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PairScan Screening — 2026-06-13

PairScan Screening — 2026-06-13

Сгенерировано: 2026-06-13 06:00 UTC. Окно: 540d. Источники: binance×76, yfinance×22, geckoterminal×12, bybit×1. Quote: USDT.

  • Скринилось пар: 333
  • Прошли фильтры: 31 (🟢 bottom: 10, 🔴 top: 6)
  • Монет в работе: 111 / пропущено (нет на бирже): 2 — USTB, MTBILL

Сигналы прямо сейчас

🟢 Bottom zone — вход в покупку A (10 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
BONK/FLOKI memes_majors 0.12 -1.37 43% 0.317 4/3 0.606
JPM/NVDA stocks_megacap_us 0.12 -1.00 50% 0.356 3/3 0.504
MSFTX/SPYX tokenized_stocks_dex -0.39 -2.64 11% 0.306 3/3 0.491
SOL/XRP majors 0.13 -1.00 45% 0.425 3/3 0.468
BONK/PEPE memes_majors 0.20 -0.93 60% 0.409 3/2 0.317
FET/WLD ai 0.11 -1.20 126% 0.460 2/2 0.289
MSFTX/TSLAX tokenized_stocks_dex 0.07 -1.31 18% 0.342 3/2 0.268
AMZNX/NVDAX tokenized_stocks_dex -0.00 -1.23 15% 0.343 3/2 0.260
NVDAX/QQQX tokenized_stocks_dex -0.15 -1.98 10% 0.322 2/2 0.239
AAPLX/QQQX tokenized_stocks_dex -0.22 -1.95 7% 0.375 2/2 0.099

🔴 Top zone — фиксация (продать A в B) (6 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
AMZN/META stocks_megacap_us 1.02 1.91 40% 0.393 2/3 0.287
AAPL/AMZN stocks_megacap_us 0.85 1.03 36% 0.419 2/2 0.265
GC=F/PA=F precious_metals_traditional 0.91 1.33 42% 0.386 2/2 0.147
BRK-B/MSFT stocks_megacap_us 0.81 1.34 47% 0.514 2/2 0.107
AAPL/BRK-B stocks_megacap_us 1.00 1.56 49% 0.493 2/2 0.044
AMZNX/MSTRX tokenized_stocks_dex 0.86 1.54 40% 0.478 2/2 0.016

⚪ Mid zone — наблюдаем (15 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
AR/FIL depin 0.56 0.14 59% 0.377 3/3 0.463
AMZN/BRK-B stocks_megacap_us 0.73 0.82 48% 0.482 3/3 0.373
ATOM/ICP interop 0.74 0.69 65% 0.373 3/2 0.372
NVDA/TSLA stocks_megacap_us 0.67 0.48 86% 0.418 2/3 0.307
AAPLX/TSLAX tokenized_stocks_dex 0.66 0.36 15% 0.268 2/2 0.305
CRV/UNI dexes 0.71 1.03 101% 0.466 2/2 0.277
ZS=F/ZW=F agri_traditional 0.49 -0.17 21% 0.334 2/3 0.275
SPYX/TSLAX tokenized_stocks_dex 0.60 0.48 14% 0.374 2/2 0.247
COINX/METAX tokenized_stocks_dex 0.22 -1.06 27% 0.353 2/2 0.245
SEI/SUI layer_1_alts 0.34 -0.61 62% 0.398 2/2 0.245
FLOKI/PEPE memes_majors 0.53 -0.03 46% 0.433 2/2 0.236
RENDER/VIRTUAL ai 0.66 0.29 87% 0.486 2/2 0.223
COINX/GLDX tokenized_stocks_dex 0.29 -0.84 26% 0.375 2/2 0.219
BRK-B/META stocks_megacap_us 0.80 0.96 43% 0.435 2/3 0.199
META/MSFT stocks_megacap_us 0.67 0.38 49% 0.411 2/2 0.156

Топ-20 по composite score

# Pair Sector Zone Position Range % Hurst ADF p Touches Slope Score
1 BONK/FLOKI memes_majors 🟢 bottom 0.12 43% 0.317 0.010 4/3 0.051 0.606
2 JPM/NVDA stocks_megacap_us 🟢 bottom 0.12 50% 0.356 0.015 3/3 0.197 0.504
3 MSFTX/SPYX tokenized_stocks_dex 🟢 bottom -0.39 11% 0.306 0.240 3/3 0.044 0.491
4 SOL/XRP majors 🟢 bottom 0.13 45% 0.425 0.006 3/3 0.149 0.468
5 AR/FIL depin ⚪ mid 0.56 59% 0.377 0.031 3/3 0.270 0.463
6 AMZN/BRK-B stocks_megacap_us ⚪ mid 0.73 48% 0.482 0.229 3/3 0.145 0.373
7 ATOM/ICP interop ⚪ mid 0.74 65% 0.373 0.016 3/2 0.020 0.372
8 BONK/PEPE memes_majors 🟢 bottom 0.20 60% 0.409 0.108 3/2 0.008 0.317
9 NVDA/TSLA stocks_megacap_us ⚪ mid 0.67 86% 0.418 0.095 2/3 0.113 0.307
10 AAPLX/TSLAX tokenized_stocks_dex ⚪ mid 0.66 15% 0.268 0.038 2/2 0.094 0.305
11 FET/WLD ai 🟢 bottom 0.11 126% 0.460 0.261 2/2 0.158 0.289
12 AMZN/META stocks_megacap_us 🔴 top 1.02 40% 0.393 0.113 2/3 0.004 0.287
13 CRV/UNI dexes ⚪ mid 0.71 101% 0.466 0.158 2/2 0.124 0.277
14 ZS=F/ZW=F agri_traditional ⚪ mid 0.49 21% 0.334 0.016 2/3 0.083 0.275
15 MSFTX/TSLAX tokenized_stocks_dex 🟢 bottom 0.07 18% 0.342 0.113 3/2 0.031 0.268
16 AAPL/AMZN stocks_megacap_us 🔴 top 0.85 36% 0.419 0.048 2/2 0.022 0.265
17 AMZNX/NVDAX tokenized_stocks_dex 🟢 bottom -0.00 15% 0.343 0.178 3/2 0.003 0.260
18 SPYX/TSLAX tokenized_stocks_dex ⚪ mid 0.60 14% 0.374 0.100 2/2 0.013 0.247
19 COINX/METAX tokenized_stocks_dex ⚪ mid 0.22 27% 0.353 0.118 2/2 0.084 0.245
20 SEI/SUI layer_1_alts ⚪ mid 0.34 62% 0.398 0.016 2/2 0.198 0.245

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
BONK/FLOKI memes_majors 1 / 1 +62.9% -2.4% 14.9% 3.9%
JPM/NVDA stocks_megacap_us 0 / 1 +0.0% +0.4% 0.0% 26.0%
MSFTX/SPYX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
SOL/XRP majors 0 / 1 +0.0% -12.7% 0.0% 29.7%
AR/FIL depin 0 / 1 +0.0% +13.6% 0.0% 48.9%
AMZN/BRK-B stocks_megacap_us 1 / 0 -1.4% +0.0% 18.1% 0.0%
ATOM/ICP interop 3 / 2 +163.3% +174.2% 23.5% 31.8%
BONK/PEPE memes_majors 1 / 2 +45.4% +64.6% 7.6% 31.7%
NVDA/TSLA stocks_megacap_us 1 / 0 +9.4% +0.0% 10.5% 0.0%
AAPLX/TSLAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
FET/WLD ai 2 / 2 +195.3% +70.6% 29.4% 41.2%
AMZN/META stocks_megacap_us 1 / 1 -10.1% +19.5% 20.1% 2.0%
CRV/UNI dexes 2 / 1 +71.2% +56.3% 33.1% 1.3%
ZS=F/ZW=F agri_traditional 1 / 1 +13.1% +5.2% 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 +6.0% +0.0% 18.5% 0.0%
AMZNX/NVDAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
SPYX/TSLAX 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%
SEI/SUI layer_1_alts 0 / 1 +0.0% +7.7% 0.0% 49.6%
NVDAX/QQQX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
FLOKI/PEPE memes_majors 0 / 1 +0.0% +21.7% 0.0% 36.9%
RENDER/VIRTUAL ai 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%
BRK-B/META stocks_megacap_us 1 / 1 +25.7% +24.9% 2.7% 6.7%
META/MSFT stocks_megacap_us 1 / 0 +14.0% +0.0% 13.2% 0.0%
GC=F/PA=F precious_metals_traditional 1 / 0 -5.6% +0.0% 17.1% 0.0%
BRK-B/MSFT stocks_megacap_us 1 / 0 +2.4% +0.0% 18.4% 0.0%
AAPLX/QQQX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
AAPL/BRK-B stocks_megacap_us 1 / 0 -9.6% +0.0% 23.6% 0.0%
AMZNX/MSTRX 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 (302)

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 0.521 > 0.5
BTC/SOL majors adf_pvalue 0.739 > 0.7
BTC/XRP majors
BNB/ETH majors hurst 0.562 > 0.5
ETH/SOL majors adf_pvalue 0.757 > 0.7
ETH/XRP majors hurst 0.503 > 0.5
BNB/SOL majors adf_pvalue 0.836 > 0.7
BNB/XRP majors adf_pvalue 0.811 > 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 adf_pvalue 0.751 > 0.7
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 0.935 > 0.7
APT/AVAX layer_1_alts adf_pvalue 0.873 > 0.7
AVAX/SUI layer_1_alts touches 1/1 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 0.977 > 0.7
NEAR/SEI layer_1_alts adf_pvalue 0.977 > 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 adf_pvalue 0.714 > 0.7
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=$4.4M, B=$0.5M)
ARB/METIS layer_2 24h volume below $1M (A=$4.4M, B=$0.2M)
MATIC/OP layer_2 history 0d < 365d
... ещё 272 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.