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PairScan Screening — 2026-06-16

PairScan Screening — 2026-06-16

Сгенерировано: 2026-06-16 00:00 UTC. Окно: 540d. Источники: binance×76, yfinance×22, geckoterminal×12, bybit×1. Quote: USDT.

  • Скринилось пар: 333
  • Прошли фильтры: 35 (🟢 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
DYDX/JTO dexes -0.58 -3.46 101% 0.419 3/3 0.502
JPM/NVDA stocks_megacap_us 0.03 -1.31 50% 0.356 3/3 0.486
MSFTX/SPYX tokenized_stocks_dex -0.11 -2.10 12% 0.315 3/3 0.484
SOL/XRP majors 0.17 -0.88 44% 0.424 3/3 0.453
FET/WLD ai -0.00 -1.58 130% 0.463 2/2 0.265
MSFTX/TSLAX tokenized_stocks_dex 0.17 -0.95 18% 0.349 3/2 0.247
AMZNX/NVDAX tokenized_stocks_dex 0.05 -1.05 15% 0.350 3/2 0.239
NVDAX/QQQX tokenized_stocks_dex -0.05 -1.73 11% 0.326 2/2 0.224
MSFTX/NVDAX tokenized_stocks_dex 0.05 -1.30 17% 0.328 2/2 0.195
AAPLX/QQQX tokenized_stocks_dex -0.15 -2.00 8% 0.372 2/2 0.088

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

Pair Sector Position Z-score Range % Hurst Touches Score
AMZN/META stocks_megacap_us 0.97 1.76 40% 0.395 2/3 0.284
AAPL/AMZN stocks_megacap_us 0.80 0.89 36% 0.418 2/2 0.258
METIS/OP layer_2 1.01 1.45 65% 0.429 2/2 0.230
GC=F/PA=F precious_metals_traditional 0.84 1.10 42% 0.385 2/2 0.159
AAPL/BRK-B stocks_megacap_us 1.01 1.59 50% 0.492 2/2 0.058
AMZNX/MSTRX tokenized_stocks_dex 0.83 1.39 40% 0.466 2/2 0.026

⚪ Mid zone — наблюдаем (19 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
BONK/FLOKI memes_majors 0.21 -1.07 43% 0.318 4/3 0.596
AR/FIL depin 0.61 0.28 58% 0.378 3/3 0.451
AMZN/BRK-B stocks_megacap_us 0.78 0.98 48% 0.482 3/3 0.367
ATOM/ICP interop 0.62 0.33 65% 0.373 3/2 0.357
AAPLX/TSLAX tokenized_stocks_dex 0.73 0.63 14% 0.254 2/2 0.308
BONK/PEPE memes_majors 0.29 -0.65 60% 0.409 3/2 0.308
NVDA/TSLA stocks_megacap_us 0.71 0.62 86% 0.418 2/3 0.302
ZS=F/ZW=F agri_traditional 0.54 -0.00 21% 0.335 2/2 0.260
CRV/UNI dexes 0.54 0.44 101% 0.469 2/2 0.260
COINX/METAX tokenized_stocks_dex 0.38 -0.49 27% 0.351 2/2 0.249
SPYX/TSLAX tokenized_stocks_dex 0.61 0.54 14% 0.373 2/2 0.244
COINX/GLDX tokenized_stocks_dex 0.46 -0.29 25% 0.376 2/2 0.237
FLOKI/PEPE memes_majors 0.56 0.08 46% 0.434 2/2 0.232
SEI/SUI layer_1_alts 0.32 -0.68 60% 0.397 2/2 0.229
RENDER/VIRTUAL ai 0.73 0.45 87% 0.486 2/2 0.215
BRK-B/META stocks_megacap_us 0.71 0.67 43% 0.436 2/3 0.188
META/MSFT stocks_megacap_us 0.72 0.58 49% 0.411 2/2 0.146
BRK-B/MSFT stocks_megacap_us 0.79 1.24 47% 0.514 2/2 0.113
GLDX/METAX tokenized_stocks_dex 0.33 -0.28 17% 0.439 2/2 0.113

Топ-20 по composite score

# Pair Sector Zone Position Range % Hurst ADF p Touches Slope Score
1 BONK/FLOKI memes_majors ⚪ mid 0.21 43% 0.318 0.009 4/3 0.044 0.596
2 DYDX/JTO dexes 🟢 bottom -0.58 101% 0.419 0.490 3/3 0.086 0.502
3 JPM/NVDA stocks_megacap_us 🟢 bottom 0.03 50% 0.356 0.023 3/3 0.197 0.486
4 MSFTX/SPYX tokenized_stocks_dex 🟢 bottom -0.11 12% 0.315 0.217 3/3 0.047 0.484
5 SOL/XRP majors 🟢 bottom 0.17 44% 0.424 0.027 3/3 0.145 0.453
6 AR/FIL depin ⚪ mid 0.61 58% 0.378 0.026 3/3 0.259 0.451
7 AMZN/BRK-B stocks_megacap_us ⚪ mid 0.78 48% 0.482 0.240 3/3 0.146 0.367
8 ATOM/ICP interop ⚪ mid 0.62 65% 0.373 0.016 3/2 0.025 0.357
9 AAPLX/TSLAX tokenized_stocks_dex ⚪ mid 0.73 14% 0.254 0.038 2/2 0.077 0.308
10 BONK/PEPE memes_majors ⚪ mid 0.29 60% 0.409 0.099 3/2 0.012 0.308
11 NVDA/TSLA stocks_megacap_us ⚪ mid 0.71 86% 0.418 0.080 2/3 0.110 0.302
12 AMZN/META stocks_megacap_us 🔴 top 0.97 40% 0.395 0.096 2/3 0.002 0.284
13 FET/WLD ai 🟢 bottom -0.00 130% 0.463 0.327 2/2 0.171 0.265
14 ZS=F/ZW=F agri_traditional ⚪ mid 0.54 21% 0.335 0.021 2/2 0.084 0.260
15 CRV/UNI dexes ⚪ mid 0.54 101% 0.469 0.176 2/2 0.127 0.260
16 AAPL/AMZN stocks_megacap_us 🔴 top 0.80 36% 0.418 0.051 2/2 0.021 0.258
17 COINX/METAX tokenized_stocks_dex ⚪ mid 0.38 27% 0.351 0.085 2/2 0.076 0.249
18 MSFTX/TSLAX tokenized_stocks_dex 🟢 bottom 0.17 18% 0.349 0.105 3/2 0.047 0.247
19 SPYX/TSLAX tokenized_stocks_dex ⚪ mid 0.61 14% 0.373 0.109 2/2 0.002 0.244
20 AMZNX/NVDAX tokenized_stocks_dex 🟢 bottom 0.05 15% 0.350 0.187 3/2 0.014 0.239

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% +0.7% 14.9% 3.9%
DYDX/JTO dexes 2 / 3 +181.7% +113.8% 23.4% 54.7%
JPM/NVDA stocks_megacap_us 0 / 1 +0.0% -9.4% 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% -9.2% 0.0% 29.7%
AR/FIL depin 0 / 1 +0.0% +15.8% 0.0% 48.9%
AMZN/BRK-B stocks_megacap_us 1 / 0 -3.2% +0.0% 18.1% 0.0%
ATOM/ICP interop 3 / 2 +179.9% +174.2% 23.5% 31.8%
AAPLX/TSLAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
BONK/PEPE memes_majors 1 / 2 +45.4% +72.7% 7.6% 31.7%
NVDA/TSLA stocks_megacap_us 1 / 0 +6.9% +0.0% 10.5% 0.0%
AMZN/META stocks_megacap_us 1 / 1 -8.7% +19.5% 20.1% 2.0%
FET/WLD ai 2 / 2 +195.5% +52.5% 29.4% 41.2%
ZS=F/ZW=F agri_traditional 1 / 1 +13.1% +6.2% 7.7% 7.8%
CRV/UNI dexes 2 / 1 +92.8% +56.3% 33.1% 1.3%
AAPL/AMZN stocks_megacap_us 1 / 0 +8.7% +0.0% 18.5% 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%
SPYX/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% +24.1% 0.0% 36.9%
METIS/OP layer_2 1 / 1 -9.9% +20.8% 23.3% 42.5%
SEI/SUI layer_1_alts 0 / 1 +0.0% -18.0% 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% +20.9% 2.7% 6.7%
GC=F/PA=F precious_metals_traditional 1 / 0 -3.3% +0.0% 17.1% 0.0%
META/MSFT stocks_megacap_us 1 / 0 +9.9% +0.0% 13.2% 0.0%
BRK-B/MSFT stocks_megacap_us 1 / 0 +0.7% +0.0% 18.4% 0.0%
GLDX/METAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 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 -9.4% +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 (298)

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

Pair Sector Reason
BTC/ETH majors hurst 0.587 > 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 0.560 > 0.5
ETH/SOL majors adf_pvalue 0.730 > 0.7
ETH/XRP majors touches 1/2 below 2 per side
BNB/SOL majors adf_pvalue 0.763 > 0.7
BNB/XRP majors adf_pvalue 0.774 > 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 0.836 > 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 0.998 > 0.7
APT/AVAX layer_1_alts adf_pvalue 0.886 > 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 0.999 > 0.7
NEAR/SUI layer_1_alts adf_pvalue 0.988 > 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 24h volume below $1M (A=$5.3M, B=$0.7M)
ARB/METIS layer_2 touches 1/1 below 2 per side
MATIC/OP layer_2 history 0d < 365d
... ещё 268 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.