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PairScan Screening — 2026-06-09

PairScan Screening — 2026-06-09

Сгенерировано: 2026-06-09 18:00 UTC. Окно: 540d. Источники: binance×76, yfinance×22, geckoterminal×12, bybit×1. Quote: USDT.

  • Скринилось пар: 333
  • Прошли фильтры: 34 (🟢 bottom: 13, 🔴 top: 5)
  • Монет в работе: 111 / пропущено (нет на бирже): 2 — USTB, MTBILL

Сигналы прямо сейчас

🟢 Bottom zone — вход в покупку A (13 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
DYDX/JTO dexes -0.16 -2.07 98% 0.429 3/3 0.577
BONK/FLOKI memes_majors 0.18 -1.17 43% 0.313 4/3 0.558
MSFTX/SPYX tokenized_stocks_dex 0.03 -1.40 10% 0.301 3/3 0.518
JPM/NVDA stocks_megacap_us 0.06 -1.22 50% 0.354 3/3 0.481
SOL/XRP majors 0.05 -1.27 46% 0.429 3/3 0.452
AAPLX/QQQX tokenized_stocks_dex 0.19 -0.64 7% 0.214 2/2 0.335
BONK/PEPE memes_majors 0.19 -0.95 60% 0.406 3/2 0.317
FET/WLD ai 0.16 -1.09 126% 0.456 2/2 0.315
NVDAX/QQQX tokenized_stocks_dex 0.07 -1.25 9% 0.316 2/2 0.260
COINX/GLDX tokenized_stocks_dex 0.09 -1.45 25% 0.372 2/2 0.242
COINX/METAX tokenized_stocks_dex -0.01 -1.95 27% 0.349 2/2 0.224
COINX/SPYX tokenized_stocks_dex -0.09 -2.41 40% 0.331 2/2 0.093
COINX/MSFTX tokenized_stocks_dex -0.02 -2.23 35% 0.332 2/2 0.084

🔴 Top zone — фиксация (продать A в B) (5 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
AMZN/BRK-B stocks_megacap_us 0.81 1.13 48% 0.482 3/3 0.384
AAPLX/TSLAX tokenized_stocks_dex 0.87 0.90 16% 0.237 2/2 0.289
AMZN/META stocks_megacap_us 1.01 1.83 39% 0.392 2/3 0.266
GC=F/PA=F precious_metals_traditional 1.12 2.04 42% 0.388 2/2 0.126
AAPL/BRK-B stocks_megacap_us 1.04 1.59 47% 0.494 2/2 0.059

⚪ Mid zone — наблюдаем (16 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
AR/FIL depin 0.52 0.04 60% 0.374 3/3 0.449
ATOM/ICP interop 0.48 -0.05 65% 0.376 3/2 0.349
AAPLX/NVDAX tokenized_stocks_dex 0.69 0.43 15% 0.291 2/2 0.311
NVDA/TSLA stocks_megacap_us 0.72 0.63 86% 0.418 2/3 0.296
AAPL/AMZN stocks_megacap_us 0.75 0.71 36% 0.422 2/2 0.253
ZS=F/ZW=F agri_traditional 0.49 -0.16 21% 0.334 2/3 0.252
MSFTX/TSLAX tokenized_stocks_dex 0.42 -0.20 18% 0.360 2/2 0.251
AMZNX/NVDAX tokenized_stocks_dex 0.22 -0.60 16% 0.331 3/2 0.246
FLOKI/PEPE memes_majors 0.47 -0.22 46% 0.433 2/2 0.232
SEI/SUI layer_1_alts 0.22 -0.98 65% 0.397 2/2 0.231
RENDER/VIRTUAL ai 0.73 0.46 88% 0.486 2/2 0.220
BRK-B/META stocks_megacap_us 0.67 0.57 43% 0.435 2/3 0.189
AAPLX/GOOGLX tokenized_stocks_dex 0.49 -0.03 23% 0.460 2/2 0.141
AAPLX/GOOGLX cross_asset_btc_techstocks 0.49 -0.03 23% 0.460 2/2 0.141
META/MSFT stocks_megacap_us 0.68 0.45 49% 0.410 2/2 0.136
BRK-B/MSFT stocks_megacap_us 0.71 1.02 47% 0.515 2/2 0.134

Топ-20 по composite score

# Pair Sector Zone Position Range % Hurst ADF p Touches Slope Score
1 DYDX/JTO dexes 🟢 bottom -0.16 98% 0.429 0.089 3/3 0.100 0.577
2 BONK/FLOKI memes_majors 🟢 bottom 0.18 43% 0.313 0.088 4/3 0.064 0.558
3 MSFTX/SPYX tokenized_stocks_dex 🟢 bottom 0.03 10% 0.301 0.050 3/3 0.037 0.518
4 JPM/NVDA stocks_megacap_us 🟢 bottom 0.06 50% 0.354 0.043 3/3 0.199 0.481
5 SOL/XRP majors 🟢 bottom 0.05 46% 0.429 0.018 3/3 0.155 0.452
6 AR/FIL depin ⚪ mid 0.52 60% 0.374 0.032 3/3 0.283 0.449
7 AMZN/BRK-B stocks_megacap_us 🔴 top 0.81 48% 0.482 0.251 3/3 0.141 0.384
8 ATOM/ICP interop ⚪ mid 0.48 65% 0.376 0.020 3/2 0.020 0.349
9 AAPLX/QQQX tokenized_stocks_dex 🟢 bottom 0.19 7% 0.214 0.037 2/2 0.015 0.335
10 BONK/PEPE memes_majors 🟢 bottom 0.19 60% 0.406 0.086 3/2 0.001 0.317
11 FET/WLD ai 🟢 bottom 0.16 126% 0.456 0.244 2/2 0.144 0.315
12 AAPLX/NVDAX tokenized_stocks_dex ⚪ mid 0.69 15% 0.291 0.014 2/2 0.000 0.311
13 NVDA/TSLA stocks_megacap_us ⚪ mid 0.72 86% 0.418 0.102 2/3 0.122 0.296
14 AAPLX/TSLAX tokenized_stocks_dex 🔴 top 0.87 16% 0.237 0.012 2/2 0.115 0.289
15 AMZN/META stocks_megacap_us 🔴 top 1.01 39% 0.392 0.127 2/3 0.012 0.266
16 NVDAX/QQQX tokenized_stocks_dex 🟢 bottom 0.07 9% 0.316 0.094 2/2 0.015 0.260
17 AAPL/AMZN stocks_megacap_us ⚪ mid 0.75 36% 0.422 0.038 2/2 0.024 0.253
18 ZS=F/ZW=F agri_traditional ⚪ mid 0.49 21% 0.334 0.018 2/3 0.080 0.252
19 MSFTX/TSLAX tokenized_stocks_dex ⚪ mid 0.42 18% 0.360 0.080 2/2 0.018 0.251
20 AMZNX/NVDAX tokenized_stocks_dex ⚪ mid 0.22 16% 0.331 0.140 3/2 0.033 0.246

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% +144.4% 23.4% 37.4%
BONK/FLOKI memes_majors 1 / 1 +62.9% -0.5% 14.9% 1.5%
MSFTX/SPYX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
JPM/NVDA stocks_megacap_us 0 / 1 +0.0% -7.2% 0.0% 26.0%
SOL/XRP majors 0 / 1 +0.0% -15.6% 0.0% 29.7%
AR/FIL depin 0 / 1 +0.0% +12.1% 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% +132.5% 23.5% 31.8%
AAPLX/QQQX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
BONK/PEPE memes_majors 1 / 2 +45.4% +68.9% 7.6% 31.7%
FET/WLD ai 2 / 2 +186.9% +76.7% 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 +6.5% +0.0% 10.5% 0.0%
AAPLX/TSLAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
AMZN/META stocks_megacap_us 1 / 1 -9.0% +19.5% 20.1% 2.0%
NVDAX/QQQX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
AAPL/AMZN stocks_megacap_us 1 / 0 +6.2% +0.0% 18.5% 0.0%
ZS=F/ZW=F agri_traditional 1 / 1 +13.1% +5.3% 7.7% 7.8%
MSFTX/TSLAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
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%
FLOKI/PEPE memes_majors 0 / 1 +0.0% +22.1% 0.0% 36.9%
SEI/SUI layer_1_alts 0 / 1 +0.0% +9.2% 0.0% 49.6%
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% +19.5% 2.7% 6.7%
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 +12.7% +0.0% 13.2% 0.0%
BRK-B/MSFT stocks_megacap_us 1 / 0 +3.8% +0.0% 15.3% 0.0%
GC=F/PA=F precious_metals_traditional 1 / 0 -12.4% +0.0% 17.1% 0.0%
COINX/SPYX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
COINX/MSFTX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
AAPL/BRK-B stocks_megacap_us 1 / 0 -11.1% +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 (299)

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

Pair Sector Reason
BTC/ETH majors hurst 0.588 > 0.5
BNB/BTC majors hurst 0.519 > 0.5
BTC/SOL majors adf_pvalue 0.721 > 0.7
BTC/XRP majors
BNB/ETH majors hurst 0.561 > 0.5
ETH/SOL majors adf_pvalue 0.756 > 0.7
ETH/XRP majors hurst 0.511 > 0.5
BNB/SOL majors adf_pvalue 0.845 > 0.7
BNB/XRP majors adf_pvalue 0.779 > 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 0.960 > 0.7
APT/AVAX layer_1_alts adf_pvalue 0.842 > 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 0.986 > 0.7
NEAR/SEI layer_1_alts adf_pvalue 0.990 > 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 24h volume below $1M (A=$4.8M, B=$1.0M)
ARB/METIS layer_2 24h volume below $1M (A=$4.8M, B=$0.2M)
MATIC/OP layer_2 history 0d < 365d
... ещё 269 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.