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PairScan Screening — 2026-06-29

PairScan Screening — 2026-06-29

Сгенерировано: 2026-06-29 00:00 UTC. Окно: 540d. Источники: binance×76, yfinance×22, geckoterminal×12, bybit×1. Quote: USDT.

  • Скринилось пар: 333
  • Прошли фильтры: 31 (🟢 bottom: 4, 🔴 top: 9)
  • Монет в работе: 111 / пропущено (нет на бирже): 2 — USTB, MTBILL

Сигналы прямо сейчас

🟢 Bottom zone — вход в покупку A (4 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
DYDX/JTO dexes -0.26 -2.63 119% 0.415 3/3 0.368
AMZN/JPM stocks_megacap_us 0.02 -1.41 35% 0.331 2/2 0.150
NVDAX/SPYX tokenized_stocks_dex -0.11 -1.70 13% 0.357 3/2 0.144
AAPLX/QQQX tokenized_stocks_dex 0.00 -1.43 9% 0.348 2/2 0.124

🔴 Top zone — фиксация (продать A в B) (9 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
SPYX/TSLAX tokenized_stocks_dex 0.95 1.40 13% 0.305 2/2 0.225
AAPL/AMZN stocks_megacap_us 0.84 0.99 36% 0.412 2/2 0.224
JUP/SNX dexes 1.15 1.77 120% 0.423 2/2 0.203
AMZN/META stocks_megacap_us 1.02 1.91 40% 0.408 2/3 0.189
BRK-B/META stocks_megacap_us 0.94 1.41 43% 0.443 2/3 0.152
ONDO/POLYX rwa 0.97 1.57 65% 0.429 2/2 0.082
GC=F/PA=F precious_metals_traditional 0.96 1.45 42% 0.384 2/2 0.046
BRK-B/MSFT stocks_megacap_us 0.98 1.84 47% 0.512 2/2 0.020
AAPL/BRK-B stocks_megacap_us 0.85 1.13 52% 0.489 2/2 -0.007

⚪ Mid zone — наблюдаем (18 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
NVDAX/TSLAX tokenized_stocks_dex 0.34 -0.39 13% 0.199 4/4 0.588
SOL/XRP majors 0.55 0.35 42% 0.409 3/3 0.326
JPM/NVDA stocks_megacap_us 0.35 -0.23 49% 0.348 3/3 0.326
AAPLX/TSLAX tokenized_stocks_dex 0.78 0.96 14% 0.168 2/2 0.317
ATOM/ICP interop 0.42 -0.28 65% 0.370 3/2 0.285
AMZN/BRK-B stocks_megacap_us 0.62 0.40 48% 0.483 3/3 0.245
NVDA/TSLA stocks_megacap_us 0.68 0.51 86% 0.422 2/3 0.232
ZS=F/ZW=F agri_traditional 0.64 0.35 21% 0.333 2/2 0.218
RENDER/WLD ai 0.29 -0.28 172% 0.466 2/2 0.211
SEI/SUI layer_1_alts 0.49 -0.21 57% 0.396 2/2 0.194
FET/WLD ai 0.26 -1.12 169% 0.479 2/2 0.193
RENDER/VIRTUAL ai 0.77 0.52 86% 0.486 2/2 0.192
MSFTX/NVDAX tokenized_stocks_dex 0.37 -0.45 16% 0.355 2/2 0.154
GLDX/METAX tokenized_stocks_dex 0.32 -0.20 15% 0.469 2/2 0.151
AMZNX/NVDAX tokenized_stocks_dex 0.25 -0.38 16% 0.323 2/2 0.147
MSFTX/TSLAX tokenized_stocks_dex 0.26 -0.55 19% 0.360 2/2 0.131
JPM/TSLA stocks_megacap_us 0.59 0.37 71% 0.427 2/2 0.121
META/MSFT stocks_megacap_us 0.71 0.50 49% 0.419 2/2 0.084

Топ-20 по composite score

# Pair Sector Zone Position Range % Hurst ADF p Touches Slope Score
1 NVDAX/TSLAX tokenized_stocks_dex ⚪ mid 0.34 13% 0.199 0.002 4/4 0.001 0.588
2 DYDX/JTO dexes 🟢 bottom -0.26 119% 0.415 0.292 3/3 0.046 0.368
3 SOL/XRP majors ⚪ mid 0.55 42% 0.409 0.005 3/3 0.106 0.326
4 JPM/NVDA stocks_megacap_us ⚪ mid 0.35 49% 0.348 0.023 3/3 0.179 0.326
5 AAPLX/TSLAX tokenized_stocks_dex ⚪ mid 0.78 14% 0.168 0.020 2/2 0.062 0.317
6 ATOM/ICP interop ⚪ mid 0.42 65% 0.370 0.009 3/2 0.055 0.285
7 AMZN/BRK-B stocks_megacap_us ⚪ mid 0.62 48% 0.483 0.068 3/3 0.151 0.245
8 NVDA/TSLA stocks_megacap_us ⚪ mid 0.68 86% 0.422 0.105 2/3 0.092 0.232
9 SPYX/TSLAX tokenized_stocks_dex 🔴 top 0.95 13% 0.305 0.135 2/2 0.005 0.225
10 AAPL/AMZN stocks_megacap_us 🔴 top 0.84 36% 0.412 0.045 2/2 0.017 0.224
11 ZS=F/ZW=F agri_traditional ⚪ mid 0.64 21% 0.333 0.022 2/2 0.084 0.218
12 RENDER/WLD ai ⚪ mid 0.29 172% 0.466 0.179 2/2 0.277 0.211
13 JUP/SNX dexes 🔴 top 1.15 120% 0.423 0.149 2/2 0.208 0.203
14 SEI/SUI layer_1_alts ⚪ mid 0.49 57% 0.396 0.033 2/2 0.155 0.194
15 FET/WLD ai ⚪ mid 0.26 169% 0.479 0.254 2/2 0.235 0.193
16 RENDER/VIRTUAL ai ⚪ mid 0.77 86% 0.486 0.000 2/2 0.169 0.192
17 AMZN/META stocks_megacap_us 🔴 top 1.02 40% 0.408 0.154 2/3 0.024 0.189
18 MSFTX/NVDAX tokenized_stocks_dex ⚪ mid 0.37 16% 0.355 0.096 2/2 0.116 0.154
19 BRK-B/META stocks_megacap_us 🔴 top 0.94 43% 0.443 0.057 2/3 0.126 0.152
20 GLDX/METAX tokenized_stocks_dex ⚪ mid 0.32 15% 0.469 0.026 2/2 0.046 0.151

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% +102.1% 23.4% 57.8%
SOL/XRP majors 0 / 1 +0.0% +2.1% 0.0% 29.7%
JPM/NVDA stocks_megacap_us 0 / 1 +0.0% +9.2% 0.0% 26.0%
AAPLX/TSLAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
ATOM/ICP interop 3 / 2 +211.4% +174.2% 23.5% 31.8%
AMZN/BRK-B stocks_megacap_us 1 / 0 +3.0% +0.0% 18.1% 0.0%
NVDA/TSLA stocks_megacap_us 1 / 0 +8.9% +0.0% 10.5% 0.0%
SPYX/TSLAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
AAPL/AMZN stocks_megacap_us 1 / 0 -0.4% +0.0% 20.2% 0.0%
ZS=F/ZW=F agri_traditional 1 / 1 +13.1% +8.3% 7.7% 7.8%
RENDER/WLD ai 1 / 1 +26.9% +10.0% 56.8% 33.5%
JUP/SNX dexes 2 / 1 +56.7% +70.6% 51.0% 58.7%
SEI/SUI layer_1_alts 0 / 1 +0.0% -18.7% 0.0% 43.4%
FET/WLD ai 2 / 2 +224.4% +68.7% 29.4% 41.2%
RENDER/VIRTUAL ai 0 / 0 +0.0% +0.0% 0.0% 0.0%
AMZN/META stocks_megacap_us 1 / 0 -10.5% +0.0% 20.1% 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 +19.8% +25.3% 6.4% 6.7%
GLDX/METAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
AMZN/JPM stocks_megacap_us 1 / 2 +21.1% +15.1% 6.3% 12.1%
AMZNX/NVDAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
NVDAX/SPYX 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%
AAPLX/QQQX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
JPM/TSLA stocks_megacap_us 0 / 1 +0.0% +22.7% 0.0% 25.2%
META/MSFT stocks_megacap_us 1 / 0 +9.0% +0.0% 15.3% 0.0%
ONDO/POLYX rwa 0 / 0 +0.0% +0.0% 0.0% 0.0%
GC=F/PA=F precious_metals_traditional 1 / 0 -7.1% +0.0% 17.1% 0.0%
BRK-B/MSFT stocks_megacap_us 1 / 0 -6.0% +0.0% 26.1% 0.0%
AAPL/BRK-B stocks_megacap_us 1 / 0 -7.4% +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 0.579 > 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 touches 1/1 below 2 per side
BNB/XRP majors adf_pvalue 0.792 > 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 0.872 > 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 0.958 > 0.7
APT/AVAX layer_1_alts adf_pvalue 0.922 > 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 0.946 > 0.7
NEAR/SEI layer_1_alts adf_pvalue 0.958 > 0.7
APT/SUI layer_1_alts touches 1/1 below 2 per side
APT/SEI layer_1_alts adf_pvalue 0.708 > 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 hurst 0.519 > 0.5
ARB/METIS layer_2 24h volume below $1M (A=$1.5M, B=$0.2M)
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.