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PairScan Screening — 2026-07-11

PairScan Screening — 2026-07-11

Сгенерировано: 2026-07-11 18:00 UTC. Окно: 540d. Источники: binance×76, yfinance×22, geckoterminal×12, bybit×1. Quote: USDT.

  • Скринилось пар: 333
  • Прошли фильтры: 32 (🟢 bottom: 9, 🔴 top: 5)
  • Монет в работе: 111 / пропущено (нет на бирже): 2 — USTB, MTBILL

Сигналы прямо сейчас

🟢 Bottom zone — вход в покупку A (9 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
JPM/NVDA stocks_megacap_us 0.18 -0.80 48% 0.340 3/3 0.442
AAPLX/QQQX tokenized_stocks_dex 0.03 -1.41 9% 0.299 2/2 0.233
BONK/PEPE memes_majors 0.09 -1.28 60% 0.419 3/2 0.207
MSFTX/TSLAX tokenized_stocks_dex 0.15 -1.00 22% 0.284 2/2 0.154
AAPLX/SPYX tokenized_stocks_dex 0.18 -0.97 10% 0.349 2/2 0.133
MSFTX/NVDAX tokenized_stocks_dex 0.09 -1.17 16% 0.379 2/2 0.127
AMZNX/NVDAX tokenized_stocks_dex 0.07 -0.96 15% 0.328 2/2 0.124
CRV/UNI dexes 0.02 -1.30 101% 0.453 3/2 0.106
AMZN/JPM stocks_megacap_us 0.13 -1.06 34% 0.335 2/2 0.106

🔴 Top zone — фиксация (продать A в B) (5 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
AAPL/AMZN stocks_megacap_us 1.01 1.52 36% 0.403 2/2 0.195
AMZNX/GLDX tokenized_stocks_dex 0.96 0.97 16% 0.376 2/2 0.173
META/MSFT stocks_megacap_us 1.12 1.94 48% 0.415 2/2 0.056
BRK-B/MSFT stocks_megacap_us 0.87 1.41 47% 0.512 2/2 0.006
GC=F/PA=F precious_metals_traditional 0.85 1.05 41% 0.385 2/2 0.004

⚪ Mid zone — наблюдаем (18 пар)

Pair Sector Position Z-score Range % Hurst Touches Score
NVDAX/TSLAX tokenized_stocks_dex 0.42 -0.08 14% 0.124 3/3 0.557
SOL/XRP majors 0.66 0.74 41% 0.441 3/4 0.442
AMZN/BRK-B stocks_megacap_us 0.78 0.96 48% 0.483 3/3 0.340
AAPLX/TSLAX tokenized_stocks_dex 0.38 -0.34 15% 0.085 2/2 0.298
ATOM/ICP interop 0.30 -0.67 65% 0.368 3/2 0.244
GOOGLX/NVDAX tokenized_stocks_dex 0.23 -0.72 17% 0.282 2/2 0.243
GOOGLX/NVDAX cross_asset_btc_techstocks 0.23 -0.72 17% 0.282 2/2 0.243
NVDA/TSLA stocks_megacap_us 0.71 0.63 86% 0.419 2/3 0.210
AMZNX/MSFTX tokenized_stocks_dex 0.66 0.38 11% 0.370 2/2 0.202
RENDER/VIRTUAL ai 0.59 0.12 86% 0.484 2/2 0.201
RENDER/WLD ai 0.46 0.28 172% 0.473 2/2 0.196
ZS=F/ZW=F agri_traditional 0.46 -0.26 21% 0.336 2/2 0.193
AMZN/META stocks_megacap_us 0.59 0.54 41% 0.405 2/3 0.185
SEI/SUI layer_1_alts 0.32 -0.68 57% 0.399 2/2 0.171
BRK-B/META stocks_megacap_us 0.36 -0.44 43% 0.438 2/3 0.167
FET/WLD ai 0.32 -0.89 169% 0.485 2/2 0.159
JPM/TSLA stocks_megacap_us 0.51 0.11 69% 0.424 2/2 0.132
GOOGLX/MSFTX tokenized_stocks_dex 0.78 0.42 20% 0.475 2/2 0.009

Топ-20 по composite score

# Pair Sector Zone Position Range % Hurst ADF p Touches Slope Score
1 NVDAX/TSLAX tokenized_stocks_dex ⚪ mid 0.42 14% 0.124 0.010 3/3 0.053 0.557
2 JPM/NVDA stocks_megacap_us 🟢 bottom 0.18 48% 0.340 0.020 3/3 0.162 0.442
3 SOL/XRP majors ⚪ mid 0.66 41% 0.441 0.002 3/4 0.074 0.442
4 AMZN/BRK-B stocks_megacap_us ⚪ mid 0.78 48% 0.483 0.094 3/3 0.162 0.340
5 AAPLX/TSLAX tokenized_stocks_dex ⚪ mid 0.38 15% 0.085 0.024 2/2 0.093 0.298
6 ATOM/ICP interop ⚪ mid 0.30 65% 0.368 0.013 3/2 0.097 0.244
7 GOOGLX/NVDAX tokenized_stocks_dex ⚪ mid 0.23 17% 0.282 0.033 2/2 0.022 0.243
8 GOOGLX/NVDAX cross_asset_btc_techstocks ⚪ mid 0.23 17% 0.282 0.033 2/2 0.022 0.243
9 AAPLX/QQQX tokenized_stocks_dex 🟢 bottom 0.03 9% 0.299 0.036 2/2 0.002 0.233
10 NVDA/TSLA stocks_megacap_us ⚪ mid 0.71 86% 0.419 0.125 2/3 0.079 0.210
11 BONK/PEPE memes_majors 🟢 bottom 0.09 60% 0.419 0.066 3/2 0.064 0.207
12 AMZNX/MSFTX tokenized_stocks_dex ⚪ mid 0.66 11% 0.370 0.039 2/2 0.003 0.202
13 RENDER/VIRTUAL ai ⚪ mid 0.59 86% 0.484 0.005 2/2 0.143 0.201
14 RENDER/WLD ai ⚪ mid 0.46 172% 0.473 0.157 2/2 0.270 0.196
15 AAPL/AMZN stocks_megacap_us 🔴 top 1.01 36% 0.403 0.088 2/2 0.014 0.195
16 ZS=F/ZW=F agri_traditional ⚪ mid 0.46 21% 0.336 0.023 2/2 0.085 0.193
17 AMZN/META stocks_megacap_us ⚪ mid 0.59 41% 0.405 0.076 2/3 0.054 0.185
18 AMZNX/GLDX tokenized_stocks_dex 🔴 top 0.96 16% 0.376 0.015 2/2 0.081 0.173
19 SEI/SUI layer_1_alts ⚪ mid 0.32 57% 0.399 0.035 2/2 0.159 0.171
20 BRK-B/META stocks_megacap_us ⚪ mid 0.36 43% 0.438 0.022 2/3 0.107 0.167

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%
JPM/NVDA stocks_megacap_us 0 / 1 +0.0% -1.3% 0.0% 26.0%
SOL/XRP majors 1 / 1 +4.7% +29.6% 2.7% 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 +234.5% +174.2% 23.5% 31.8%
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%
AAPLX/QQQX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
NVDA/TSLA stocks_megacap_us 1 / 0 +6.8% +0.0% 10.5% 0.0%
BONK/PEPE memes_majors 1 / 1 +45.4% -3.7% 7.6% 20.2%
AMZNX/MSFTX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
RENDER/VIRTUAL ai 0 / 0 +0.0% +0.0% 0.0% 0.0%
RENDER/WLD ai 1 / 1 +26.9% +29.8% 56.8% 33.5%
AAPL/AMZN stocks_megacap_us 1 / 0 -6.2% +0.0% 20.9% 0.0%
ZS=F/ZW=F agri_traditional 1 / 1 +13.7% +4.5% 1.5% 7.8%
AMZN/META stocks_megacap_us 1 / 0 +3.2% +0.0% 20.1% 0.0%
AMZNX/GLDX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
SEI/SUI layer_1_alts 0 / 1 +0.0% -25.5% 0.0% 43.2%
BRK-B/META stocks_megacap_us 2 / 1 +47.2% +25.3% 6.4% 6.7%
FET/WLD ai 2 / 2 +194.4% +78.6% 29.4% 41.2%
MSFTX/TSLAX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
AAPLX/SPYX tokenized_stocks_dex 0 / 0 +0.0% +0.0% 0.0% 0.0%
JPM/TSLA stocks_megacap_us 0 / 1 +0.0% +16.8% 0.0% 12.9%
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%
CRV/UNI dexes 2 / 2 +147.6% +39.5% 33.1% 20.7%
AMZN/JPM stocks_megacap_us 1 / 2 +21.1% +21.6% 6.3% 12.1%
META/MSFT stocks_megacap_us 1 / 0 -10.4% +0.0% 25.0% 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 -2.0% +0.0% 26.1% 0.0%
GC=F/PA=F precious_metals_traditional 1 / 0 -0.7% +0.0% 17.1% 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 (301)

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

Pair Sector Reason
BTC/ETH majors hurst 0.566 > 0.5
BNB/BTC majors hurst 0.524 > 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 0.548 > 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 touches 1/1 below 2 per side
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 0.938 > 0.7
SOL/SUI layer_1_alts adf_pvalue 0.779 > 0.7
SEI/SOL layer_1_alts adf_pvalue 0.804 > 0.7
AVAX/NEAR layer_1_alts hurst 0.510 > 0.5
APT/AVAX layer_1_alts adf_pvalue 0.883 > 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 0.994 > 0.7
NEAR/SUI layer_1_alts adf_pvalue 0.924 > 0.7
NEAR/SEI layer_1_alts hurst 0.501 > 0.5
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 24h volume below $1M (A=$11.8M, B=$0.7M)
ARB/MANTA layer_2 24h volume below $1M (A=$11.8M, B=$0.4M)
ARB/METIS layer_2 24h volume below $1M (A=$11.8M, B=$0.3M)
MATIC/OP layer_2 history 0d < 365d
... ещё 271 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.