PairScan Screening — 2026-06-20
Сгенерировано: 2026-06-20 18:00 UTC. Окно: 540d. Источники: binance×76, yfinance×22, geckoterminal×12, bybit×1. Quote: USDT.
- Скринилось пар: 333
- 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 |
| JPM/NVDA |
stocks_megacap_us |
0.09 |
-1.09 |
49% |
0.352 |
3/3 |
0.477 |
| FET/WLD |
ai |
-0.06 |
-2.10 |
155% |
0.468 |
2/2 |
0.230 |
| AMZNX/NVDAX |
tokenized_stocks_dex |
0.08 |
-0.93 |
15% |
0.356 |
2/2 |
0.199 |
| MSFTX/TSLAX |
tokenized_stocks_dex |
0.06 |
-1.21 |
19% |
0.386 |
2/2 |
0.189 |
| MSFTX/NVDAX |
tokenized_stocks_dex |
-0.03 |
-1.62 |
16% |
0.359 |
2/2 |
0.161 |
| NVDAX/QQQX |
tokenized_stocks_dex |
-0.11 |
-1.89 |
11% |
0.332 |
2/2 |
0.159 |
| GLDX/METAX |
tokenized_stocks_dex |
0.17 |
-0.74 |
17% |
0.424 |
2/2 |
0.098 |
| AAPLX/QQQX |
tokenized_stocks_dex |
-0.11 |
-1.97 |
9% |
0.371 |
2/2 |
0.078 |
| MSFTX/SPYX |
tokenized_stocks_dex |
-0.17 |
-2.46 |
15% |
0.397 |
3/2 |
0.077 |
🔴 Top zone — фиксация (продать A в B) (8 пар)
| Pair |
Sector |
Position |
Z-score |
Range % |
Hurst |
Touches |
Score |
| AAPLX/TSLAX |
tokenized_stocks_dex |
0.83 |
0.90 |
13% |
0.230 |
2/2 |
0.311 |
| AMZN/META |
stocks_megacap_us |
1.03 |
1.94 |
40% |
0.400 |
2/3 |
0.253 |
| AAPL/AMZN |
stocks_megacap_us |
0.84 |
1.01 |
36% |
0.415 |
2/2 |
0.246 |
| METIS/OP |
layer_2 |
1.24 |
2.17 |
65% |
0.425 |
2/2 |
0.175 |
| QQQX/TSLAX |
tokenized_stocks_dex |
1.12 |
1.80 |
18% |
0.331 |
2/2 |
0.158 |
| GC=F/PA=F |
precious_metals_traditional |
0.91 |
1.30 |
42% |
0.384 |
2/2 |
0.149 |
| BRK-B/MSFT |
stocks_megacap_us |
0.89 |
1.58 |
47% |
0.513 |
2/2 |
0.087 |
| AAPL/BRK-B |
stocks_megacap_us |
1.02 |
1.72 |
51% |
0.492 |
2/2 |
0.032 |
⚪ Mid zone — наблюдаем (17 пар)
| Pair |
Sector |
Position |
Z-score |
Range % |
Hurst |
Touches |
Score |
| AR/FIL |
depin |
0.56 |
0.11 |
56% |
0.378 |
3/3 |
0.446 |
| SOL/XRP |
majors |
0.25 |
-0.63 |
43% |
0.421 |
3/3 |
0.435 |
| AMZN/BRK-B |
stocks_megacap_us |
0.79 |
1.03 |
48% |
0.482 |
3/3 |
0.354 |
| COINX/GLDX |
tokenized_stocks_dex |
0.55 |
0.00 |
25% |
0.344 |
2/2 |
0.275 |
| NVDAX/TSLAX |
tokenized_stocks_dex |
0.67 |
0.42 |
20% |
0.316 |
2/2 |
0.275 |
| NVDA/TSLA |
stocks_megacap_us |
0.74 |
0.72 |
86% |
0.422 |
2/3 |
0.268 |
| ZS=F/ZW=F |
agri_traditional |
0.34 |
-0.64 |
21% |
0.334 |
2/2 |
0.247 |
| COINX/METAX |
tokenized_stocks_dex |
0.35 |
-0.55 |
26% |
0.351 |
2/2 |
0.247 |
| CRV/UNI |
dexes |
0.27 |
-0.45 |
101% |
0.459 |
2/2 |
0.242 |
| SPYX/TSLAX |
tokenized_stocks_dex |
0.74 |
0.85 |
13% |
0.363 |
2/2 |
0.237 |
| SEI/SUI |
layer_1_alts |
0.56 |
0.01 |
58% |
0.395 |
2/2 |
0.220 |
| FLOKI/PEPE |
memes_majors |
0.62 |
0.28 |
46% |
0.434 |
2/2 |
0.218 |
| RENDER/VIRTUAL |
ai |
0.75 |
0.50 |
87% |
0.486 |
2/2 |
0.203 |
| AMZN/JPM |
stocks_megacap_us |
0.22 |
-0.80 |
34% |
0.329 |
2/2 |
0.188 |
| BRK-B/META |
stocks_megacap_us |
0.75 |
0.80 |
43% |
0.440 |
2/3 |
0.180 |
| JPM/TSLA |
stocks_megacap_us |
0.46 |
-0.04 |
72% |
0.424 |
2/2 |
0.162 |
| META/MSFT |
stocks_megacap_us |
0.79 |
0.78 |
49% |
0.415 |
2/2 |
0.136 |
Топ-20 по composite score
| # |
Pair |
Sector |
Zone |
Position |
Range % |
Hurst |
ADF p |
Touches |
Slope |
Score |
| 1 |
JPM/NVDA |
stocks_megacap_us |
🟢 bottom |
0.09 |
49% |
0.352 |
0.029 |
3/3 |
0.191 |
0.477 |
| 2 |
AR/FIL |
depin |
⚪ mid |
0.56 |
56% |
0.378 |
0.018 |
3/3 |
0.245 |
0.446 |
| 3 |
SOL/XRP |
majors |
⚪ mid |
0.25 |
43% |
0.421 |
0.077 |
3/3 |
0.136 |
0.435 |
| 4 |
AMZN/BRK-B |
stocks_megacap_us |
⚪ mid |
0.79 |
48% |
0.482 |
0.245 |
3/3 |
0.148 |
0.354 |
| 5 |
AAPLX/TSLAX |
tokenized_stocks_dex |
🔴 top |
0.83 |
13% |
0.230 |
0.036 |
2/2 |
0.073 |
0.311 |
| 6 |
COINX/GLDX |
tokenized_stocks_dex |
⚪ mid |
0.55 |
25% |
0.344 |
0.042 |
2/2 |
0.023 |
0.275 |
| 7 |
NVDAX/TSLAX |
tokenized_stocks_dex |
⚪ mid |
0.67 |
20% |
0.316 |
0.010 |
2/2 |
0.061 |
0.275 |
| 8 |
NVDA/TSLA |
stocks_megacap_us |
⚪ mid |
0.74 |
86% |
0.422 |
0.114 |
2/3 |
0.100 |
0.268 |
| 9 |
AMZN/META |
stocks_megacap_us |
🔴 top |
1.03 |
40% |
0.400 |
0.117 |
2/3 |
0.006 |
0.253 |
| 10 |
ZS=F/ZW=F |
agri_traditional |
⚪ mid |
0.34 |
21% |
0.334 |
0.029 |
2/2 |
0.084 |
0.247 |
| 11 |
COINX/METAX |
tokenized_stocks_dex |
⚪ mid |
0.35 |
26% |
0.351 |
0.068 |
2/2 |
0.063 |
0.247 |
| 12 |
AAPL/AMZN |
stocks_megacap_us |
🔴 top |
0.84 |
36% |
0.415 |
0.048 |
2/2 |
0.019 |
0.246 |
| 13 |
CRV/UNI |
dexes |
⚪ mid |
0.27 |
101% |
0.459 |
0.138 |
2/2 |
0.136 |
0.242 |
| 14 |
SPYX/TSLAX |
tokenized_stocks_dex |
⚪ mid |
0.74 |
13% |
0.363 |
0.107 |
2/2 |
0.004 |
0.237 |
| 15 |
FET/WLD |
ai |
🟢 bottom |
-0.06 |
155% |
0.468 |
0.416 |
2/2 |
0.198 |
0.230 |
| 16 |
SEI/SUI |
layer_1_alts |
⚪ mid |
0.56 |
58% |
0.395 |
0.019 |
2/2 |
0.181 |
0.220 |
| 17 |
FLOKI/PEPE |
memes_majors |
⚪ mid |
0.62 |
46% |
0.434 |
0.111 |
2/2 |
0.050 |
0.218 |
| 18 |
RENDER/VIRTUAL |
ai |
⚪ mid |
0.75 |
87% |
0.486 |
0.000 |
2/2 |
0.193 |
0.203 |
| 19 |
AMZNX/NVDAX |
tokenized_stocks_dex |
🟢 bottom |
0.08 |
15% |
0.356 |
0.222 |
2/2 |
0.040 |
0.199 |
| 20 |
MSFTX/TSLAX |
tokenized_stocks_dex |
🟢 bottom |
0.06 |
19% |
0.386 |
0.146 |
2/2 |
0.064 |
0.189 |
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% |
-9.1% |
0.0% |
26.0% |
| AR/FIL |
depin |
0 / 1 |
+0.0% |
+17.6% |
0.0% |
48.9% |
| SOL/XRP |
majors |
0 / 1 |
+0.0% |
-6.7% |
0.0% |
29.7% |
| AMZN/BRK-B |
stocks_megacap_us |
1 / 0 |
-3.7% |
+0.0% |
18.1% |
0.0% |
| AAPLX/TSLAX |
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% |
| NVDAX/TSLAX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| NVDA/TSLA |
stocks_megacap_us |
1 / 0 |
+5.0% |
+0.0% |
10.5% |
0.0% |
| AMZN/META |
stocks_megacap_us |
1 / 0 |
-10.7% |
+0.0% |
20.1% |
0.0% |
| ZS=F/ZW=F |
agri_traditional |
1 / 1 |
+13.1% |
+2.3% |
7.7% |
7.8% |
| COINX/METAX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| AAPL/AMZN |
stocks_megacap_us |
1 / 0 |
+3.0% |
+0.0% |
18.5% |
0.0% |
| CRV/UNI |
dexes |
2 / 1 |
+131.9% |
+56.3% |
33.1% |
1.3% |
| SPYX/TSLAX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| FET/WLD |
ai |
2 / 2 |
+212.8% |
+29.8% |
29.4% |
41.2% |
| SEI/SUI |
layer_1_alts |
0 / 1 |
+0.0% |
-16.2% |
0.0% |
43.4% |
| FLOKI/PEPE |
memes_majors |
0 / 1 |
+0.0% |
+21.4% |
0.0% |
36.9% |
| RENDER/VIRTUAL |
ai |
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% |
| MSFTX/TSLAX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| AMZN/JPM |
stocks_megacap_us |
1 / 2 |
+21.1% |
+29.9% |
6.3% |
7.5% |
| BRK-B/META |
stocks_megacap_us |
2 / 1 |
+28.0% |
+25.3% |
2.7% |
6.7% |
| METIS/OP |
layer_2 |
1 / 1 |
-19.7% |
+20.8% |
28.9% |
42.5% |
| JPM/TSLA |
stocks_megacap_us |
0 / 1 |
+0.0% |
+15.0% |
0.0% |
25.2% |
| MSFTX/NVDAX |
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% |
| QQQX/TSLAX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| GC=F/PA=F |
precious_metals_traditional |
1 / 0 |
-5.5% |
+0.0% |
17.1% |
0.0% |
| META/MSFT |
stocks_megacap_us |
1 / 0 |
+8.3% |
+0.0% |
14.4% |
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 |
-0.5% |
+0.0% |
21.2% |
0.0% |
| AAPLX/QQQX |
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% |
| AAPL/BRK-B |
stocks_megacap_us |
1 / 0 |
-14.2% |
+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 0.585 > 0.5 |
| BNB/BTC |
majors |
hurst 0.524 > 0.5 |
| BTC/SOL |
majors |
touches 1/1 below 2 per side |
| BTC/XRP |
majors |
touches 1/1 below 2 per side |
| BNB/ETH |
majors |
hurst 0.559 > 0.5 |
| ETH/SOL |
majors |
adf_pvalue 0.731 > 0.7 |
| ETH/XRP |
majors |
touches 1/2 below 2 per side |
| BNB/SOL |
majors |
adf_pvalue 0.702 > 0.7 |
| BNB/XRP |
majors |
adf_pvalue 0.829 > 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 0.829 > 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 0.831 > 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 0.974 > 0.7 |
| NEAR/SEI |
layer_1_alts |
hurst 0.501 > 0.5 |
| APT/SUI |
layer_1_alts |
touches 1/1 below 2 per side |
| APT/SEI |
layer_1_alts |
adf_pvalue 0.721 > 0.7 |
| 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 |
24h volume below $1M (A=$2.2M, B=$0.7M) |
| ARB/MANTA |
layer_2 |
24h volume below $1M (A=$2.2M, B=$0.5M) |
| ARB/METIS |
layer_2 |
touches 1/1 below 2 per side |
| 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.