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PairScan Screening — 2026-06-30

PairScan Screening — 2026-06-30

Сгенерировано: 2026-06-30 00:00 UTC. Окно: 540d. Источники: binance×76, yfinance×22, geckoterminal×12, bybit×1. Quote: USDT.

  • Скринилось пар: 333
  • Прошли фильтры: 30 (🟢 bottom: 7, 🔴 top: 7)
  • Монет в работе: 111 / пропущено (нет на бирже): 2 — USTB, MTBILL

Сигналы прямо сейчас

🟢 Bottom zone — вход в покупку A (7 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
NVDAX/TSLAX tokenized_stocks_dex -0.20 -2.24 13% 0.185 5/4 0.590
DYDX/JTO dexes -0.07 -2.00 119% 0.414 3/3 0.417
AAPLX/TSLAX tokenized_stocks_dex 0.13 -1.26 14% 0.176 2/2 0.320
AMZN/JPM stocks_megacap_us 0.12 -1.09 35% 0.332 2/2 0.160
GLDX/METAX tokenized_stocks_dex 0.12 -0.94 15% 0.464 2/2 0.157
MSFTX/TSLAX tokenized_stocks_dex -0.18 -2.12 21% 0.354 2/2 0.084
AAPLX/QQQX tokenized_stocks_dex -0.25 -2.33 10% 0.355 2/2 0.071

🔴 Top zone — фиксация (продать A в B) (7 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
AR/FIL depin 0.82 0.86 53% 0.375 3/3 0.305
AMZNX/MSFTX tokenized_stocks_dex 0.93 1.10 16% 0.343 2/2 0.224
GC=F/PA=F precious_metals_traditional 0.88 1.19 42% 0.383 3/3 0.200
AMZN/META stocks_megacap_us 1.04 2.00 41% 0.408 2/3 0.194
BRK-B/META stocks_megacap_us 0.86 1.16 43% 0.443 2/3 0.162
BRK-B/MSFT stocks_megacap_us 0.99 1.89 47% 0.512 2/2 0.030
AAPL/BRK-B stocks_megacap_us 0.85 1.11 52% 0.489 2/2 0.005

⚪ Mid zone — наблюдаем (16 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
SOL/XRP majors 0.67 0.75 42% 0.408 3/3 0.334
JPM/NVDA stocks_megacap_us 0.32 -0.32 49% 0.348 3/3 0.330
ATOM/ICP interop 0.32 -0.58 65% 0.370 3/2 0.289
BONK/PEPE memes_majors 0.51 0.02 60% 0.411 3/2 0.263
NVDA/TSLA stocks_megacap_us 0.57 0.11 86% 0.422 2/3 0.245
AAPL/AMZN stocks_megacap_us 0.72 0.56 36% 0.411 2/2 0.237
ZS=F/ZW=F agri_traditional 0.66 0.42 21% 0.333 2/2 0.223
RENDER/WLD ai 0.35 -0.07 172% 0.466 2/2 0.222
FET/WLD ai 0.31 -0.95 169% 0.479 2/2 0.210
AMZN/BRK-B stocks_megacap_us 0.71 0.73 48% 0.483 3/3 0.200
SEI/SUI layer_1_alts 0.43 -0.39 57% 0.397 2/2 0.198
RENDER/VIRTUAL ai 0.75 0.49 86% 0.486 2/2 0.195
AMZNX/NVDAX tokenized_stocks_dex 0.45 0.22 15% 0.323 2/2 0.170
MSFTX/NVDAX tokenized_stocks_dex 0.26 -0.76 16% 0.354 2/2 0.157
JPM/TSLA stocks_megacap_us 0.44 -0.11 71% 0.426 2/2 0.128
META/MSFT stocks_megacap_us 0.79 0.80 48% 0.419 2/2 0.088

Топ-20 по composite score

# Pair Sector Zone Position Range % Hurst ADF p Touches Slope Score
1 NVDAX/TSLAX tokenized_stocks_dex 🟢 bottom -0.20 13% 0.185 0.032 5/4 0.011 0.590
2 DYDX/JTO dexes 🟢 bottom -0.07 119% 0.414 0.200 3/3 0.047 0.417
3 SOL/XRP majors ⚪ mid 0.67 42% 0.408 0.004 3/3 0.101 0.334
4 JPM/NVDA stocks_megacap_us ⚪ mid 0.32 49% 0.348 0.029 3/3 0.176 0.330
5 AAPLX/TSLAX tokenized_stocks_dex 🟢 bottom 0.13 14% 0.176 0.037 2/2 0.053 0.320
6 AR/FIL depin 🔴 top 0.82 53% 0.375 0.024 3/3 0.207 0.305
7 ATOM/ICP interop ⚪ mid 0.32 65% 0.370 0.009 3/2 0.060 0.289
8 BONK/PEPE memes_majors ⚪ mid 0.51 60% 0.411 0.034 3/2 0.036 0.263
9 NVDA/TSLA stocks_megacap_us ⚪ mid 0.57 86% 0.422 0.095 2/3 0.092 0.245
10 AAPL/AMZN stocks_megacap_us ⚪ mid 0.72 36% 0.411 0.033 2/2 0.015 0.237
11 AMZNX/MSFTX tokenized_stocks_dex 🔴 top 0.93 16% 0.343 0.061 2/2 0.041 0.224
12 ZS=F/ZW=F agri_traditional ⚪ mid 0.66 21% 0.333 0.027 2/2 0.085 0.223
13 RENDER/WLD ai ⚪ mid 0.35 172% 0.466 0.170 2/2 0.276 0.222
14 FET/WLD ai ⚪ mid 0.31 169% 0.479 0.236 2/2 0.237 0.210
15 GC=F/PA=F precious_metals_traditional 🔴 top 0.88 42% 0.383 0.306 3/3 0.190 0.200
16 AMZN/BRK-B stocks_megacap_us ⚪ mid 0.71 48% 0.483 0.222 3/3 0.152 0.200
17 SEI/SUI layer_1_alts ⚪ mid 0.43 57% 0.397 0.035 2/2 0.154 0.198
18 RENDER/VIRTUAL ai ⚪ mid 0.75 86% 0.486 0.000 2/2 0.167 0.195
19 AMZN/META stocks_megacap_us 🔴 top 1.04 41% 0.408 0.170 2/3 0.028 0.194
20 AMZNX/NVDAX tokenized_stocks_dex ⚪ mid 0.45 15% 0.323 0.202 2/2 0.075 0.170

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% +132.9% 23.4% 57.8%
SOL/XRP majors 0 / 1 +0.0% +6.5% 0.0% 29.7%
JPM/NVDA stocks_megacap_us 0 / 1 +0.0% +9.1% 0.0% 26.0%
AAPLX/TSLAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
AR/FIL depin 1 / 1 -0.2% +23.2% 0.1% 48.9%
ATOM/ICP interop 3 / 2 +229.2% +174.2% 23.5% 31.8%
BONK/PEPE memes_majors 1 / 2 +45.4% +34.7% 7.6% 31.7%
NVDA/TSLA stocks_megacap_us 1 / 0 +16.7% +0.0% 10.5% 0.0%
AAPL/AMZN stocks_megacap_us 1 / 0 +4.3% +0.0% 20.2% 0.0%
AMZNX/MSFTX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
ZS=F/ZW=F agri_traditional 1 / 1 +13.1% +8.7% 7.7% 7.8%
RENDER/WLD ai 1 / 1 +26.9% +16.9% 56.8% 33.5%
FET/WLD ai 2 / 2 +220.5% +77.0% 29.4% 41.2%
GC=F/PA=F precious_metals_traditional 1 / 0 -4.5% +0.0% 17.1% 0.0%
AMZN/BRK-B stocks_megacap_us 1 / 0 -0.7% +0.0% 18.1% 0.0%
SEI/SUI layer_1_alts 0 / 1 +0.0% -21.6% 0.0% 43.4%
RENDER/VIRTUAL ai 0 / 0 +0.0% +0.0% 0.0% 0.0%
AMZN/META stocks_megacap_us 1 / 0 -11.4% +0.0% 20.1% 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 +23.1% +25.3% 6.4% 6.7%
AMZN/JPM stocks_megacap_us 1 / 2 +21.1% +19.1% 6.3% 12.1%
GLDX/METAX 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%
JPM/TSLA stocks_megacap_us 0 / 1 +0.0% +13.2% 0.0% 25.2%
META/MSFT stocks_megacap_us 1 / 0 +5.7% +0.0% 15.3% 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%
BRK-B/MSFT stocks_megacap_us 1 / 0 -6.6% +0.0% 26.1% 0.0%
AAPL/BRK-B stocks_megacap_us 1 / 0 -7.2% +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 (303)

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

Pair Sector Reason
BTC/ETH majors hurst 0.577 > 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 0.557 > 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 0.765 > 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 0.882 > 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 0.951 > 0.7
APT/AVAX layer_1_alts adf_pvalue 0.917 > 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 0.943 > 0.7
NEAR/SEI layer_1_alts adf_pvalue 0.960 > 0.7
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 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 0.514 > 0.5
ARB/METIS layer_2 24h volume below $1M (A=$6.4M, B=$0.1M)
MATIC/OP layer_2 history 0d < 365d
... ещё 273 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.