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PairScan Screening — 2026-06-28

PairScan Screening — 2026-06-28

Сгенерировано: 2026-06-28 00:00 UTC. Окно: 540d. Источники: binance×76, yfinance×22, geckoterminal×12, bybit×1. Quote: USDT.

  • Скринилось пар: 333
  • Прошли фильтры: 31 (🟢 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 -0.28 -2.69 119% 0.415 3/3 0.503
AMZN/JPM stocks_megacap_us -0.12 -1.87 35% 0.330 2/2 0.147
AAPLX/QQQX tokenized_stocks_dex -0.14 -1.91 9% 0.360 2/2 0.107

🔴 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 0.230
JUP/SNX dexes 1.09 1.56 118% 0.423 2/2 0.217
SPYX/TSLAX tokenized_stocks_dex 0.95 1.42 13% 0.307 2/2 0.211
AMZN/META stocks_megacap_us 0.99 1.82 40% 0.407 2/3 0.203
BRK-B/META stocks_megacap_us 0.91 1.33 43% 0.442 2/3 0.156
ONDO/POLYX rwa 1.02 1.74 65% 0.429 2/2 0.086
META/MSFT stocks_megacap_us 0.81 0.87 49% 0.419 2/2 0.084
GC=F/PA=F precious_metals_traditional 0.97 1.48 42% 0.384 2/2 0.078
AAPL/BRK-B stocks_megacap_us 0.83 1.06 52% 0.490 2/2 0.013
BRK-B/MSFT stocks_megacap_us 1.06 2.14 47% 0.512 2/2 0.011

⚪ Mid zone — наблюдаем (18 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
NVDAX/TSLAX tokenized_stocks_dex 0.35 -0.28 14% 0.218 3/3 0.570
JPM/NVDA stocks_megacap_us 0.35 -0.21 49% 0.348 3/3 0.454
SOL/XRP majors 0.51 0.23 42% 0.409 3/3 0.451
AMZN/BRK-B stocks_megacap_us 0.61 0.37 48% 0.483 3/3 0.374
AAPLX/TSLAX tokenized_stocks_dex 0.71 0.75 14% 0.170 2/2 0.311
ATOM/ICP interop 0.43 -0.25 65% 0.370 3/2 0.288
BONK/PEPE memes_majors 0.42 -0.26 60% 0.411 3/2 0.261
NVDA/TSLA stocks_megacap_us 0.73 0.67 86% 0.422 2/3 0.235
ZS=F/ZW=F agri_traditional 0.61 0.24 21% 0.333 2/2 0.221
RENDER/WLD ai 0.28 -0.30 172% 0.465 2/2 0.218
SEI/SUI layer_1_alts 0.51 -0.15 57% 0.396 2/2 0.197
FET/WLD ai 0.21 -1.27 169% 0.478 2/2 0.197
RENDER/VIRTUAL ai 0.79 0.57 86% 0.486 2/2 0.192
MSFTX/NVDAX tokenized_stocks_dex 0.41 -0.36 17% 0.356 2/2 0.167
AMZNX/NVDAX tokenized_stocks_dex 0.25 -0.40 15% 0.326 2/2 0.157
MSFTX/TSLAX tokenized_stocks_dex 0.26 -0.55 19% 0.363 2/2 0.141
GLDX/METAX tokenized_stocks_dex 0.33 -0.19 16% 0.493 2/2 0.134
JPM/TSLA stocks_megacap_us 0.65 0.55 71% 0.427 2/2 0.123

Топ-20 по composite score

# Pair Sector Zone Position Range % Hurst ADF p Touches Slope Score
1 NVDAX/TSLAX tokenized_stocks_dex ⚪ mid 0.35 14% 0.218 0.007 3/3 0.016 0.570
2 DYDX/JTO dexes 🟢 bottom -0.28 119% 0.415 0.295 3/3 0.048 0.503
3 JPM/NVDA stocks_megacap_us ⚪ mid 0.35 49% 0.348 0.023 3/3 0.179 0.454
4 SOL/XRP majors ⚪ mid 0.51 42% 0.409 0.004 3/3 0.110 0.451
5 AMZN/BRK-B stocks_megacap_us ⚪ mid 0.61 48% 0.483 0.069 3/3 0.151 0.374
6 AAPLX/TSLAX tokenized_stocks_dex ⚪ mid 0.71 14% 0.170 0.043 2/2 0.063 0.311
7 ATOM/ICP interop ⚪ mid 0.43 65% 0.370 0.012 3/2 0.052 0.288
8 BONK/PEPE memes_majors ⚪ mid 0.42 60% 0.411 0.032 3/2 0.034 0.261
9 NVDA/TSLA stocks_megacap_us ⚪ mid 0.73 86% 0.422 0.110 2/3 0.093 0.235
10 AAPL/AMZN stocks_megacap_us 🔴 top 0.82 36% 0.412 0.041 2/2 0.016 0.230
11 ZS=F/ZW=F agri_traditional ⚪ mid 0.61 21% 0.333 0.022 2/2 0.084 0.221
12 RENDER/WLD ai ⚪ mid 0.28 172% 0.465 0.178 2/2 0.279 0.218
13 JUP/SNX dexes 🔴 top 1.09 118% 0.423 0.117 2/2 0.210 0.217
14 SPYX/TSLAX tokenized_stocks_dex 🔴 top 0.95 13% 0.307 0.194 2/2 0.006 0.211
15 AMZN/META stocks_megacap_us 🔴 top 0.99 40% 0.407 0.141 2/3 0.022 0.203
16 SEI/SUI layer_1_alts ⚪ mid 0.51 57% 0.396 0.031 2/2 0.157 0.197
17 FET/WLD ai ⚪ mid 0.21 169% 0.478 0.275 2/2 0.234 0.197
18 RENDER/VIRTUAL ai ⚪ mid 0.79 86% 0.486 0.000 2/2 0.172 0.192
19 MSFTX/NVDAX tokenized_stocks_dex ⚪ mid 0.41 17% 0.356 0.065 2/2 0.123 0.167
20 AMZNX/NVDAX tokenized_stocks_dex ⚪ mid 0.25 15% 0.326 0.225 2/2 0.073 0.157

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% +99.3% 23.4% 57.8%
JPM/NVDA stocks_megacap_us 0 / 1 +0.0% +7.6% 0.0% 26.0%
SOL/XRP majors 0 / 1 +0.0% -0.5% 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 +209.9% +174.2% 23.5% 31.8%
BONK/PEPE memes_majors 1 / 2 +45.4% +53.3% 7.6% 31.7%
NVDA/TSLA stocks_megacap_us 1 / 0 +5.9% +0.0% 10.5% 0.0%
AAPL/AMZN stocks_megacap_us 1 / 0 +0.2% +0.0% 20.2% 0.0%
ZS=F/ZW=F agri_traditional 1 / 1 +13.1% +7.5% 7.7% 7.8%
RENDER/WLD ai 1 / 1 +26.9% +9.1% 56.8% 33.5%
JUP/SNX dexes 2 / 1 +66.6% +70.6% 51.0% 58.7%
SPYX/TSLAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
AMZN/META stocks_megacap_us 1 / 0 -9.5% +0.0% 20.1% 0.0%
SEI/SUI layer_1_alts 0 / 1 +0.0% -18.5% 0.0% 43.4%
FET/WLD ai 2 / 2 +222.0% +61.5% 29.4% 41.2%
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%
AMZNX/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%
AMZN/JPM stocks_megacap_us 1 / 2 +21.1% +11.2% 6.3% 12.1%
MSFTX/TSLAX tokenized_stocks_dex 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%
AAPLX/QQQX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
ONDO/POLYX rwa 0 / 0 +0.0% +0.0% 0.0% 0.0%
META/MSFT stocks_megacap_us 1 / 0 +2.6% +0.0% 15.3% 0.0%
GC=F/PA=F precious_metals_traditional 1 / 0 -6.7% +0.0% 17.1% 0.0%
AAPL/BRK-B stocks_megacap_us 1 / 0 -7.5% +0.0% 23.6% 0.0%
BRK-B/MSFT stocks_megacap_us 1 / 0 -9.1% +0.0% 26.1% 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 0.579 > 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 0.713 > 0.7
BNB/XRP majors adf_pvalue 0.809 > 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 0.839 > 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 0.965 > 0.7
APT/AVAX layer_1_alts adf_pvalue 0.915 > 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 0.997 > 0.7
NEAR/SUI layer_1_alts adf_pvalue 0.949 > 0.7
NEAR/SEI layer_1_alts adf_pvalue 0.959 > 0.7
APT/SUI layer_1_alts touches 1/1 below 2 per side
APT/SEI layer_1_alts adf_pvalue 0.709 > 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 hurst 0.511 > 0.5
ARB/MANTA layer_2 24h volume below $1M (A=$2.6M, B=$0.9M)
ARB/METIS layer_2 24h volume below $1M (A=$2.6M, B=$0.1M)
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.