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PairScan Screening — 2026-06-27

PairScan Screening — 2026-06-27

Сгенерировано: 2026-06-27 18:00 UTC. Окно: 540d. Источники: binance×76, yfinance×22, geckoterminal×12, bybit×1. Quote: USDT.

  • Скринилось пар: 319
  • Прошли фильтры: 33 (🟢 bottom: 3, 🔴 top: 10)
  • Монет в работе: 111 / пропущено (нет на бирже): 2 — USTB, MTBILL

Сигналы прямо сейчас

🟢 Bottom zone — вход в покупку A (3 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
DYDX/JTO dexes -0.19 -2.38 117% 0.415 3/3 0.555
AMZN/JPM stocks_megacap_us -0.12 -1.87 35% 0.330 2/2 0.157
AAPLX/QQQX tokenized_stocks_dex -0.60 -3.24 9% 0.359 2/2 0.062

🔴 Top zone — фиксация (продать A в B) (10 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
AAPL/AMZN stocks_megacap_us 0.82 0.92 36% 0.412 2/2 0.234
SPYX/TSLAX tokenized_stocks_dex 0.97 1.48 13% 0.308 2/2 0.232
AMZN/META stocks_megacap_us 0.99 1.82 40% 0.407 2/3 0.220
JUP/SNX dexes 1.41 2.44 117% 0.426 2/2 0.206
BRK-B/META stocks_megacap_us 0.91 1.33 43% 0.442 2/3 0.163
ONDO/POLYX rwa 1.08 1.93 65% 0.428 2/2 0.136
GC=F/PA=F precious_metals_traditional 0.97 1.48 42% 0.384 2/2 0.114
META/MSFT stocks_megacap_us 0.81 0.87 49% 0.419 2/2 0.105
BRK-B/MSFT stocks_megacap_us 1.06 2.14 47% 0.512 2/2 0.066
AAPL/BRK-B stocks_megacap_us 0.83 1.06 52% 0.490 2/2 0.062

⚪ Mid zone — наблюдаем (20 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
NVDAX/TSLAX tokenized_stocks_dex 0.36 -0.25 14% 0.219 3/3 0.568
BONK/FLOKI memes_majors 0.31 -0.69 43% 0.317 4/3 0.551
JPM/NVDA stocks_megacap_us 0.35 -0.21 49% 0.348 3/3 0.455
SOL/XRP majors 0.56 0.40 42% 0.411 3/3 0.449
AMZN/BRK-B stocks_megacap_us 0.61 0.37 48% 0.483 3/3 0.383
AAPLX/TSLAX tokenized_stocks_dex 0.37 -0.40 14% 0.163 2/2 0.321
ATOM/ICP interop 0.39 -0.36 65% 0.371 3/2 0.290
BONK/PEPE memes_majors 0.45 -0.16 60% 0.411 3/2 0.265
NVDA/TSLA stocks_megacap_us 0.73 0.67 86% 0.422 2/3 0.249
RENDER/WLD ai 0.26 -0.38 172% 0.465 2/2 0.239
FET/WLD ai 0.20 -1.31 169% 0.478 2/2 0.232
ZS=F/ZW=F agri_traditional 0.61 0.24 21% 0.333 2/2 0.222
FLOKI/PEPE memes_majors 0.66 0.39 46% 0.434 2/2 0.207
SEI/SUI layer_1_alts 0.58 0.05 57% 0.397 2/2 0.200
RENDER/VIRTUAL ai 0.79 0.57 86% 0.486 2/2 0.191
AMZNX/NVDAX tokenized_stocks_dex 0.23 -0.45 15% 0.326 2/2 0.183
MSFTX/NVDAX tokenized_stocks_dex 0.38 -0.45 17% 0.357 2/2 0.172
MSFTX/TSLAX tokenized_stocks_dex 0.24 -0.61 19% 0.364 2/2 0.160
GLDX/METAX tokenized_stocks_dex 0.41 0.10 16% 0.495 2/2 0.135
JPM/TSLA stocks_megacap_us 0.65 0.55 71% 0.427 2/2 0.132

Топ-20 по composite score

# Pair Sector Zone Position Range % Hurst ADF p Touches Slope Score
1 NVDAX/TSLAX tokenized_stocks_dex ⚪ mid 0.36 14% 0.219 0.007 3/3 0.016 0.568
2 DYDX/JTO dexes 🟢 bottom -0.19 117% 0.415 0.206 3/3 0.051 0.555
3 BONK/FLOKI memes_majors ⚪ mid 0.31 43% 0.317 0.044 4/3 0.012 0.551
4 JPM/NVDA stocks_megacap_us ⚪ mid 0.35 49% 0.348 0.023 3/3 0.179 0.455
5 SOL/XRP majors ⚪ mid 0.56 42% 0.411 0.005 3/3 0.113 0.449
6 AMZN/BRK-B stocks_megacap_us ⚪ mid 0.61 48% 0.483 0.069 3/3 0.151 0.383
7 AAPLX/TSLAX tokenized_stocks_dex ⚪ mid 0.37 14% 0.163 0.032 2/2 0.060 0.321
8 ATOM/ICP interop ⚪ mid 0.39 65% 0.371 0.012 3/2 0.049 0.290
9 BONK/PEPE memes_majors ⚪ mid 0.45 60% 0.411 0.033 3/2 0.033 0.265
10 NVDA/TSLA stocks_megacap_us ⚪ mid 0.73 86% 0.422 0.110 2/3 0.093 0.249
11 RENDER/WLD ai ⚪ mid 0.26 172% 0.465 0.187 2/2 0.281 0.239
12 AAPL/AMZN stocks_megacap_us 🔴 top 0.82 36% 0.412 0.041 2/2 0.016 0.234
13 FET/WLD ai ⚪ mid 0.20 169% 0.478 0.285 2/2 0.231 0.232
14 SPYX/TSLAX tokenized_stocks_dex 🔴 top 0.97 13% 0.308 0.202 2/2 0.006 0.232
15 ZS=F/ZW=F agri_traditional ⚪ mid 0.61 21% 0.333 0.022 2/2 0.084 0.222
16 AMZN/META stocks_megacap_us 🔴 top 0.99 40% 0.407 0.141 2/3 0.022 0.220
17 FLOKI/PEPE memes_majors ⚪ mid 0.66 46% 0.434 0.112 2/2 0.045 0.207
18 JUP/SNX dexes 🔴 top 1.41 117% 0.426 0.232 2/2 0.209 0.206
19 SEI/SUI layer_1_alts ⚪ mid 0.58 57% 0.397 0.025 2/2 0.158 0.200
20 RENDER/VIRTUAL ai ⚪ mid 0.79 86% 0.486 0.000 2/2 0.175 0.191

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
NVDAX/TSLAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
DYDX/JTO dexes 2 / 3 +181.7% +124.7% 23.4% 57.8%
BONK/FLOKI memes_majors 1 / 1 +62.9% +4.6% 14.9% 9.8%
JPM/NVDA stocks_megacap_us 0 / 1 +0.0% +5.0% 0.0% 26.0%
SOL/XRP majors 0 / 1 +0.0% +0.3% 0.0% 29.7%
AMZN/BRK-B stocks_megacap_us 1 / 0 +3.3% +0.0% 18.1% 0.0%
AAPLX/TSLAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
ATOM/ICP interop 3 / 2 +214.6% +174.2% 23.5% 31.8%
BONK/PEPE memes_majors 1 / 2 +45.4% +63.9% 7.6% 31.7%
NVDA/TSLA stocks_megacap_us 1 / 0 +5.9% +0.0% 10.5% 0.0%
RENDER/WLD ai 1 / 1 +26.9% +6.7% 56.8% 33.5%
AAPL/AMZN stocks_megacap_us 1 / 0 -0.6% +0.0% 20.2% 0.0%
FET/WLD ai 2 / 2 +216.8% +60.0% 29.4% 41.2%
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% +7.5% 7.7% 7.8%
AMZN/META stocks_megacap_us 1 / 0 -9.5% +0.0% 20.1% 0.0%
FLOKI/PEPE memes_majors 0 / 1 +0.0% +19.6% 0.0% 36.9%
JUP/SNX dexes 2 / 1 +30.5% +70.6% 51.0% 58.7%
SEI/SUI layer_1_alts 0 / 1 +0.0% -15.9% 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%
MSFTX/NVDAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
BRK-B/META stocks_megacap_us 2 / 1 +20.8% +25.3% 5.6% 6.7%
MSFTX/TSLAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
AMZN/JPM stocks_megacap_us 1 / 2 +21.1% +11.2% 6.3% 12.1%
ONDO/POLYX rwa 0 / 0 +0.0% +0.0% 0.0% 0.0%
GLDX/METAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
JPM/TSLA stocks_megacap_us 0 / 1 +0.0% +26.5% 0.0% 25.2%
GC=F/PA=F precious_metals_traditional 1 / 0 -7.5% +0.0% 17.1% 0.0%
META/MSFT stocks_megacap_us 1 / 0 +2.3% +0.0% 15.3% 0.0%
BRK-B/MSFT stocks_megacap_us 1 / 0 -9.1% +0.0% 26.1% 0.0%
AAPL/BRK-B stocks_megacap_us 1 / 0 -7.5% +0.0% 23.6% 0.0%
AAPLX/QQQX 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 (300)

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

Pair Sector Reason
AAPLX/MSTRX tokenized_stocks_dex peg drift +3.77% on MSTRX vs MSTR (3d-median 1.63%, max 3.0%)
MSFTX/MSTRX tokenized_stocks_dex peg drift +3.77% on MSTRX vs MSTR (3d-median 1.63%, max 3.0%)
GOOGLX/MSTRX tokenized_stocks_dex peg drift +3.77% on MSTRX vs MSTR (3d-median 1.63%, max 3.0%)
MSTRX/NVDAX tokenized_stocks_dex peg drift +3.77% on MSTRX vs MSTR (3d-median 1.63%, max 3.0%)
AMZNX/MSTRX tokenized_stocks_dex peg drift +3.77% on MSTRX vs MSTR (3d-median 1.63%, max 3.0%)
METAX/MSTRX tokenized_stocks_dex peg drift +3.77% on MSTRX vs MSTR (3d-median 1.63%, max 3.0%)
COINX/MSTRX tokenized_stocks_dex peg drift +3.77% on MSTRX vs MSTR (3d-median 1.63%, max 3.0%)
MSTRX/SPYX tokenized_stocks_dex peg drift +3.77% on MSTRX vs MSTR (3d-median 1.63%, max 3.0%)
MSTRX/QQQX tokenized_stocks_dex peg drift +3.77% on MSTRX vs MSTR (3d-median 1.63%, max 3.0%)
GLDX/MSTRX tokenized_stocks_dex peg drift +3.77% on MSTRX vs MSTR (3d-median 1.63%, max 3.0%)
MSTRX/TSLAX tokenized_stocks_dex peg drift +3.77% on MSTRX vs MSTR (3d-median 1.63%, max 3.0%)
BTC/MSTRX cross_asset_btc_proxy peg drift +3.77% on MSTRX vs MSTR (3d-median 1.63%, max 3.0%)
ETH/MSTRX cross_asset_btc_proxy peg drift +3.77% on MSTRX vs MSTR (3d-median 1.63%, max 3.0%)
MSTRX/SPYX cross_asset_btc_proxy peg drift +3.77% on MSTRX vs MSTR (3d-median 1.63%, max 3.0%)
BTC/ETH majors hurst 0.580 > 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 0.558 > 0.5
ETH/SOL majors touches 1/1 below 2 per side
ETH/XRP majors touches 1/1 below 2 per side
BNB/SOL majors adf_pvalue 0.717 > 0.7
BNB/XRP majors adf_pvalue 0.817 > 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 0.851 > 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 0.718 > 0.7
APT/AVAX layer_1_alts adf_pvalue 0.917 > 0.7
... ещё 270 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.