2026-07-06 · RSS

PairScan Screening — 2026-07-06

Сгенерировано: 2026-07-06 00:00 UTC. Окно: 540d. Источники: binance×76, yfinance×22, geckoterminal×12, bybit×1. Quote: USDT.

Скринилось пар: 309
Прошли фильтры: 37 (🟢 bottom: 5, 🔴 top: 8)
Монет в работе: 111 / пропущено (нет на бирже): 2 — USTB, MTBILL

Сигналы прямо сейчас

🟢 Bottom zone — вход в покупку A (5 пар)

Pair	Sector	Position	Z-score	Range %	Hurst	Touches	Score
NVDAX/TSLAX	tokenized_stocks_dex	0.07	-1.21	14%	0.158	3/3	0.538
DYDX/JTO	dexes	-0.25	-2.65	126%	0.409	3/3	0.499
GLDX/METAX	tokenized_stocks_dex	0.15	-0.99	10%	0.315	2/2	0.230
LDO/RPL	liquid_staking	0.01	-1.63	106%	0.428	2/2	0.211
AMZN/JPM	stocks_megacap_us	0.11	-1.13	35%	0.332	2/2	0.124

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

Pair	Sector	Position	Z-score	Range %	Hurst	Touches	Score
AAPLX/TSLAX	tokenized_stocks_dex	0.97	1.59	14%	0.110	2/3	0.310
GC=F/PA=F	precious_metals_traditional	0.88	1.17	41%	0.384	3/3	0.275
AAPLX/QQQX	tokenized_stocks_dex	0.84	1.00	8%	0.254	2/3	0.249
AAPL/AMZN	stocks_megacap_us	0.98	1.43	36%	0.407	2/2	0.207
AMZN/META	stocks_megacap_us	0.95	1.76	41%	0.408	2/3	0.168
BRK-B/META	stocks_megacap_us	0.83	1.06	43%	0.442	2/3	0.155
AAPLX/SPYX	tokenized_stocks_dex	0.86	1.12	10%	0.349	2/2	0.052
BRK-B/MSFT	stocks_megacap_us	0.90	1.57	47%	0.512	2/2	0.011

⚪ Mid zone — наблюдаем (24 пар)

Pair	Sector	Position	Z-score	Range %	Hurst	Touches	Score
SOL/XRP	majors	0.65	0.71	41%	0.414	3/4	0.453
JPM/NVDA	stocks_megacap_us	0.36	-0.18	48%	0.346	3/3	0.442
AR/FIL	depin	0.63	0.25	52%	0.373	3/3	0.423
AMZN/BRK-B	stocks_megacap_us	0.68	0.61	48%	0.483	3/3	0.354
ATOM/ICP	interop	0.39	-0.39	65%	0.369	3/2	0.259
AMZNX/MSFTX	tokenized_stocks_dex	0.45	-0.23	12%	0.324	2/2	0.244
BONK/PEPE	memes_majors	0.47	-0.09	60%	0.412	3/2	0.234
NVDA/TSLA	stocks_megacap_us	0.64	0.37	86%	0.421	2/3	0.224
GOOGLX/NVDAX	tokenized_stocks_dex	0.64	0.79	17%	0.323	2/2	0.216
GOOGLX/NVDAX	cross_asset_btc_techstocks	0.64	0.79	17%	0.323	2/2	0.216
ZS=F/ZW=F	agri_traditional	0.51	-0.10	21%	0.335	2/2	0.198
RENDER/VIRTUAL	ai	0.74	0.46	86%	0.485	2/2	0.197
RENDER/WLD	ai	0.39	0.07	172%	0.469	2/2	0.197
FET/WLD	ai	0.33	-0.87	169%	0.480	2/2	0.181
SEI/SUI	layer_1_alts	0.27	-0.86	57%	0.396	2/2	0.180
FLOKI/PEPE	memes_majors	0.49	-0.12	46%	0.433	2/2	0.177
MSFTX/TSLAX	tokenized_stocks_dex	0.36	-0.43	22%	0.296	2/2	0.154
CRV/UNI	dexes	0.23	-0.59	101%	0.455	2/2	0.152
MSFTX/NVDAX	tokenized_stocks_dex	0.61	0.29	16%	0.379	2/2	0.147
AMZNX/NVDAX	tokenized_stocks_dex	0.43	0.11	16%	0.327	2/2	0.121
JPM/TSLA	stocks_megacap_us	0.55	0.27	71%	0.425	2/2	0.118
META/MSFT	stocks_megacap_us	0.73	0.59	47%	0.419	2/2	0.077
FLOKI/SHIB	memes_majors	0.25	-0.56	81%	0.491	2/2	0.005
GOOGLX/MSFTX	tokenized_stocks_dex	0.71	0.33	20%	0.482	2/2	0.004

Топ-20 по composite score

#	Pair	Sector	Zone	Position	Range %	Hurst	ADF p	Touches	Slope	Score
1	NVDAX/TSLAX	tokenized_stocks_dex	🟢 bottom	0.07	14%	0.158	0.036	3/3	0.055	0.538
2	DYDX/JTO	dexes	🟢 bottom	-0.25	126%	0.409	0.264	3/3	0.029	0.499
3	SOL/XRP	majors	⚪ mid	0.65	41%	0.414	0.003	3/4	0.081	0.453
4	JPM/NVDA	stocks_megacap_us	⚪ mid	0.36	48%	0.346	0.015	3/3	0.171	0.442
5	AR/FIL	depin	⚪ mid	0.63	52%	0.373	0.019	3/3	0.189	0.423
6	AMZN/BRK-B	stocks_megacap_us	⚪ mid	0.68	48%	0.483	0.081	3/3	0.155	0.354
7	AAPLX/TSLAX	tokenized_stocks_dex	🔴 top	0.97	14%	0.110	0.035	2/3	0.063	0.310
8	GC=F/PA=F	precious_metals_traditional	🔴 top	0.88	41%	0.384	0.306	3/3	0.187	0.275
9	ATOM/ICP	interop	⚪ mid	0.39	65%	0.369	0.011	3/2	0.078	0.259
10	AAPLX/QQQX	tokenized_stocks_dex	🔴 top	0.84	8%	0.254	0.038	2/3	0.025	0.249
11	AMZNX/MSFTX	tokenized_stocks_dex	⚪ mid	0.45	12%	0.324	0.010	2/2	0.002	0.244
12	BONK/PEPE	memes_majors	⚪ mid	0.47	60%	0.412	0.048	3/2	0.045	0.234
13	GLDX/METAX	tokenized_stocks_dex	🟢 bottom	0.15	10%	0.315	0.020	2/2	0.024	0.230
14	NVDA/TSLA	stocks_megacap_us	⚪ mid	0.64	86%	0.421	0.093	2/3	0.089	0.224
15	GOOGLX/NVDAX	tokenized_stocks_dex	⚪ mid	0.64	17%	0.323	0.058	2/2	0.029	0.216
16	GOOGLX/NVDAX	cross_asset_btc_techstocks	⚪ mid	0.64	17%	0.323	0.058	2/2	0.029	0.216
17	LDO/RPL	liquid_staking	🟢 bottom	0.01	106%	0.428	0.193	2/2	0.081	0.211
18	AAPL/AMZN	stocks_megacap_us	🔴 top	0.98	36%	0.407	0.069	2/2	0.014	0.207
19	ZS=F/ZW=F	agri_traditional	⚪ mid	0.51	21%	0.335	0.026	2/2	0.086	0.198
20	RENDER/VIRTUAL	ai	⚪ mid	0.74	86%	0.485	0.000	2/2	0.153	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%
DYDX/JTO	dexes	2 / 3	+181.7%	+61.8%	23.4%	57.8%
SOL/XRP	majors	1 / 1	+5.1%	+24.2%	0.1%	29.7%
JPM/NVDA	stocks_megacap_us	0 / 1	+0.0%	+9.7%	0.0%	26.0%
AR/FIL	depin	1 / 1	+9.3%	-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	-0.9%	+0.0%	17.1%	0.0%
ATOM/ICP	interop	3 / 2	+228.7%	+174.2%	23.5%	31.8%
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%	+42.8%	7.6%	31.7%
GLDX/METAX	tokenized_stocks_dex	0 / 0	+0.0%	+0.0%	0.0%	0.0%
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%
LDO/RPL	liquid_staking	1 / 1	+48.8%	+12.5%	45.7%	23.7%
AAPL/AMZN	stocks_megacap_us	1 / 0	-5.2%	+0.0%	20.2%	0.0%
ZS=F/ZW=F	agri_traditional	1 / 1	+13.7%	+5.5%	1.5%	7.8%
RENDER/VIRTUAL	ai	0 / 0	+0.0%	+0.0%	0.0%	0.0%
RENDER/WLD	ai	1 / 1	+26.9%	+21.8%	56.8%	33.5%
FET/WLD	ai	2 / 2	+189.2%	+80.5%	29.4%	41.2%
SEI/SUI	layer_1_alts	0 / 1	+0.0%	-27.4%	0.0%	43.2%
FLOKI/PEPE	memes_majors	0 / 1	+0.0%	+12.7%	0.0%	36.9%
AMZN/META	stocks_megacap_us	1 / 0	-9.1%	+0.0%	20.1%	0.0%
BRK-B/META	stocks_megacap_us	2 / 1	+24.6%	+25.3%	6.4%	6.7%
MSFTX/TSLAX	tokenized_stocks_dex	0 / 0	+0.0%	+0.0%	0.0%	0.0%
CRV/UNI	dexes	2 / 2	+147.6%	+61.8%	33.1%	12.3%
MSFTX/NVDAX	tokenized_stocks_dex	0 / 0	+0.0%	+0.0%	0.0%	0.0%
AMZN/JPM	stocks_megacap_us	1 / 2	+21.1%	+18.5%	6.3%	12.1%
AMZNX/NVDAX	tokenized_stocks_dex	0 / 0	+0.0%	+0.0%	0.0%	0.0%
JPM/TSLA	stocks_megacap_us	0 / 1	+0.0%	+20.3%	0.0%	12.9%
META/MSFT	stocks_megacap_us	1 / 0	+4.9%	+0.0%	18.2%	0.0%
AAPLX/SPYX	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%	-0.2%	18.4%	29.4%
GOOGLX/MSFTX	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 (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 +3.35% on COINX vs COIN (3d-median 1.97%, max 3.0%)
AAPLX/MSTRX	tokenized_stocks_dex	peg drift +7.17% on MSTRX vs MSTR (3d-median 4.72%, max 3.0%)
COINX/MSFTX	tokenized_stocks_dex	peg drift +3.35% on COINX vs COIN (3d-median 1.97%, max 3.0%)
MSFTX/MSTRX	tokenized_stocks_dex	peg drift +7.17% on MSTRX vs MSTR (3d-median 4.72%, max 3.0%)
COINX/GOOGLX	tokenized_stocks_dex	peg drift +3.35% on COINX vs COIN (3d-median 1.97%, max 3.0%)
GOOGLX/MSTRX	tokenized_stocks_dex	peg drift +7.17% on MSTRX vs MSTR (3d-median 4.72%, max 3.0%)
COINX/NVDAX	tokenized_stocks_dex	peg drift +3.35% on COINX vs COIN (3d-median 1.97%, max 3.0%)
MSTRX/NVDAX	tokenized_stocks_dex	peg drift +7.17% on MSTRX vs MSTR (3d-median 4.72%, max 3.0%)
AMZNX/COINX	tokenized_stocks_dex	peg drift +3.35% on COINX vs COIN (3d-median 1.97%, max 3.0%)
AMZNX/MSTRX	tokenized_stocks_dex	peg drift +7.17% on MSTRX vs MSTR (3d-median 4.72%, max 3.0%)
COINX/METAX	tokenized_stocks_dex	peg drift +3.35% on COINX vs COIN (3d-median 1.97%, max 3.0%)
METAX/MSTRX	tokenized_stocks_dex	peg drift +7.17% on MSTRX vs MSTR (3d-median 4.72%, max 3.0%)
COINX/SPYX	tokenized_stocks_dex	peg drift +3.35% on COINX vs COIN (3d-median 1.97%, max 3.0%)
COINX/QQQX	tokenized_stocks_dex	peg drift +3.35% on COINX vs COIN (3d-median 1.97%, max 3.0%)
COINX/GLDX	tokenized_stocks_dex	peg drift +3.35% on COINX vs COIN (3d-median 1.97%, max 3.0%)
COINX/MSTRX	tokenized_stocks_dex	peg drift +3.35% on COINX vs COIN (3d-median 1.97%, max 3.0%)
COINX/TSLAX	tokenized_stocks_dex	peg drift +3.35% on COINX vs COIN (3d-median 1.97%, max 3.0%)
MSTRX/SPYX	tokenized_stocks_dex	peg drift +7.17% on MSTRX vs MSTR (3d-median 4.72%, max 3.0%)
MSTRX/QQQX	tokenized_stocks_dex	peg drift +7.17% on MSTRX vs MSTR (3d-median 4.72%, max 3.0%)
GLDX/MSTRX	tokenized_stocks_dex	peg drift +7.17% on MSTRX vs MSTR (3d-median 4.72%, max 3.0%)
MSTRX/TSLAX	tokenized_stocks_dex	peg drift +7.17% on MSTRX vs MSTR (3d-median 4.72%, max 3.0%)
BTC/MSTRX	cross_asset_btc_proxy	peg drift +7.17% on MSTRX vs MSTR (3d-median 4.72%, max 3.0%)
ETH/MSTRX	cross_asset_btc_proxy	peg drift +7.17% on MSTRX vs MSTR (3d-median 4.72%, max 3.0%)
MSTRX/SPYX	cross_asset_btc_proxy	peg drift +7.17% on MSTRX vs MSTR (3d-median 4.72%, max 3.0%)
BTC/ETH	majors	hurst 0.570 > 0.5
BNB/BTC	majors	hurst 0.522 > 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.