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PairScan Screening — 2026-06-22

PairScan Screening — 2026-06-22

Сгенерировано: 2026-06-22 00:00 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
DYDX/JTO dexes -0.32 -2.73 112% 0.418 3/3 0.504
JPM/NVDA stocks_megacap_us 0.09 -1.09 49% 0.352 3/3 0.462
RENDER/WLD ai 0.05 -1.13 172% 0.459 2/2 0.230
FET/WLD ai -0.05 -2.22 169% 0.472 2/2 0.211
AMZNX/NVDAX tokenized_stocks_dex -0.01 -1.22 15% 0.352 2/2 0.180
MSFTX/TSLAX tokenized_stocks_dex 0.03 -1.30 19% 0.385 2/2 0.168
NVDAX/QQQX tokenized_stocks_dex 0.01 -1.56 12% 0.331 2/2 0.157
AAPLX/QQQX tokenized_stocks_dex 0.10 -1.28 9% 0.380 2/2 0.126
MSFTX/NVDAX tokenized_stocks_dex -0.01 -1.70 17% 0.364 2/2 0.124
MSFTX/SPYX tokenized_stocks_dex -0.10 -2.43 16% 0.408 3/2 0.043

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

Pair Sector Position Z-score Range % Hurst Touches Score
AAPLX/TSLAX tokenized_stocks_dex 0.95 1.22 12% 0.203 2/2 0.316
AMZN/META stocks_megacap_us 1.03 1.94 40% 0.400 2/3 0.241
AAPL/AMZN stocks_megacap_us 0.84 1.01 36% 0.415 2/2 0.235
GC=F/PA=F precious_metals_traditional 0.90 1.28 42% 0.384 2/2 0.138
BRK-B/MSFT stocks_megacap_us 0.89 1.58 47% 0.513 2/2 0.085
AAPL/BRK-B stocks_megacap_us 1.02 1.72 51% 0.492 2/2 0.032

⚪ Mid zone — наблюдаем (15 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
AR/FIL depin 0.56 0.09 56% 0.378 3/3 0.436
SOL/XRP majors 0.38 -0.20 43% 0.418 3/3 0.424
AMZN/BRK-B stocks_megacap_us 0.79 1.03 48% 0.482 3/3 0.350
NVDAX/TSLAX tokenized_stocks_dex 0.70 0.51 19% 0.291 2/2 0.284
NVDA/TSLA stocks_megacap_us 0.74 0.72 86% 0.422 2/3 0.251
SPYX/TSLAX tokenized_stocks_dex 0.71 0.77 13% 0.343 2/2 0.249
ZS=F/ZW=F agri_traditional 0.37 -0.56 21% 0.334 2/2 0.235
CRV/UNI dexes 0.26 -0.47 101% 0.459 2/2 0.226
SEI/SUI layer_1_alts 0.65 0.28 58% 0.395 2/2 0.210
RENDER/VIRTUAL ai 0.73 0.45 87% 0.486 2/2 0.192
AMZN/JPM stocks_megacap_us 0.22 -0.80 34% 0.329 2/2 0.176
BRK-B/META stocks_megacap_us 0.75 0.80 43% 0.440 2/3 0.171
JPM/TSLA stocks_megacap_us 0.46 -0.04 72% 0.424 2/2 0.150
META/MSFT stocks_megacap_us 0.79 0.78 49% 0.415 2/2 0.128
GLDX/METAX tokenized_stocks_dex 0.21 -0.59 17% 0.435 2/2 0.084

Топ-20 по composite score

# Pair Sector Zone Position Range % Hurst ADF p Touches Slope Score
1 DYDX/JTO dexes 🟢 bottom -0.32 112% 0.418 0.370 3/3 0.060 0.504
2 JPM/NVDA stocks_megacap_us 🟢 bottom 0.09 49% 0.352 0.029 3/3 0.191 0.462
3 AR/FIL depin ⚪ mid 0.56 56% 0.378 0.014 3/3 0.238 0.436
4 SOL/XRP majors ⚪ mid 0.38 43% 0.418 0.106 3/3 0.130 0.424
5 AMZN/BRK-B stocks_megacap_us ⚪ mid 0.79 48% 0.482 0.245 3/3 0.148 0.350
6 AAPLX/TSLAX tokenized_stocks_dex 🔴 top 0.95 12% 0.203 0.022 2/2 0.067 0.316
7 NVDAX/TSLAX tokenized_stocks_dex ⚪ mid 0.70 19% 0.291 0.001 2/2 0.050 0.284
8 NVDA/TSLA stocks_megacap_us ⚪ mid 0.74 86% 0.422 0.114 2/3 0.100 0.251
9 SPYX/TSLAX tokenized_stocks_dex ⚪ mid 0.71 13% 0.343 0.071 2/2 0.002 0.249
10 AMZN/META stocks_megacap_us 🔴 top 1.03 40% 0.400 0.117 2/3 0.006 0.241
11 ZS=F/ZW=F agri_traditional ⚪ mid 0.37 21% 0.334 0.029 2/2 0.084 0.235
12 AAPL/AMZN stocks_megacap_us 🔴 top 0.84 36% 0.415 0.048 2/2 0.019 0.235
13 RENDER/WLD ai 🟢 bottom 0.05 172% 0.459 0.243 2/2 0.300 0.230
14 CRV/UNI dexes ⚪ mid 0.26 101% 0.459 0.133 2/2 0.139 0.226
15 FET/WLD ai 🟢 bottom -0.05 169% 0.472 0.460 2/2 0.210 0.211
16 SEI/SUI layer_1_alts ⚪ mid 0.65 58% 0.395 0.014 2/2 0.173 0.210
17 RENDER/VIRTUAL ai ⚪ mid 0.73 87% 0.486 0.000 2/2 0.188 0.192
18 AMZNX/NVDAX tokenized_stocks_dex 🟢 bottom -0.01 15% 0.352 0.254 2/2 0.052 0.180
19 AMZN/JPM stocks_megacap_us ⚪ mid 0.22 34% 0.329 0.091 2/2 0.220 0.176
20 BRK-B/META stocks_megacap_us ⚪ mid 0.75 43% 0.440 0.028 2/3 0.142 0.171

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
DYDX/JTO dexes 2 / 3 +181.7% +108.8% 23.4% 57.8%
JPM/NVDA stocks_megacap_us 0 / 1 +0.0% -7.6% 0.0% 26.0%
AR/FIL depin 0 / 1 +0.0% +16.4% 0.0% 48.9%
SOL/XRP majors 0 / 1 +0.0% -3.1% 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%
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%
SPYX/TSLAX 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%
ZS=F/ZW=F agri_traditional 1 / 1 +13.1% +2.8% 7.7% 7.8%
AAPL/AMZN stocks_megacap_us 1 / 0 +3.4% +0.0% 18.5% 0.0%
RENDER/WLD ai 1 / 1 +26.9% -14.0% 56.8% 33.5%
CRV/UNI dexes 2 / 1 +133.0% +56.3% 33.1% 1.3%
FET/WLD ai 2 / 2 +223.1% +24.4% 29.4% 41.2%
SEI/SUI layer_1_alts 0 / 1 +0.0% -12.9% 0.0% 43.4%
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%
AMZN/JPM stocks_megacap_us 1 / 2 +21.1% +30.7% 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 -5.4% +0.0% 17.1% 0.0%
META/MSFT stocks_megacap_us 1 / 0 +6.4% +0.0% 14.4% 0.0%
AAPLX/QQQX tokenized_stocks_dex 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/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 -10.2% +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 (302)

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

Pair Sector Reason
BTC/ETH majors hurst 0.583 > 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 0.708 > 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 0.839 > 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 adf_pvalue 0.704 > 0.7
SEI/SOL layer_1_alts touches 1/1 below 2 per side
AVAX/NEAR layer_1_alts adf_pvalue 0.979 > 0.7
APT/AVAX layer_1_alts adf_pvalue 0.829 > 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 0.502 > 0.5
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 24h volume below $1M (A=$1.9M, B=$0.9M)
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=$1.9M, B=$0.7M)
ARB/MANTA layer_2 24h volume below $1M (A=$1.9M, B=$0.5M)
ARB/METIS layer_2 24h volume below $1M (A=$1.9M, B=$0.3M)
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.