2026-07-05 · RSS

PairScan Screening — 2026-07-05

Сгенерировано: 2026-07-05 00:00 UTC. Окно: 540d. Источники: binance×76, yfinance×22, geckoterminal×12, bybit×1. Quote: USDT.

Скринилось пар: 309
Прошли фильтры: 37 (🟢 bottom: 6, 🔴 top: 8)
Монет в работе: 111 / пропущено (нет на бирже): 2 — USTB, MTBILL

Сигналы прямо сейчас

🟢 Bottom zone — вход в покупку A (6 пар)

Pair	Sector	Position	Z-score	Range %	Hurst	Touches	Score
NVDAX/TSLAX	tokenized_stocks_dex	0.08	-1.22	14%	0.160	3/3	0.546
DYDX/JTO	dexes	-0.28	-2.73	125%	0.408	3/3	0.507
GLDX/METAX	tokenized_stocks_dex	0.13	-1.04	10%	0.342	2/2	0.221
LDO/RPL	liquid_staking	-0.14	-2.15	106%	0.426	3/2	0.194
CRV/UNI	dexes	0.19	-0.72	101%	0.455	2/2	0.169
AMZN/JPM	stocks_megacap_us	0.11	-1.13	35%	0.332	2/2	0.130

🔴 Top zone — фиксация (продать A в B) (8 пар)

Pair	Sector	Position	Z-score	Range %	Hurst	Touches	Score
AAPLX/TSLAX	tokenized_stocks_dex	1.00	1.72	14%	0.111	2/3	0.316
GC=F/PA=F	precious_metals_traditional	0.89	1.22	41%	0.384	3/3	0.299
AAPLX/QQQX	tokenized_stocks_dex	0.87	1.12	9%	0.252	2/3	0.258
AAPL/AMZN	stocks_megacap_us	0.98	1.43	36%	0.407	2/2	0.213
AMZN/META	stocks_megacap_us	0.95	1.76	41%	0.408	2/3	0.180
BRK-B/META	stocks_megacap_us	0.83	1.06	43%	0.442	2/3	0.159
AAPLX/SPYX	tokenized_stocks_dex	0.94	1.39	10%	0.349	2/2	0.055
BRK-B/MSFT	stocks_megacap_us	0.90	1.57	47%	0.512	2/2	0.033

⚪ Mid zone — наблюдаем (23 пар)

Pair	Sector	Position	Z-score	Range %	Hurst	Touches	Score
BONK/FLOKI	memes_majors	0.48	-0.05	41%	0.314	4/3	0.518
SOL/XRP	majors	0.66	0.74	41%	0.413	3/3	0.454
JPM/NVDA	stocks_megacap_us	0.36	-0.18	48%	0.346	3/3	0.444
AR/FIL	depin	0.73	0.56	52%	0.373	3/3	0.422
AMZN/BRK-B	stocks_megacap_us	0.68	0.61	48%	0.483	3/3	0.360
AMZNX/MSFTX	tokenized_stocks_dex	0.55	0.06	12%	0.312	2/2	0.251
BONK/PEPE	memes_majors	0.45	-0.15	60%	0.412	3/2	0.240
NVDA/TSLA	stocks_megacap_us	0.64	0.37	86%	0.421	2/3	0.232
GOOGLX/NVDAX	tokenized_stocks_dex	0.64	0.82	17%	0.324	2/2	0.222
GOOGLX/NVDAX	cross_asset_btc_techstocks	0.64	0.82	17%	0.324	2/2	0.222
RENDER/WLD	ai	0.37	-0.01	172%	0.468	2/2	0.207
ZS=F/ZW=F	agri_traditional	0.52	-0.04	21%	0.335	2/2	0.202
RENDER/VIRTUAL	ai	0.74	0.46	86%	0.485	2/2	0.197
FET/WLD	ai	0.33	-0.88	169%	0.479	2/2	0.195
FLOKI/PEPE	memes_majors	0.49	-0.15	46%	0.433	2/2	0.186
SEI/SUI	layer_1_alts	0.26	-0.88	57%	0.396	2/2	0.183
MSFTX/NVDAX	tokenized_stocks_dex	0.59	0.24	16%	0.370	2/2	0.158
MSFTX/TSLAX	tokenized_stocks_dex	0.31	-0.60	22%	0.298	2/2	0.148
AMZNX/NVDAX	tokenized_stocks_dex	0.48	0.28	16%	0.319	2/2	0.141
JPM/TSLA	stocks_megacap_us	0.55	0.27	71%	0.425	2/2	0.122
META/MSFT	stocks_megacap_us	0.73	0.59	47%	0.419	2/2	0.085
GOOGLX/MSFTX	tokenized_stocks_dex	0.73	0.39	20%	0.476	2/2	0.039
FLOKI/SHIB	memes_majors	0.23	-0.63	81%	0.493	2/2	0.001

Топ-20 по composite score

#	Pair	Sector	Zone	Position	Range %	Hurst	ADF p	Touches	Slope	Score
1	NVDAX/TSLAX	tokenized_stocks_dex	🟢 bottom	0.08	14%	0.160	0.032	3/3	0.051	0.546
2	BONK/FLOKI	memes_majors	⚪ mid	0.48	41%	0.314	0.079	4/3	0.006	0.518
3	DYDX/JTO	dexes	🟢 bottom	-0.28	125%	0.408	0.289	3/3	0.031	0.507
4	SOL/XRP	majors	⚪ mid	0.66	41%	0.413	0.004	3/3	0.084	0.454
5	JPM/NVDA	stocks_megacap_us	⚪ mid	0.36	48%	0.346	0.015	3/3	0.171	0.444
6	AR/FIL	depin	⚪ mid	0.73	52%	0.373	0.022	3/3	0.191	0.422
7	AMZN/BRK-B	stocks_megacap_us	⚪ mid	0.68	48%	0.483	0.081	3/3	0.155	0.360
8	AAPLX/TSLAX	tokenized_stocks_dex	🔴 top	1.00	14%	0.111	0.036	2/3	0.059	0.316
9	GC=F/PA=F	precious_metals_traditional	🔴 top	0.89	41%	0.384	0.298	3/3	0.188	0.299
10	AAPLX/QQQX	tokenized_stocks_dex	🔴 top	0.87	9%	0.252	0.019	2/3	0.032	0.258
11	AMZNX/MSFTX	tokenized_stocks_dex	⚪ mid	0.55	12%	0.312	0.008	2/2	0.008	0.251
12	BONK/PEPE	memes_majors	⚪ mid	0.45	60%	0.412	0.049	3/2	0.043	0.240
13	NVDA/TSLA	stocks_megacap_us	⚪ mid	0.64	86%	0.421	0.093	2/3	0.089	0.232
14	GOOGLX/NVDAX	tokenized_stocks_dex	⚪ mid	0.64	17%	0.324	0.060	2/2	0.028	0.222
15	GOOGLX/NVDAX	cross_asset_btc_techstocks	⚪ mid	0.64	17%	0.324	0.060	2/2	0.028	0.222
16	GLDX/METAX	tokenized_stocks_dex	🟢 bottom	0.13	10%	0.342	0.005	2/2	0.032	0.221
17	AAPL/AMZN	stocks_megacap_us	🔴 top	0.98	36%	0.407	0.069	2/2	0.014	0.213
18	RENDER/WLD	ai	⚪ mid	0.37	172%	0.468	0.173	2/2	0.271	0.207
19	ZS=F/ZW=F	agri_traditional	⚪ mid	0.52	21%	0.335	0.026	2/2	0.086	0.202
20	RENDER/VIRTUAL	ai	⚪ mid	0.74	86%	0.485	0.000	2/2	0.155	0.197

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%
BONK/FLOKI	memes_majors	1 / 1	+62.9%	+11.9%	14.9%	9.8%
DYDX/JTO	dexes	2 / 3	+181.7%	+60.7%	23.4%	57.8%
SOL/XRP	majors	1 / 1	+4.7%	+14.8%	0.1%	29.7%
JPM/NVDA	stocks_megacap_us	0 / 1	+0.0%	+9.0%	0.0%	26.0%
AR/FIL	depin	1 / 1	+4.8%	-0.7%	4.9%	48.7%
AMZN/BRK-B	stocks_megacap_us	1 / 0	+0.6%	+0.0%	18.1%	0.0%
AAPLX/TSLAX	tokenized_stocks_dex	0 / 0	+0.0%	+0.0%	0.0%	0.0%
GC=F/PA=F	precious_metals_traditional	1 / 0	-4.3%	+0.0%	17.1%	0.0%
AAPLX/QQQX	tokenized_stocks_dex	0 / 0	+0.0%	+0.0%	0.0%	0.0%
AMZNX/MSFTX	tokenized_stocks_dex	0 / 0	+0.0%	+0.0%	0.0%	0.0%
BONK/PEPE	memes_majors	1 / 2	+45.4%	+34.0%	7.6%	31.7%
NVDA/TSLA	stocks_megacap_us	1 / 0	+11.5%	+0.0%	10.5%	0.0%
GOOGLX/NVDAX	tokenized_stocks_dex	0 / 0	+0.0%	+0.0%	0.0%	0.0%
GOOGLX/NVDAX	cross_asset_btc_techstocks	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%
AAPL/AMZN	stocks_megacap_us	1 / 0	-5.5%	+0.0%	20.2%	0.0%
RENDER/WLD	ai	1 / 1	+26.9%	+19.1%	56.8%	33.5%
ZS=F/ZW=F	agri_traditional	1 / 1	+13.1%	+5.8%	7.7%	7.8%
RENDER/VIRTUAL	ai	0 / 0	+0.0%	+0.0%	0.0%	0.0%
FET/WLD	ai	2 / 2	+193.4%	+80.3%	29.4%	41.2%
LDO/RPL	liquid_staking	1 / 1	+48.8%	+0.5%	45.7%	23.7%
FLOKI/PEPE	memes_majors	0 / 1	+0.0%	+5.2%	0.0%	36.9%
SEI/SUI	layer_1_alts	0 / 1	+0.0%	-24.9%	0.0%	43.4%
AMZN/META	stocks_megacap_us	1 / 0	-9.1%	+0.0%	20.1%	0.0%
CRV/UNI	dexes	2 / 2	+147.6%	+57.5%	33.1%	12.3%
BRK-B/META	stocks_megacap_us	2 / 1	+24.6%	+25.3%	6.4%	6.7%
MSFTX/NVDAX	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%
AMZNX/NVDAX	tokenized_stocks_dex	0 / 0	+0.0%	+0.0%	0.0%	0.0%
AMZN/JPM	stocks_megacap_us	1 / 2	+21.1%	+19.7%	6.3%	12.1%
JPM/TSLA	stocks_megacap_us	0 / 1	+0.0%	+20.3%	0.0%	12.9%
META/MSFT	stocks_megacap_us	1 / 0	+3.7%	+0.0%	18.2%	0.0%
AAPLX/SPYX	tokenized_stocks_dex	0 / 0	+0.0%	+0.0%	0.0%	0.0%
GOOGLX/MSFTX	tokenized_stocks_dex	0 / 0	+0.0%	+0.0%	0.0%	0.0%
BRK-B/MSFT	stocks_megacap_us	1 / 0	-3.3%	+0.0%	26.1%	0.0%
FLOKI/SHIB	memes_majors	1 / 1	+68.3%	-1.4%	18.4%	29.4%

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 (296)

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

Pair	Sector	Reason
AAPLX/COINX	tokenized_stocks_dex	peg drift +4.30% on COINX vs COIN (3d-median 1.62%, max 3.0%)
AAPLX/MSTRX	tokenized_stocks_dex	peg drift +6.90% on MSTRX vs MSTR (3d-median 3.88%, max 3.0%)
COINX/MSFTX	tokenized_stocks_dex	peg drift +4.30% on COINX vs COIN (3d-median 1.72%, max 3.0%)
MSFTX/MSTRX	tokenized_stocks_dex	peg drift +6.90% on MSTRX vs MSTR (3d-median 3.90%, max 3.0%)
COINX/GOOGLX	tokenized_stocks_dex	peg drift +4.30% on COINX vs COIN (3d-median 1.72%, max 3.0%)
GOOGLX/MSTRX	tokenized_stocks_dex	peg drift +6.90% on MSTRX vs MSTR (3d-median 3.92%, max 3.0%)
COINX/NVDAX	tokenized_stocks_dex	peg drift +4.30% on COINX vs COIN (3d-median 1.72%, max 3.0%)
MSTRX/NVDAX	tokenized_stocks_dex	peg drift +6.90% on MSTRX vs MSTR (3d-median 3.92%, max 3.0%)
AMZNX/COINX	tokenized_stocks_dex	peg drift +4.30% on COINX vs COIN (3d-median 1.72%, max 3.0%)
AMZNX/MSTRX	tokenized_stocks_dex	peg drift +6.90% on MSTRX vs MSTR (3d-median 3.92%, max 3.0%)
COINX/METAX	tokenized_stocks_dex	peg drift +4.30% on COINX vs COIN (3d-median 1.72%, max 3.0%)
METAX/MSTRX	tokenized_stocks_dex	peg drift +6.90% on MSTRX vs MSTR (3d-median 3.92%, max 3.0%)
COINX/SPYX	tokenized_stocks_dex	peg drift +4.30% on COINX vs COIN (3d-median 1.72%, max 3.0%)
COINX/QQQX	tokenized_stocks_dex	peg drift +4.30% on COINX vs COIN (3d-median 1.72%, max 3.0%)
COINX/GLDX	tokenized_stocks_dex	peg drift +4.30% on COINX vs COIN (3d-median 1.72%, max 3.0%)
COINX/MSTRX	tokenized_stocks_dex	peg drift +4.30% on COINX vs COIN (3d-median 1.72%, max 3.0%)
COINX/TSLAX	tokenized_stocks_dex	peg drift +4.30% on COINX vs COIN (3d-median 1.72%, max 3.0%)
MSTRX/SPYX	tokenized_stocks_dex	peg drift +6.90% on MSTRX vs MSTR (3d-median 3.92%, max 3.0%)
MSTRX/QQQX	tokenized_stocks_dex	peg drift +6.90% on MSTRX vs MSTR (3d-median 3.92%, max 3.0%)
GLDX/MSTRX	tokenized_stocks_dex	peg drift +6.90% on MSTRX vs MSTR (3d-median 3.92%, max 3.0%)
MSTRX/TSLAX	tokenized_stocks_dex	peg drift +6.90% on MSTRX vs MSTR (3d-median 3.92%, max 3.0%)
BTC/MSTRX	cross_asset_btc_proxy	peg drift +6.90% on MSTRX vs MSTR (3d-median 3.92%, max 3.0%)
ETH/MSTRX	cross_asset_btc_proxy	peg drift +6.90% on MSTRX vs MSTR (3d-median 3.92%, max 3.0%)
MSTRX/SPYX	cross_asset_btc_proxy	peg drift +6.90% on MSTRX vs MSTR (3d-median 3.92%, max 3.0%)
BTC/ETH	majors	hurst 0.571 > 0.5
BNB/BTC	majors	hurst 0.521 > 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 0.552 > 0.5
ETH/SOL	majors	touches 1/1 below 2 per side
... ещё 266 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.