PairScan Screening — 2026-06-21
Сгенерировано: 2026-06-21 06:00 UTC. Окно: 540d. Источники: binance×76, yfinance×22, geckoterminal×12, bybit×1. Quote: USDT.
- Скринилось пар: 333
- Прошли фильтры: 31 (🟢 bottom: 9, 🔴 top: 6)
- 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 |
0.469 |
| FET/WLD |
ai |
-0.03 |
-2.10 |
163% |
0.470 |
2/2 |
0.224 |
| AMZNX/NVDAX |
tokenized_stocks_dex |
-0.00 |
-1.19 |
15% |
0.354 |
2/2 |
0.188 |
| MSFTX/TSLAX |
tokenized_stocks_dex |
-0.00 |
-1.40 |
19% |
0.391 |
2/2 |
0.171 |
| NVDAX/QQQX |
tokenized_stocks_dex |
-0.03 |
-1.68 |
12% |
0.332 |
2/2 |
0.159 |
| MSFTX/NVDAX |
tokenized_stocks_dex |
-0.01 |
-1.70 |
17% |
0.363 |
2/2 |
0.133 |
| AAPLX/QQQX |
tokenized_stocks_dex |
-0.02 |
-1.69 |
9% |
0.377 |
2/2 |
0.085 |
| GLDX/METAX |
tokenized_stocks_dex |
0.20 |
-0.64 |
17% |
0.436 |
2/2 |
0.081 |
| MSFTX/SPYX |
tokenized_stocks_dex |
-0.09 |
-2.37 |
16% |
0.408 |
3/2 |
0.046 |
🔴 Top zone — фиксация (продать A в B) (6 пар)
| Pair |
Sector |
Position |
Z-score |
Range % |
Hurst |
Touches |
Score |
| AMZN/META |
stocks_megacap_us |
1.03 |
1.94 |
40% |
0.400 |
2/3 |
0.247 |
| AAPL/AMZN |
stocks_megacap_us |
0.84 |
1.01 |
36% |
0.415 |
2/2 |
0.240 |
| QQQX/TSLAX |
tokenized_stocks_dex |
1.02 |
1.55 |
18% |
0.325 |
2/2 |
0.191 |
| GC=F/PA=F |
precious_metals_traditional |
0.91 |
1.30 |
42% |
0.384 |
2/2 |
0.144 |
| BRK-B/MSFT |
stocks_megacap_us |
0.89 |
1.58 |
47% |
0.513 |
2/2 |
0.084 |
| AAPL/BRK-B |
stocks_megacap_us |
1.02 |
1.72 |
51% |
0.492 |
2/2 |
0.031 |
⚪ Mid zone — наблюдаем (16 пар)
| Pair |
Sector |
Position |
Z-score |
Range % |
Hurst |
Touches |
Score |
| SOL/XRP |
majors |
0.35 |
-0.31 |
43% |
0.419 |
3/3 |
0.443 |
| AR/FIL |
depin |
0.62 |
0.29 |
56% |
0.378 |
3/3 |
0.439 |
| AMZN/BRK-B |
stocks_megacap_us |
0.79 |
1.03 |
48% |
0.482 |
3/3 |
0.350 |
| AAPLX/TSLAX |
tokenized_stocks_dex |
0.79 |
0.77 |
12% |
0.220 |
2/2 |
0.314 |
| NVDAX/TSLAX |
tokenized_stocks_dex |
0.64 |
0.30 |
20% |
0.306 |
2/2 |
0.279 |
| NVDA/TSLA |
stocks_megacap_us |
0.74 |
0.72 |
86% |
0.422 |
2/3 |
0.259 |
| COINX/METAX |
tokenized_stocks_dex |
0.37 |
-0.46 |
26% |
0.350 |
2/2 |
0.248 |
| SPYX/TSLAX |
tokenized_stocks_dex |
0.65 |
0.56 |
13% |
0.354 |
2/2 |
0.247 |
| ZS=F/ZW=F |
agri_traditional |
0.37 |
-0.56 |
21% |
0.334 |
2/2 |
0.240 |
| CRV/UNI |
dexes |
0.30 |
-0.33 |
101% |
0.459 |
2/2 |
0.234 |
| SEI/SUI |
layer_1_alts |
0.59 |
0.10 |
58% |
0.395 |
2/2 |
0.214 |
| RENDER/VIRTUAL |
ai |
0.72 |
0.42 |
87% |
0.486 |
2/2 |
0.196 |
| AMZN/JPM |
stocks_megacap_us |
0.22 |
-0.80 |
34% |
0.329 |
2/2 |
0.181 |
| BRK-B/META |
stocks_megacap_us |
0.75 |
0.80 |
43% |
0.440 |
2/3 |
0.174 |
| JPM/TSLA |
stocks_megacap_us |
0.46 |
-0.04 |
72% |
0.424 |
2/2 |
0.154 |
| META/MSFT |
stocks_megacap_us |
0.79 |
0.78 |
49% |
0.415 |
2/2 |
0.131 |
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 |
0.469 |
| 2 |
SOL/XRP |
majors |
⚪ mid |
0.35 |
43% |
0.419 |
0.030 |
3/3 |
0.133 |
0.443 |
| 3 |
AR/FIL |
depin |
⚪ mid |
0.62 |
56% |
0.378 |
0.022 |
3/3 |
0.241 |
0.439 |
| 4 |
AMZN/BRK-B |
stocks_megacap_us |
⚪ mid |
0.79 |
48% |
0.482 |
0.245 |
3/3 |
0.148 |
0.350 |
| 5 |
AAPLX/TSLAX |
tokenized_stocks_dex |
⚪ mid |
0.79 |
12% |
0.220 |
0.023 |
2/2 |
0.069 |
0.314 |
| 6 |
NVDAX/TSLAX |
tokenized_stocks_dex |
⚪ mid |
0.64 |
20% |
0.306 |
0.003 |
2/2 |
0.056 |
0.279 |
| 7 |
NVDA/TSLA |
stocks_megacap_us |
⚪ mid |
0.74 |
86% |
0.422 |
0.114 |
2/3 |
0.100 |
0.259 |
| 8 |
COINX/METAX |
tokenized_stocks_dex |
⚪ mid |
0.37 |
26% |
0.350 |
0.045 |
2/2 |
0.059 |
0.248 |
| 9 |
AMZN/META |
stocks_megacap_us |
🔴 top |
1.03 |
40% |
0.400 |
0.117 |
2/3 |
0.006 |
0.247 |
| 10 |
SPYX/TSLAX |
tokenized_stocks_dex |
⚪ mid |
0.65 |
13% |
0.354 |
0.077 |
2/2 |
0.001 |
0.247 |
| 11 |
ZS=F/ZW=F |
agri_traditional |
⚪ mid |
0.37 |
21% |
0.334 |
0.029 |
2/2 |
0.084 |
0.240 |
| 12 |
AAPL/AMZN |
stocks_megacap_us |
🔴 top |
0.84 |
36% |
0.415 |
0.048 |
2/2 |
0.019 |
0.240 |
| 13 |
CRV/UNI |
dexes |
⚪ mid |
0.30 |
101% |
0.459 |
0.133 |
2/2 |
0.137 |
0.234 |
| 14 |
FET/WLD |
ai |
🟢 bottom |
-0.03 |
163% |
0.470 |
0.428 |
2/2 |
0.203 |
0.224 |
| 15 |
SEI/SUI |
layer_1_alts |
⚪ mid |
0.59 |
58% |
0.395 |
0.015 |
2/2 |
0.177 |
0.214 |
| 16 |
RENDER/VIRTUAL |
ai |
⚪ mid |
0.72 |
87% |
0.486 |
0.000 |
2/2 |
0.191 |
0.196 |
| 17 |
QQQX/TSLAX |
tokenized_stocks_dex |
🔴 top |
1.02 |
18% |
0.325 |
0.175 |
2/2 |
0.118 |
0.191 |
| 18 |
AMZNX/NVDAX |
tokenized_stocks_dex |
🟢 bottom |
-0.00 |
15% |
0.354 |
0.241 |
2/2 |
0.046 |
0.188 |
| 19 |
AMZN/JPM |
stocks_megacap_us |
⚪ mid |
0.22 |
34% |
0.329 |
0.091 |
2/2 |
0.220 |
0.181 |
| 20 |
BRK-B/META |
stocks_megacap_us |
⚪ mid |
0.75 |
43% |
0.440 |
0.028 |
2/3 |
0.142 |
0.174 |
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% |
-5.5% |
0.0% |
26.0% |
| SOL/XRP |
majors |
0 / 1 |
+0.0% |
-3.8% |
0.0% |
29.7% |
| AR/FIL |
depin |
0 / 1 |
+0.0% |
+20.4% |
0.0% |
48.9% |
| 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% |
| 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% |
| COINX/METAX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| AMZN/META |
stocks_megacap_us |
1 / 0 |
-10.7% |
+0.0% |
20.1% |
0.0% |
| SPYX/TSLAX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| ZS=F/ZW=F |
agri_traditional |
1 / 1 |
+13.1% |
+2.8% |
7.7% |
7.8% |
| AAPL/AMZN |
stocks_megacap_us |
1 / 0 |
+4.0% |
+0.0% |
18.5% |
0.0% |
| CRV/UNI |
dexes |
2 / 1 |
+126.5% |
+56.3% |
33.1% |
1.3% |
| FET/WLD |
ai |
2 / 2 |
+223.2% |
+29.4% |
29.4% |
41.2% |
| SEI/SUI |
layer_1_alts |
0 / 1 |
+0.0% |
-15.1% |
0.0% |
43.4% |
| RENDER/VIRTUAL |
ai |
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% |
| AMZNX/NVDAX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| AMZN/JPM |
stocks_megacap_us |
1 / 2 |
+21.1% |
+29.7% |
6.3% |
7.5% |
| BRK-B/META |
stocks_megacap_us |
2 / 1 |
+28.0% |
+25.3% |
2.7% |
6.7% |
| MSFTX/TSLAX |
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% |
| JPM/TSLA |
stocks_megacap_us |
0 / 1 |
+0.0% |
+15.0% |
0.0% |
25.2% |
| GC=F/PA=F |
precious_metals_traditional |
1 / 0 |
-5.5% |
+0.0% |
17.1% |
0.0% |
| MSFTX/NVDAX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| META/MSFT |
stocks_megacap_us |
1 / 0 |
+7.6% |
+0.0% |
14.4% |
0.0% |
| AAPLX/QQQX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| BRK-B/MSFT |
stocks_megacap_us |
1 / 0 |
-2.6% |
+0.0% |
21.2% |
0.0% |
| GLDX/METAX |
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 |
-9.6% |
+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, 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 0.584 > 0.5 |
| BNB/BTC |
majors |
hurst 0.523 > 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 0.715 > 0.7 |
| ETH/XRP |
majors |
touches 1/2 below 2 per side |
| BNB/SOL |
majors |
touches 1/1 below 2 per side |
| BNB/XRP |
majors |
adf_pvalue 0.830 > 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 0.848 > 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 0.997 > 0.7 |
| APT/AVAX |
layer_1_alts |
adf_pvalue 0.841 > 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 0.976 > 0.7 |
| NEAR/SEI |
layer_1_alts |
hurst 0.502 > 0.5 |
| APT/SUI |
layer_1_alts |
touches 1/1 below 2 per side |
| APT/SEI |
layer_1_alts |
adf_pvalue 0.711 > 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=$2.0M, B=$0.7M) |
| ARB/MANTA |
layer_2 |
24h volume below $1M (A=$2.0M, B=$0.5M) |
| ARB/METIS |
layer_2 |
24h volume below $1M (A=$2.0M, B=$0.8M) |
| 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.