 🔴 top: 11)
  • Монет в работе: 111 / пропущено (нет на бирже): 2 — USTB, MTBILL

Сигналы прямо сейчас

🟢 Bottom zone — вход в покупку A (11 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
DYDX/JTO dexes 0.10 -1.17 95% 0.436 3/3 0.633
RAY/SUSHI dexes 0.06 -1.17 98% 0.379 4/3 0.617
JPM/NVDA stocks_megacap_us -0.13 -1.84 50% 0.358 3/3 0.490
ATOM/ICP interop -0.00 -1.43 65% 0.379 3/2 0.397
COINX/METAX tokenized_stocks_dex -0.07 -2.23 25% 0.345 2/2 0.279
SOL/XRP majors 0.15 -0.91 48% 0.435 2/2 0.219
AMZNX/NVDAX tokenized_stocks_dex 0.03 -1.25 16% 0.321 3/2 0.216
COINX/GLDX tokenized_stocks_dex 0.12 -1.40 25% 0.377 3/2 0.212
METAX/MSFTX tokenized_stocks_dex 0.09 -1.19 18% 0.311 2/2 0.209
COINX/TSLAX tokenized_stocks_dex -0.23 -2.79 30% 0.315 2/2 0.140
COINX/SPYX tokenized_stocks_dex -0.44 -2.86 27% 0.326 2/2 0.117

🔴 Top zone — фиксация (продать A в B) (11 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
AMZN/META stocks_megacap_us 0.97 1.55 36% 0.391 3/4 0.543
AMZN/BRK-B stocks_megacap_us 0.95 1.65 48% 0.485 3/3 0.394
IMX/SAND gaming 0.95 1.55 50% 0.410 2/3 0.309
AAPLX/TSLAX tokenized_stocks_dex 0.98 1.25 16% 0.246 2/2 0.278
AAPL/AMZN stocks_megacap_us 0.86 1.10 37% 0.425 2/2 0.272
RENDER/VIRTUAL ai 0.80 0.63 88% 0.485 2/2 0.255
GC=F/PA=F precious_metals_traditional 1.02 1.67 42% 0.387 2/2 0.153
GOOGLX/MSTRX tokenized_stocks_dex 1.54 3.09 27% 0.387 2/2 0.091
AAPLX/COINX tokenized_stocks_dex 1.33 2.66 38% 0.332 2/2 0.087
AMZNX/MSTRX tokenized_stocks_dex 1.27 2.65 28% 0.450 2/2 0.071
AAPL/BRK-B stocks_megacap_us 1.33 2.39 45% 0.497 2/2 0.047

⚪ Mid zone — наблюдаем (17 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
BONK/FLOKI memes_majors 0.33 -0.62 44% 0.312 4/3 0.590
AAPLX/QQQX tokenized_stocks_dex 0.38 -0.15 7% 0.221 3/3 0.578
BONK/PEPE memes_majors 0.25 -0.77 60% 0.405 3/2 0.349
JUP/SUSHI dexes 0.65 0.66 70% 0.326 2/2 0.342
NVDA/TSLA stocks_megacap_us 0.73 0.69 86% 0.417 2/3 0.339
AAPLX/NVDAX tokenized_stocks_dex 0.70 0.40 14% 0.279 2/3 0.312
NVDAX/QQQX tokenized_stocks_dex 0.26 -0.76 9% 0.281 3/2 0.307
MSFTX/TSLAX tokenized_stocks_dex 0.43 -0.17 18% 0.347 2/3 0.271
MSFTX/SPYX tokenized_stocks_dex 0.31 -0.60 10% 0.306 2/3 0.267
ZS=F/ZW=F agri_traditional 0.66 0.40 21% 0.335 2/3 0.262
FLOKI/PEPE memes_majors 0.41 -0.43 46% 0.432 2/2 0.255
SEI/SUI layer_1_alts 0.41 -0.37 66% 0.404 2/2 0.254
BRK-B/META stocks_megacap_us 0.43 -0.20 43% 0.437 2/3 0.202
BRK-B/MSFT stocks_megacap_us 0.51 0.32 47% 0.520 2/2 0.157
META/MSFT stocks_megacap_us 0.70 0.51 49% 0.411 2/2 0.148
AAPLX/GOOGLX tokenized_stocks_dex 0.70 0.65 23% 0.451 2/3 0.136
AAPLX/GOOGLX cross_asset_btc_techstocks 0.70 0.65 23% 0.451 2/3 0.136

Топ-20 по composite score

# Pair Sector Zone Position Range % Hurst ADF p Touches Slope Score
1 DYDX/JTO dexes 🟢 bottom 0.10 95% 0.436 0.058 3/3 0.092 0.633
2 RAY/SUSHI dexes 🟢 bottom 0.06 98% 0.379 0.030 4/3 0.205 0.617
3 BONK/FLOKI memes_majors ⚪ mid 0.33 44% 0.312 0.002 4/3 0.085 0.590
4 AAPLX/QQQX tokenized_stocks_dex ⚪ mid 0.38 7% 0.221 0.044 3/3 0.026 0.578
5 AMZN/META stocks_megacap_us 🔴 top 0.97 36% 0.391 0.060 3/4 0.020 0.543
6 JPM/NVDA stocks_megacap_us 🟢 bottom -0.13 50% 0.358 0.085 3/3 0.200 0.490
7 ATOM/ICP interop 🟢 bottom -0.00 65% 0.379 0.001 3/2 0.012 0.397
8 AMZN/BRK-B stocks_megacap_us 🔴 top 0.95 48% 0.485 0.326 3/3 0.136 0.394
9 BONK/PEPE memes_majors ⚪ mid 0.25 60% 0.405 0.080 3/2 0.017 0.349
10 JUP/SUSHI dexes ⚪ mid 0.65 70% 0.326 0.057 2/2 0.167 0.342
11 NVDA/TSLA stocks_megacap_us ⚪ mid 0.73 86% 0.417 0.112 2/3 0.129 0.339
12 AAPLX/NVDAX tokenized_stocks_dex ⚪ mid 0.70 14% 0.279 0.008 2/3 0.028 0.312
13 IMX/SAND gaming 🔴 top 0.95 50% 0.410 0.074 2/3 0.031 0.309
14 NVDAX/QQQX tokenized_stocks_dex ⚪ mid 0.26 9% 0.281 0.037 3/2 0.003 0.307
15 COINX/METAX tokenized_stocks_dex 🟢 bottom -0.07 25% 0.345 0.131 2/2 0.020 0.279
16 AAPLX/TSLAX tokenized_stocks_dex 🔴 top 0.98 16% 0.246 0.073 2/2 0.108 0.278
17 AAPL/AMZN stocks_megacap_us 🔴 top 0.86 37% 0.425 0.037 2/2 0.027 0.272
18 MSFTX/TSLAX tokenized_stocks_dex ⚪ mid 0.43 18% 0.347 0.063 2/3 0.024 0.271
19 MSFTX/SPYX tokenized_stocks_dex ⚪ mid 0.31 10% 0.306 0.037 2/3 0.047 0.267
20 ZS=F/ZW=F agri_traditional ⚪ mid 0.66 21% 0.335 0.018 2/3 0.077 0.262

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
DYDX/JTO dexes 2 / 3 +181.7% +171.5% 23.4% 25.3%
RAY/SUSHI dexes 1 / 1 +62.2% +0.6% 34.9% 28.4%
BONK/FLOKI memes_majors 1 / 0 +54.9% +0.0% 14.9% 0.0%
AAPLX/QQQX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
AMZN/META stocks_megacap_us 1 / 1 -6.3% +23.2% 20.1% 3.0%
JPM/NVDA stocks_megacap_us 0 / 1 +0.0% -12.9% 0.0% 26.0%
ATOM/ICP interop 2 / 2 +155.0% +82.7% 23.5% 31.8%
AMZN/BRK-B stocks_megacap_us 1 / 0 -9.8% +0.0% 18.1% 0.0%
BONK/PEPE memes_majors 1 / 2 +45.4% +69.8% 7.6% 31.7%
JUP/SUSHI dexes 1 / 1 +14.6% +55.5% 23.6% 32.0%
NVDA/TSLA stocks_megacap_us 1 / 0 +5.5% +0.0% 10.5% 0.0%
AAPLX/NVDAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
IMX/SAND gaming 1 / 1 +3.0% +38.9% 6.9% 49.5%
NVDAX/QQQX 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%
AAPLX/TSLAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
AAPL/AMZN stocks_megacap_us 1 / 0 +6.7% +0.0% 18.0% 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%
ZS=F/ZW=F agri_traditional 1 / 1 +15.5% +8.8% 7.7% 7.8%
FLOKI/PEPE memes_majors 0 / 1 +0.0% +16.9% 0.0% 36.9%
RENDER/VIRTUAL ai 0 / 0 +0.0% +0.0% 0.0% 0.0%
SEI/SUI layer_1_alts 0 / 1 +0.0% +25.5% 0.0% 49.6%
SOL/XRP majors 0 / 1 +0.0% -14.2% 0.0% 29.4%
AMZNX/NVDAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
COINX/GLDX 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%
BRK-B/META stocks_megacap_us 1 / 1 +25.7% +9.7% 2.7% 6.7%
BRK-B/MSFT stocks_megacap_us 1 / 0 +13.6% +0.0% 10.3% 0.0%
GC=F/PA=F precious_metals_traditional 1 / 0 -8.5% +0.0% 12.2% 0.0%
META/MSFT stocks_megacap_us 1 / 0 +9.8% +0.0% 13.2% 0.0%
COINX/TSLAX 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%
COINX/SPYX 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%
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%
AAPL/BRK-B stocks_megacap_us 1 / 0 -20.0% +0.0% 23.6% 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 (294)

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

Pair Sector Reason
BTC/ETH majors hurst 0.592 > 0.5
BNB/BTC majors hurst 0.518 > 0.5
BTC/SOL majors touches 1/1 below 2 per side
BTC/XRP majors
BNB/ETH majors hurst 0.563 > 0.5
ETH/SOL majors adf_pvalue 0.748 > 0.7
ETH/XRP majors hurst 0.522 > 0.5
BNB/SOL majors touches 1/1 below 2 per side
BNB/XRP majors adf_pvalue 0.825 > 0.7
AVAX/SOL layer_1_alts touches 1/1 below 2 per side
NEAR/SOL layer_1_alts touches 1/2 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
AVAX/NEAR layer_1_alts adf_pvalue 0.998 > 0.7
APT/AVAX layer_1_alts adf_pvalue 0.862 > 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 0.999 > 0.7
NEAR/SUI layer_1_alts adf_pvalue 0.990 > 0.7
NEAR/SEI layer_1_alts adf_pvalue 0.996 > 0.7
APT/SUI layer_1_alts touches 1/1 below 2 per side
APT/SEI layer_1_alts touches 1/1 below 2 per side
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 0.509 > 0.5
ARB/MANTA layer_2 hurst 0.509 > 0.5
ARB/METIS layer_2 24h volume below $1M (A=$10.3M, B=$0.5M)
MATIC/OP layer_2 history 0d < 365d
... ещё 264 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.