PairScan Screening — 2026-06-15
Сгенерировано: 2026-06-15 00:00 UTC. Окно: 540d. Источники: binance×76, yfinance×22, geckoterminal×12, bybit×1. Quote: USDT.
- Скринилось пар: 333
- Прошли фильтры: 31 (🟢 bottom: 9, 🔴 top: 5)
- 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 |
| JPM/NVDA |
stocks_megacap_us |
0.12 |
-1.00 |
50% |
0.356 |
3/3 |
0.497 |
| MSFTX/SPYX |
tokenized_stocks_dex |
-0.16 |
-2.23 |
12% |
0.317 |
3/3 |
0.484 |
| SOL/XRP |
majors |
0.18 |
-0.82 |
45% |
0.425 |
3/3 |
0.461 |
| FET/WLD |
ai |
0.11 |
-1.21 |
126% |
0.462 |
2/2 |
0.286 |
| MSFTX/TSLAX |
tokenized_stocks_dex |
0.06 |
-1.32 |
18% |
0.348 |
3/2 |
0.253 |
| AMZNX/NVDAX |
tokenized_stocks_dex |
-0.02 |
-1.29 |
15% |
0.351 |
3/2 |
0.241 |
| NVDAX/QQQX |
tokenized_stocks_dex |
-0.06 |
-1.77 |
11% |
0.324 |
2/2 |
0.232 |
| MSFTX/NVDAX |
tokenized_stocks_dex |
0.10 |
-1.19 |
17% |
0.325 |
2/2 |
0.206 |
| AAPLX/QQQX |
tokenized_stocks_dex |
-0.16 |
-2.01 |
8% |
0.372 |
2/2 |
0.093 |
🔴 Top zone — фиксация (продать A в B) (5 пар)
| Pair |
Sector |
Position |
Z-score |
Range % |
Hurst |
Touches |
Score |
| AMZN/META |
stocks_megacap_us |
1.02 |
1.91 |
40% |
0.393 |
2/3 |
0.286 |
| AAPL/AMZN |
stocks_megacap_us |
0.85 |
1.03 |
36% |
0.419 |
2/2 |
0.263 |
| GC=F/PA=F |
precious_metals_traditional |
0.85 |
1.12 |
42% |
0.385 |
2/2 |
0.157 |
| BRK-B/MSFT |
stocks_megacap_us |
0.81 |
1.34 |
47% |
0.514 |
2/2 |
0.113 |
| AAPL/BRK-B |
stocks_megacap_us |
1.00 |
1.56 |
49% |
0.493 |
2/2 |
0.054 |
⚪ Mid zone — наблюдаем (17 пар)
| Pair |
Sector |
Position |
Z-score |
Range % |
Hurst |
Touches |
Score |
| AR/FIL |
depin |
0.63 |
0.33 |
58% |
0.377 |
3/3 |
0.458 |
| AMZN/BRK-B |
stocks_megacap_us |
0.73 |
0.82 |
48% |
0.482 |
3/3 |
0.375 |
| ATOM/ICP |
interop |
0.59 |
0.24 |
65% |
0.373 |
3/2 |
0.366 |
| BONK/PEPE |
memes_majors |
0.24 |
-0.79 |
60% |
0.409 |
3/2 |
0.315 |
| AAPLX/TSLAX |
tokenized_stocks_dex |
0.56 |
0.05 |
15% |
0.261 |
2/2 |
0.310 |
| NVDA/TSLA |
stocks_megacap_us |
0.67 |
0.48 |
86% |
0.418 |
2/3 |
0.306 |
| ZS=F/ZW=F |
agri_traditional |
0.58 |
0.12 |
21% |
0.334 |
2/3 |
0.269 |
| CRV/UNI |
dexes |
0.65 |
0.84 |
101% |
0.470 |
2/2 |
0.266 |
| SPYX/TSLAX |
tokenized_stocks_dex |
0.50 |
0.17 |
14% |
0.372 |
2/2 |
0.257 |
| COINX/METAX |
tokenized_stocks_dex |
0.35 |
-0.61 |
27% |
0.351 |
2/2 |
0.255 |
| COINX/GLDX |
tokenized_stocks_dex |
0.42 |
-0.42 |
26% |
0.376 |
2/2 |
0.239 |
| SEI/SUI |
layer_1_alts |
0.35 |
-0.61 |
60% |
0.397 |
2/2 |
0.237 |
| RENDER/VIRTUAL |
ai |
0.72 |
0.44 |
87% |
0.486 |
2/2 |
0.222 |
| BRK-B/META |
stocks_megacap_us |
0.80 |
0.96 |
43% |
0.435 |
2/3 |
0.194 |
| META/MSFT |
stocks_megacap_us |
0.67 |
0.38 |
49% |
0.411 |
2/2 |
0.152 |
| GLDX/METAX |
tokenized_stocks_dex |
0.34 |
-0.23 |
17% |
0.438 |
2/2 |
0.116 |
| AMZNX/MSTRX |
tokenized_stocks_dex |
0.72 |
1.05 |
39% |
0.465 |
2/2 |
0.051 |
Топ-20 по composite score
| # |
Pair |
Sector |
Zone |
Position |
Range % |
Hurst |
ADF p |
Touches |
Slope |
Score |
| 1 |
JPM/NVDA |
stocks_megacap_us |
🟢 bottom |
0.12 |
50% |
0.356 |
0.015 |
3/3 |
0.197 |
0.497 |
| 2 |
MSFTX/SPYX |
tokenized_stocks_dex |
🟢 bottom |
-0.16 |
12% |
0.317 |
0.232 |
3/3 |
0.048 |
0.484 |
| 3 |
SOL/XRP |
majors |
🟢 bottom |
0.18 |
45% |
0.425 |
0.019 |
3/3 |
0.146 |
0.461 |
| 4 |
AR/FIL |
depin |
⚪ mid |
0.63 |
58% |
0.377 |
0.027 |
3/3 |
0.262 |
0.458 |
| 5 |
AMZN/BRK-B |
stocks_megacap_us |
⚪ mid |
0.73 |
48% |
0.482 |
0.229 |
3/3 |
0.145 |
0.375 |
| 6 |
ATOM/ICP |
interop |
⚪ mid |
0.59 |
65% |
0.373 |
0.017 |
3/2 |
0.024 |
0.366 |
| 7 |
BONK/PEPE |
memes_majors |
⚪ mid |
0.24 |
60% |
0.409 |
0.105 |
3/2 |
0.011 |
0.315 |
| 8 |
AAPLX/TSLAX |
tokenized_stocks_dex |
⚪ mid |
0.56 |
15% |
0.261 |
0.035 |
2/2 |
0.081 |
0.310 |
| 9 |
NVDA/TSLA |
stocks_megacap_us |
⚪ mid |
0.67 |
86% |
0.418 |
0.095 |
2/3 |
0.113 |
0.306 |
| 10 |
FET/WLD |
ai |
🟢 bottom |
0.11 |
126% |
0.462 |
0.266 |
2/2 |
0.165 |
0.286 |
| 11 |
AMZN/META |
stocks_megacap_us |
🔴 top |
1.02 |
40% |
0.393 |
0.113 |
2/3 |
0.004 |
0.286 |
| 12 |
ZS=F/ZW=F |
agri_traditional |
⚪ mid |
0.58 |
21% |
0.334 |
0.016 |
2/3 |
0.083 |
0.269 |
| 13 |
CRV/UNI |
dexes |
⚪ mid |
0.65 |
101% |
0.470 |
0.190 |
2/2 |
0.126 |
0.266 |
| 14 |
AAPL/AMZN |
stocks_megacap_us |
🔴 top |
0.85 |
36% |
0.419 |
0.048 |
2/2 |
0.022 |
0.263 |
| 15 |
SPYX/TSLAX |
tokenized_stocks_dex |
⚪ mid |
0.50 |
14% |
0.372 |
0.069 |
2/2 |
0.005 |
0.257 |
| 16 |
COINX/METAX |
tokenized_stocks_dex |
⚪ mid |
0.35 |
27% |
0.351 |
0.077 |
2/2 |
0.081 |
0.255 |
| 17 |
MSFTX/TSLAX |
tokenized_stocks_dex |
🟢 bottom |
0.06 |
18% |
0.348 |
0.118 |
3/2 |
0.043 |
0.253 |
| 18 |
AMZNX/NVDAX |
tokenized_stocks_dex |
🟢 bottom |
-0.02 |
15% |
0.351 |
0.209 |
3/2 |
0.011 |
0.241 |
| 19 |
COINX/GLDX |
tokenized_stocks_dex |
⚪ mid |
0.42 |
26% |
0.376 |
0.248 |
2/2 |
0.003 |
0.239 |
| 20 |
SEI/SUI |
layer_1_alts |
⚪ mid |
0.35 |
60% |
0.397 |
0.019 |
2/2 |
0.195 |
0.237 |
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 |
| JPM/NVDA |
stocks_megacap_us |
0 / 1 |
+0.0% |
+0.6% |
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% |
-9.2% |
0.0% |
29.7% |
| AR/FIL |
depin |
0 / 1 |
+0.0% |
+16.7% |
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 |
+184.8% |
+174.2% |
23.5% |
31.8% |
| BONK/PEPE |
memes_majors |
1 / 2 |
+45.4% |
+69.1% |
7.6% |
31.7% |
| AAPLX/TSLAX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| NVDA/TSLA |
stocks_megacap_us |
1 / 0 |
+9.4% |
+0.0% |
10.5% |
0.0% |
| FET/WLD |
ai |
2 / 2 |
+207.1% |
+69.6% |
29.4% |
41.2% |
| AMZN/META |
stocks_megacap_us |
1 / 1 |
-10.1% |
+19.5% |
20.1% |
2.0% |
| ZS=F/ZW=F |
agri_traditional |
1 / 1 |
+13.1% |
+6.9% |
7.7% |
7.8% |
| CRV/UNI |
dexes |
2 / 1 |
+77.7% |
+56.3% |
33.1% |
1.3% |
| AAPL/AMZN |
stocks_megacap_us |
1 / 0 |
+6.5% |
+0.0% |
18.5% |
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% |
| 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% |
| SEI/SUI |
layer_1_alts |
0 / 1 |
+0.0% |
-8.6% |
0.0% |
49.6% |
| NVDAX/QQQX |
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% |
| MSFTX/NVDAX |
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% |
| GC=F/PA=F |
precious_metals_traditional |
1 / 0 |
-3.5% |
+0.0% |
17.1% |
0.0% |
| META/MSFT |
stocks_megacap_us |
1 / 0 |
+12.2% |
+0.0% |
13.2% |
0.0% |
| GLDX/METAX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| BRK-B/MSFT |
stocks_megacap_us |
1 / 0 |
-0.3% |
+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 |
-6.9% |
+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, 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 (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 0.523 > 0.5 |
| BTC/SOL |
majors |
touches 1/1 below 2 per side |
| BTC/XRP |
majors |
|
| BNB/ETH |
majors |
hurst 0.562 > 0.5 |
| ETH/SOL |
majors |
adf_pvalue 0.732 > 0.7 |
| ETH/XRP |
majors |
hurst 0.500 > 0.5 |
| BNB/SOL |
majors |
adf_pvalue 0.800 > 0.7 |
| BNB/XRP |
majors |
adf_pvalue 0.804 > 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 0.790 > 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 0.980 > 0.7 |
| APT/AVAX |
layer_1_alts |
adf_pvalue 0.868 > 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 0.980 > 0.7 |
| NEAR/SEI |
layer_1_alts |
adf_pvalue 0.980 > 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=$3.2M, B=$0.6M) |
| ARB/METIS |
layer_2 |
24h volume below $1M (A=$3.2M, B=$0.9M) |
| 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.