PairScan Screening — 2026-06-08
Сгенерировано: 2026-06-08 00:00 UTC. Окно: 540d. Источники: binance×76, yfinance×22, geckoterminal×12, bybit×1. Quote: USDT.
- Скринилось пар: 316
- Прошли фильтры: 34 (🟢 bottom: 9, 🔴 top: 8)
- 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 |
-0.14 |
-1.96 |
96% |
0.430 |
3/3 |
0.576 |
| BONK/FLOKI |
memes_majors |
0.15 |
-1.27 |
44% |
0.313 |
4/3 |
0.572 |
| JPM/NVDA |
stocks_megacap_us |
0.06 |
-1.23 |
50% |
0.356 |
3/3 |
0.478 |
| SOL/XRP |
majors |
0.06 |
-1.22 |
47% |
0.431 |
3/3 |
0.451 |
| NVDAX/QQQX |
tokenized_stocks_dex |
0.13 |
-1.12 |
9% |
0.311 |
3/2 |
0.263 |
| AMZNX/NVDAX |
tokenized_stocks_dex |
0.20 |
-0.72 |
16% |
0.329 |
3/2 |
0.232 |
| COINX/METAX |
tokenized_stocks_dex |
0.01 |
-1.84 |
26% |
0.350 |
2/2 |
0.227 |
| METAX/MSFTX |
tokenized_stocks_dex |
0.04 |
-1.36 |
19% |
0.309 |
2/2 |
0.184 |
| COINX/SPYX |
tokenized_stocks_dex |
-0.05 |
-2.34 |
40% |
0.335 |
2/2 |
0.075 |
🔴 Top zone — фиксация (продать A в B) (8 пар)
| Pair |
Sector |
Position |
Z-score |
Range % |
Hurst |
Touches |
Score |
| AMZN/META |
stocks_megacap_us |
1.06 |
1.82 |
36% |
0.391 |
3/4 |
0.499 |
| AMZN/BRK-B |
stocks_megacap_us |
0.81 |
1.13 |
48% |
0.483 |
3/3 |
0.378 |
| AAPLX/NVDAX |
tokenized_stocks_dex |
0.99 |
1.35 |
15% |
0.292 |
2/2 |
0.307 |
| AAPLX/TSLAX |
tokenized_stocks_dex |
1.17 |
1.87 |
17% |
0.252 |
2/2 |
0.280 |
| AAPL/AMZN |
stocks_megacap_us |
0.92 |
1.29 |
37% |
0.424 |
2/2 |
0.249 |
| GC=F/PA=F |
precious_metals_traditional |
1.09 |
1.90 |
42% |
0.387 |
2/2 |
0.130 |
| AMZN/MSFT |
stocks_megacap_us |
0.90 |
1.80 |
47% |
0.418 |
2/2 |
0.069 |
| AAPL/BRK-B |
stocks_megacap_us |
1.23 |
2.07 |
45% |
0.497 |
2/2 |
0.008 |
⚪ Mid zone — наблюдаем (17 пар)
| Pair |
Sector |
Position |
Z-score |
Range % |
Hurst |
Touches |
Score |
| AR/FIL |
depin |
0.58 |
0.22 |
61% |
0.374 |
3/3 |
0.449 |
| ATOM/ICP |
interop |
0.38 |
-0.34 |
65% |
0.376 |
3/2 |
0.352 |
| BONK/PEPE |
memes_majors |
0.21 |
-0.90 |
60% |
0.405 |
3/2 |
0.313 |
| FET/WLD |
ai |
0.22 |
-0.91 |
126% |
0.455 |
2/2 |
0.310 |
| NVDA/TSLA |
stocks_megacap_us |
0.73 |
0.70 |
86% |
0.417 |
2/3 |
0.289 |
| AAPLX/QQQX |
tokenized_stocks_dex |
0.80 |
0.95 |
7% |
0.209 |
2/2 |
0.284 |
| MSFTX/SPYX |
tokenized_stocks_dex |
0.28 |
-0.67 |
10% |
0.302 |
2/3 |
0.266 |
| ZS=F/ZW=F |
agri_traditional |
0.56 |
0.08 |
21% |
0.335 |
2/3 |
0.252 |
| MSFTX/TSLAX |
tokenized_stocks_dex |
0.60 |
0.40 |
18% |
0.365 |
2/2 |
0.246 |
| SEI/SUI |
layer_1_alts |
0.22 |
-0.97 |
65% |
0.397 |
2/2 |
0.234 |
| FLOKI/PEPE |
memes_majors |
0.52 |
-0.06 |
46% |
0.433 |
2/2 |
0.229 |
| RENDER/VIRTUAL |
ai |
0.77 |
0.55 |
88% |
0.486 |
2/2 |
0.222 |
| BRK-B/META |
stocks_megacap_us |
0.67 |
0.55 |
43% |
0.436 |
2/3 |
0.186 |
| BRK-B/MSFT |
stocks_megacap_us |
0.64 |
0.77 |
47% |
0.517 |
2/2 |
0.134 |
| AAPLX/GOOGLX |
tokenized_stocks_dex |
0.68 |
0.60 |
23% |
0.457 |
2/2 |
0.130 |
| AAPLX/GOOGLX |
cross_asset_btc_techstocks |
0.68 |
0.60 |
23% |
0.457 |
2/2 |
0.130 |
| META/MSFT |
stocks_megacap_us |
0.62 |
0.22 |
49% |
0.410 |
2/2 |
0.121 |
Топ-20 по composite score
| # |
Pair |
Sector |
Zone |
Position |
Range % |
Hurst |
ADF p |
Touches |
Slope |
Score |
| 1 |
DYDX/JTO |
dexes |
🟢 bottom |
-0.14 |
96% |
0.430 |
0.067 |
3/3 |
0.099 |
0.576 |
| 2 |
BONK/FLOKI |
memes_majors |
🟢 bottom |
0.15 |
44% |
0.313 |
0.004 |
4/3 |
0.068 |
0.572 |
| 3 |
AMZN/META |
stocks_megacap_us |
🔴 top |
1.06 |
36% |
0.391 |
0.148 |
3/4 |
0.018 |
0.499 |
| 4 |
JPM/NVDA |
stocks_megacap_us |
🟢 bottom |
0.06 |
50% |
0.356 |
0.044 |
3/3 |
0.199 |
0.478 |
| 5 |
SOL/XRP |
majors |
🟢 bottom |
0.06 |
47% |
0.431 |
0.024 |
3/3 |
0.157 |
0.451 |
| 6 |
AR/FIL |
depin |
⚪ mid |
0.58 |
61% |
0.374 |
0.031 |
3/3 |
0.286 |
0.449 |
| 7 |
AMZN/BRK-B |
stocks_megacap_us |
🔴 top |
0.81 |
48% |
0.483 |
0.247 |
3/3 |
0.137 |
0.378 |
| 8 |
ATOM/ICP |
interop |
⚪ mid |
0.38 |
65% |
0.376 |
0.001 |
3/2 |
0.019 |
0.352 |
| 9 |
BONK/PEPE |
memes_majors |
⚪ mid |
0.21 |
60% |
0.405 |
0.080 |
3/2 |
0.005 |
0.313 |
| 10 |
FET/WLD |
ai |
⚪ mid |
0.22 |
126% |
0.455 |
0.243 |
2/2 |
0.141 |
0.310 |
| 11 |
AAPLX/NVDAX |
tokenized_stocks_dex |
🔴 top |
0.99 |
15% |
0.292 |
0.022 |
2/2 |
0.000 |
0.307 |
| 12 |
NVDA/TSLA |
stocks_megacap_us |
⚪ mid |
0.73 |
86% |
0.417 |
0.109 |
2/3 |
0.126 |
0.289 |
| 13 |
AAPLX/QQQX |
tokenized_stocks_dex |
⚪ mid |
0.80 |
7% |
0.209 |
0.252 |
2/2 |
0.015 |
0.284 |
| 14 |
AAPLX/TSLAX |
tokenized_stocks_dex |
🔴 top |
1.17 |
17% |
0.252 |
0.001 |
2/2 |
0.121 |
0.280 |
| 15 |
MSFTX/SPYX |
tokenized_stocks_dex |
⚪ mid |
0.28 |
10% |
0.302 |
0.044 |
2/3 |
0.036 |
0.266 |
| 16 |
NVDAX/QQQX |
tokenized_stocks_dex |
🟢 bottom |
0.13 |
9% |
0.311 |
0.081 |
3/2 |
0.011 |
0.263 |
| 17 |
ZS=F/ZW=F |
agri_traditional |
⚪ mid |
0.56 |
21% |
0.335 |
0.015 |
2/3 |
0.078 |
0.252 |
| 18 |
AAPL/AMZN |
stocks_megacap_us |
🔴 top |
0.92 |
37% |
0.424 |
0.041 |
2/2 |
0.026 |
0.249 |
| 19 |
MSFTX/TSLAX |
tokenized_stocks_dex |
⚪ mid |
0.60 |
18% |
0.365 |
0.081 |
2/2 |
0.015 |
0.246 |
| 20 |
SEI/SUI |
layer_1_alts |
⚪ mid |
0.22 |
65% |
0.397 |
0.018 |
2/2 |
0.211 |
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 |
| DYDX/JTO |
dexes |
2 / 3 |
+181.7% |
+157.9% |
23.4% |
35.9% |
| BONK/FLOKI |
memes_majors |
1 / 1 |
+62.9% |
-1.5% |
14.9% |
1.5% |
| AMZN/META |
stocks_megacap_us |
1 / 1 |
-8.8% |
+19.1% |
20.1% |
3.0% |
| JPM/NVDA |
stocks_megacap_us |
0 / 1 |
+0.0% |
-7.3% |
0.0% |
26.0% |
| SOL/XRP |
majors |
0 / 1 |
+0.0% |
-17.0% |
0.0% |
29.7% |
| AR/FIL |
depin |
0 / 1 |
+0.0% |
+15.3% |
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% |
+121.2% |
23.5% |
31.8% |
| BONK/PEPE |
memes_majors |
1 / 2 |
+45.4% |
+71.3% |
7.6% |
31.7% |
| FET/WLD |
ai |
2 / 2 |
+183.6% |
+85.9% |
29.4% |
41.2% |
| AAPLX/NVDAX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| NVDA/TSLA |
stocks_megacap_us |
1 / 0 |
+5.3% |
+0.0% |
10.5% |
0.0% |
| AAPLX/QQQX |
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% |
| MSFTX/SPYX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| NVDAX/QQQX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| ZS=F/ZW=F |
agri_traditional |
1 / 1 |
+14.4% |
+6.8% |
7.7% |
7.8% |
| AAPL/AMZN |
stocks_megacap_us |
1 / 0 |
+1.6% |
+0.0% |
18.5% |
0.0% |
| MSFTX/TSLAX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| SEI/SUI |
layer_1_alts |
0 / 1 |
+0.0% |
+11.5% |
0.0% |
49.6% |
| AMZNX/NVDAX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| FLOKI/PEPE |
memes_majors |
0 / 1 |
+0.0% |
+23.4% |
0.0% |
36.9% |
| COINX/METAX |
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% |
| BRK-B/META |
stocks_megacap_us |
1 / 1 |
+25.7% |
+19.2% |
2.7% |
6.7% |
| METAX/MSFTX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| BRK-B/MSFT |
stocks_megacap_us |
1 / 0 |
+6.2% |
+0.0% |
12.8% |
0.0% |
| GC=F/PA=F |
precious_metals_traditional |
1 / 0 |
-10.9% |
+0.0% |
14.5% |
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 |
+13.5% |
+0.0% |
13.2% |
0.0% |
| COINX/SPYX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| AMZN/MSFT |
stocks_megacap_us |
1 / 0 |
-13.1% |
+0.0% |
23.0% |
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, XRPyfinance (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=Fgeckoterminal (12): AAPLX, AMZNX, COINX, GLDX, GOOGLX, METAX, MSFTX, MSTRX, NVDAX, QQQX, SPYX, TSLAXbybit (1): USDY
Отброшенные пары (299)
Первые причины срабатывания фильтров (сначала проваливается одно условие и пара уже в этой колонке):
| Pair |
Sector |
Reason |
| AAPLX/MSTRX |
tokenized_stocks_dex |
peg drift +3.96% on MSTRX vs MSTR (3d-median 1.52%, max 3.0%) |
| MSFTX/MSTRX |
tokenized_stocks_dex |
peg drift +3.96% on MSTRX vs MSTR (3d-median 1.52%, max 3.0%) |
| GOOGLX/MSTRX |
tokenized_stocks_dex |
peg drift +3.96% on MSTRX vs MSTR (3d-median 1.52%, max 3.0%) |
| MSTRX/NVDAX |
tokenized_stocks_dex |
peg drift +3.96% on MSTRX vs MSTR (3d-median 1.61%, max 3.0%) |
| AMZNX/MSTRX |
tokenized_stocks_dex |
peg drift +3.96% on MSTRX vs MSTR (3d-median 1.70%, max 3.0%) |
| METAX/MSTRX |
tokenized_stocks_dex |
peg drift +3.96% on MSTRX vs MSTR (3d-median 1.78%, max 3.0%) |
| COINX/QQQX |
tokenized_stocks_dex |
peg drift +3.38% on COINX vs COIN (3d-median 1.57%, max 3.0%) |
| COINX/GLDX |
tokenized_stocks_dex |
peg drift +3.38% on COINX vs COIN (3d-median 1.57%, max 3.0%) |
| COINX/MSTRX |
tokenized_stocks_dex |
peg drift +3.38% on COINX vs COIN (3d-median 1.57%, max 3.0%) |
| COINX/TSLAX |
tokenized_stocks_dex |
peg drift +3.38% on COINX vs COIN (3d-median 1.57%, max 3.0%) |
| MSTRX/SPYX |
tokenized_stocks_dex |
peg drift +3.96% on MSTRX vs MSTR (3d-median 1.86%, max 3.0%) |
| MSTRX/QQQX |
tokenized_stocks_dex |
peg drift +3.96% on MSTRX vs MSTR (3d-median 1.86%, max 3.0%) |
| GLDX/MSTRX |
tokenized_stocks_dex |
peg drift +3.96% on MSTRX vs MSTR (3d-median 1.86%, max 3.0%) |
| MSTRX/TSLAX |
tokenized_stocks_dex |
peg drift +3.96% on MSTRX vs MSTR (3d-median 1.86%, max 3.0%) |
| BTC/MSTRX |
cross_asset_btc_proxy |
peg drift +3.96% on MSTRX vs MSTR (3d-median 1.86%, max 3.0%) |
| ETH/MSTRX |
cross_asset_btc_proxy |
peg drift +3.96% on MSTRX vs MSTR (3d-median 1.86%, max 3.0%) |
| MSTRX/SPYX |
cross_asset_btc_proxy |
peg drift +3.96% on MSTRX vs MSTR (3d-median 1.86%, max 3.0%) |
| BTC/ETH |
majors |
hurst 0.588 > 0.5 |
| BNB/BTC |
majors |
hurst 0.519 > 0.5 |
| BTC/SOL |
majors |
adf_pvalue 0.734 > 0.7 |
| BTC/XRP |
majors |
|
| BNB/ETH |
majors |
hurst 0.561 > 0.5 |
| ETH/SOL |
majors |
adf_pvalue 0.770 > 0.7 |
| ETH/XRP |
majors |
hurst 0.513 > 0.5 |
| BNB/SOL |
majors |
adf_pvalue 0.836 > 0.7 |
| BNB/XRP |
majors |
adf_pvalue 0.794 > 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 |
| ... ещё 269 пар скрыто |
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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.