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PairScan Screening — 2026-06-06

PairScan Screening — 2026-06-06

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

  • Скринилось пар: 333
  • Прошли фильтры: 39 (🟢 bottom: 9, 🔴 top: 12)
  • Монет в работе: 111 / пропущено (нет на бирже): 2 — USTB, MTBILL

Сигналы прямо сейчас

🟢 Bottom zone — вход в покупку A (9 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
DYDX/JTO dexes 0.07 -1.28 95% 0.434 3/3 0.580
JPM/NVDA stocks_megacap_us 0.06 -1.23 50% 0.356 3/3 0.485
FET/WLD ai 0.02 -1.50 126% 0.455 2/2 0.328
NVDAX/QQQX tokenized_stocks_dex 0.01 -1.53 9% 0.306 3/2 0.275
COINX/METAX tokenized_stocks_dex -0.22 -2.65 25% 0.345 2/2 0.243
COINX/GLDX tokenized_stocks_dex -0.07 -2.01 25% 0.373 2/2 0.233
METAX/MSFTX tokenized_stocks_dex 0.06 -1.31 18% 0.302 2/2 0.208
SOL/XRP majors 0.08 -1.16 47% 0.433 2/2 0.205
COINX/SPYX tokenized_stocks_dex -0.50 -3.25 30% 0.327 2/2 0.082

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

Pair Sector Position Z-score Range % Hurst Touches Score
AAPLX/QQQX tokenized_stocks_dex 0.94 1.36 7% 0.213 3/3 0.553
AMZN/META stocks_megacap_us 1.06 1.82 36% 0.391 3/4 0.510
AMZN/BRK-B stocks_megacap_us 0.81 1.13 48% 0.483 3/3 0.392
AAPLX/NVDAX tokenized_stocks_dex 1.15 1.81 14% 0.285 2/2 0.309
JUP/SUSHI dexes 0.85 1.33 70% 0.324 2/2 0.308
IMX/SAND gaming 0.96 1.54 49% 0.411 2/3 0.279
AAPLX/TSLAX tokenized_stocks_dex 1.33 2.27 16% 0.248 2/2 0.259
AAPL/AMZN stocks_megacap_us 0.92 1.29 37% 0.424 2/2 0.255
RENDER/VIRTUAL ai 0.83 0.68 88% 0.486 2/2 0.223
GC=F/PA=F precious_metals_traditional 1.10 1.93 42% 0.387 2/2 0.141
AMZN/MSFT stocks_megacap_us 0.90 1.80 47% 0.418 2/2 0.091
AAPL/BRK-B stocks_megacap_us 1.23 2.07 45% 0.497 2/2 0.037

⚪ Mid zone — наблюдаем (18 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
BONK/FLOKI memes_majors 0.22 -1.03 44% 0.311 4/3 0.575
RAY/SUSHI dexes 0.23 -0.52 96% 0.376 4/3 0.565
AR/FIL depin 0.64 0.47 63% 0.372 3/3 0.456
ATOM/ICP interop 0.38 -0.34 65% 0.377 3/2 0.356
BONK/PEPE memes_majors 0.22 -0.86 60% 0.405 3/2 0.319
NVDA/TSLA stocks_megacap_us 0.73 0.70 86% 0.417 2/3 0.298
MSFTX/SPYX tokenized_stocks_dex 0.26 -0.76 10% 0.305 2/3 0.273
ZS=F/ZW=F agri_traditional 0.57 0.08 21% 0.335 2/3 0.258
MSFTX/TSLAX tokenized_stocks_dex 0.64 0.56 18% 0.360 2/2 0.257
SEI/SUI layer_1_alts 0.27 -0.81 65% 0.398 2/2 0.238
FLOKI/PEPE memes_majors 0.48 -0.20 46% 0.432 2/2 0.236
AMZNX/NVDAX tokenized_stocks_dex 0.31 -0.32 16% 0.324 3/2 0.235
SPYX/TSLAX tokenized_stocks_dex 0.80 1.20 15% 0.377 2/2 0.203
BRK-B/META stocks_megacap_us 0.67 0.55 43% 0.436 2/3 0.192
BRK-B/MSFT stocks_megacap_us 0.64 0.77 47% 0.517 2/2 0.146
AAPLX/GOOGLX tokenized_stocks_dex 0.74 0.79 23% 0.452 2/3 0.140
AAPLX/GOOGLX cross_asset_btc_techstocks 0.74 0.79 23% 0.452 2/3 0.140
META/MSFT stocks_megacap_us 0.62 0.22 49% 0.410 2/2 0.135

Топ-20 по composite score

# Pair Sector Zone Position Range % Hurst ADF p Touches Slope Score
1 DYDX/JTO dexes 🟢 bottom 0.07 95% 0.434 0.059 3/3 0.097 0.580
2 BONK/FLOKI memes_majors ⚪ mid 0.22 44% 0.311 0.001 4/3 0.078 0.575
3 RAY/SUSHI dexes ⚪ mid 0.23 96% 0.376 0.028 4/3 0.214 0.565
4 AAPLX/QQQX tokenized_stocks_dex 🔴 top 0.94 7% 0.213 0.208 3/3 0.021 0.553
5 AMZN/META stocks_megacap_us 🔴 top 1.06 36% 0.391 0.148 3/4 0.018 0.510
6 JPM/NVDA stocks_megacap_us 🟢 bottom 0.06 50% 0.356 0.044 3/3 0.199 0.485
7 AR/FIL depin ⚪ mid 0.64 63% 0.372 0.030 3/3 0.292 0.456
8 AMZN/BRK-B stocks_megacap_us 🔴 top 0.81 48% 0.483 0.247 3/3 0.137 0.392
9 ATOM/ICP interop ⚪ mid 0.38 65% 0.377 0.021 3/2 0.015 0.356
10 FET/WLD ai 🟢 bottom 0.02 126% 0.455 0.226 2/2 0.139 0.328
11 BONK/PEPE memes_majors ⚪ mid 0.22 60% 0.405 0.078 3/2 0.011 0.319
12 AAPLX/NVDAX tokenized_stocks_dex 🔴 top 1.15 14% 0.285 0.021 2/2 0.016 0.309
13 JUP/SUSHI dexes 🔴 top 0.85 70% 0.324 0.092 2/2 0.165 0.308
14 NVDA/TSLA stocks_megacap_us ⚪ mid 0.73 86% 0.417 0.109 2/3 0.126 0.298
15 IMX/SAND gaming 🔴 top 0.96 49% 0.411 0.062 2/3 0.040 0.279
16 NVDAX/QQQX tokenized_stocks_dex 🟢 bottom 0.01 9% 0.306 0.092 3/2 0.008 0.275
17 MSFTX/SPYX tokenized_stocks_dex ⚪ mid 0.26 10% 0.305 0.030 2/3 0.039 0.273
18 AAPLX/TSLAX tokenized_stocks_dex 🔴 top 1.33 16% 0.248 0.165 2/2 0.112 0.259
19 ZS=F/ZW=F agri_traditional ⚪ mid 0.57 21% 0.335 0.015 2/3 0.078 0.258
20 MSFTX/TSLAX tokenized_stocks_dex ⚪ mid 0.64 18% 0.360 0.079 2/2 0.018 0.257

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% +181.7% 23.4% 25.9%
BONK/FLOKI memes_majors 1 / 0 +61.4% +0.0% 14.9% 0.0%
RAY/SUSHI dexes 1 / 1 +62.2% +14.0% 34.9% 28.1%
AAPLX/QQQX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
AMZN/META stocks_megacap_us 1 / 1 -8.8% +20.2% 20.1% 3.0%
JPM/NVDA stocks_megacap_us 0 / 1 +0.0% -8.5% 0.0% 26.0%
AR/FIL depin 0 / 1 +0.0% +19.9% 0.0% 48.9%
AMZN/BRK-B stocks_megacap_us 1 / 0 -4.6% +0.0% 18.1% 0.0%
ATOM/ICP interop 2 / 2 +155.0% +121.1% 23.5% 31.8%
FET/WLD ai 2 / 2 +191.4% +58.2% 29.4% 41.2%
BONK/PEPE memes_majors 1 / 2 +45.4% +71.7% 7.6% 31.7%
AAPLX/NVDAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
JUP/SUSHI dexes 1 / 1 +2.9% +55.5% 23.6% 32.0%
NVDA/TSLA stocks_megacap_us 1 / 0 +5.3% +0.0% 10.5% 0.0%
IMX/SAND gaming 1 / 1 +3.1% +40.8% 6.9% 49.5%
NVDAX/QQQX 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/TSLAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
ZS=F/ZW=F agri_traditional 1 / 1 +14.0% +6.8% 7.7% 7.8%
MSFTX/TSLAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
AAPL/AMZN stocks_megacap_us 1 / 0 +4.8% +0.0% 18.5% 0.0%
COINX/METAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
SEI/SUI layer_1_alts 0 / 1 +0.0% +14.2% 0.0% 49.6%
FLOKI/PEPE memes_majors 0 / 1 +0.0% +19.2% 0.0% 36.9%
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%
RENDER/VIRTUAL ai 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%
SOL/XRP majors 0 / 1 +0.0% -18.4% 0.0% 29.0%
SPYX/TSLAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
BRK-B/META stocks_megacap_us 1 / 1 +25.7% +19.2% 2.7% 6.7%
BRK-B/MSFT stocks_megacap_us 1 / 0 +8.1% +0.0% 12.8% 0.0%
GC=F/PA=F precious_metals_traditional 1 / 0 -11.2% +0.0% 14.7% 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%
META/MSFT stocks_megacap_us 1 / 0 +13.0% +0.0% 13.2% 0.0%
AMZN/MSFT stocks_megacap_us 1 / 0 -14.3% +0.0% 24.0% 0.0%
COINX/SPYX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
AAPL/BRK-B stocks_megacap_us 1 / 0 -16.9% +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 0.589 > 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 0.561 > 0.5
ETH/SOL majors adf_pvalue 0.743 > 0.7
ETH/XRP majors hurst 0.517 > 0.5
BNB/SOL majors adf_pvalue 0.769 > 0.7
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 0.987 > 0.7
APT/AVAX layer_1_alts adf_pvalue 0.850 > 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 0.998 > 0.7
NEAR/SUI layer_1_alts adf_pvalue 0.944 > 0.7
NEAR/SEI layer_1_alts adf_pvalue 0.989 > 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 0.507 > 0.5
ARB/METIS layer_2 24h volume below $1M (A=$11.6M, B=$0.8M)
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.