Ratio Rebalance Screening — 2026-04-30
Сгенерировано: 2026-04-30 18:00 UTC. Окно: 540d. Источники: binance×76, yfinance×22, geckoterminal×11. Quote: USDT.
- Скринилось пар: 322
- Прошли фильтры: 49 (🟢 bottom: 14, 🔴 top: 13)
- Монет в работе: 109 / пропущено (нет на бирже): 0
Сигналы прямо сейчас
🟢 Bottom zone — вход в покупку A (14 пар)
| Pair |
Sector |
Position |
Z-score |
Range % |
Hurst |
Touches |
Score |
| MSFTX/SPYX |
tokenized_stocks_dex |
0.11 |
-1.44 |
10% |
0.318 |
3/3 |
0.346 |
| ETH/GOOGLX |
cross_asset_btc_techstocks |
-0.24 |
-2.44 |
20% |
0.176 |
2/2 |
0.249 |
| AVAX/NEAR |
layer_1_alts |
0.13 |
-1.11 |
56% |
0.412 |
3/2 |
0.226 |
| MSFTX/NVDAX |
tokenized_stocks_dex |
0.00 |
-1.64 |
14% |
0.189 |
2/2 |
0.219 |
| BONK/SHIB |
memes_majors |
0.11 |
-0.99 |
119% |
0.452 |
3/2 |
0.218 |
| AAPLX/QQQX |
tokenized_stocks_dex |
0.02 |
-1.33 |
9% |
0.250 |
2/2 |
0.215 |
| MSFTX/QQQX |
tokenized_stocks_dex |
-0.22 |
-2.51 |
11% |
0.217 |
2/2 |
0.206 |
| JPM/NVDA |
stocks_megacap_us |
-0.04 |
-1.39 |
43% |
0.368 |
2/2 |
0.174 |
| AAPLX/MSTRX |
tokenized_stocks_dex |
0.16 |
-1.40 |
35% |
0.332 |
2/2 |
0.141 |
| METAX/SPYX |
tokenized_stocks_dex |
0.01 |
-2.03 |
13% |
0.425 |
2/2 |
0.138 |
| AAPLX/GOOGLX |
tokenized_stocks_dex |
-0.48 |
-3.10 |
16% |
0.317 |
3/2 |
0.090 |
| AAPLX/GOOGLX |
cross_asset_btc_techstocks |
-0.48 |
-3.10 |
16% |
0.317 |
3/2 |
0.090 |
| ETH/MSTRX |
cross_asset_btc_proxy |
-0.00 |
-1.76 |
28% |
0.563 |
2/2 |
0.082 |
| PL=F/SI=F |
precious_metals_traditional |
0.04 |
-1.73 |
41% |
0.392 |
2/2 |
0.060 |
🔴 Top zone — фиксация (продать A в B) (13 пар)
| Pair |
Sector |
Position |
Z-score |
Range % |
Hurst |
Touches |
Score |
| GOOGLX/NVDAX |
tokenized_stocks_dex |
2.14 |
4.91 |
8% |
0.018 |
3/3 |
0.461 |
| AAPLX/MSFTX |
tokenized_stocks_dex |
0.85 |
0.96 |
14% |
0.239 |
4/3 |
0.383 |
| AMZN/META |
stocks_megacap_us |
1.34 |
2.65 |
31% |
0.369 |
3/4 |
0.312 |
| AMZN/BRK-B |
stocks_megacap_us |
1.25 |
2.30 |
38% |
0.474 |
3/4 |
0.251 |
| BTC/XRP |
majors |
1.03 |
1.11 |
57% |
0.457 |
2/3 |
0.242 |
| GOOGL/NVDA |
stocks_megacap_us |
0.99 |
1.56 |
65% |
0.440 |
2/3 |
0.230 |
| NVDA/TSLA |
stocks_megacap_us |
0.80 |
0.94 |
86% |
0.417 |
2/3 |
0.221 |
| AAPLX/METAX |
tokenized_stocks_dex |
0.92 |
1.59 |
17% |
0.363 |
2/2 |
0.211 |
| RENDER/WLD |
ai |
1.09 |
2.56 |
143% |
0.435 |
2/2 |
0.207 |
| MSTRX/NVDAX |
tokenized_stocks_dex |
0.93 |
1.36 |
25% |
0.378 |
2/2 |
0.149 |
| GOOGLX/MSFTX |
tokenized_stocks_dex |
1.74 |
4.07 |
17% |
0.137 |
2/2 |
0.145 |
| AAPL/BRK-B |
stocks_megacap_us |
1.07 |
1.51 |
40% |
0.497 |
2/2 |
0.068 |
| AAPL/MSFT |
stocks_megacap_us |
1.03 |
1.84 |
62% |
0.490 |
2/2 |
-0.004 |
⚪ Mid zone — наблюдаем (22 пар)
| Pair |
Sector |
Position |
Z-score |
Range % |
Hurst |
Touches |
Score |
| METAX/MSFTX |
tokenized_stocks_dex |
0.23 |
-1.03 |
13% |
0.219 |
5/4 |
0.534 |
| BONK/PEPE |
memes_majors |
0.26 |
-0.76 |
65% |
0.372 |
3/3 |
0.443 |
| BONK/FLOKI |
memes_majors |
0.42 |
-0.35 |
47% |
0.297 |
3/3 |
0.367 |
| ATOM/ICP |
interop |
0.60 |
0.32 |
65% |
0.399 |
2/2 |
0.274 |
| AMZNX/MSTRX |
tokenized_stocks_dex |
0.35 |
-0.19 |
24% |
0.338 |
2/2 |
0.252 |
| JUP/RAY |
dexes |
0.67 |
0.65 |
99% |
0.407 |
2/3 |
0.239 |
| ZS=F/ZW=F |
agri_traditional |
0.31 |
-0.73 |
22% |
0.361 |
2/3 |
0.219 |
| FLOKI/PEPE |
memes_majors |
0.34 |
-0.60 |
53% |
0.396 |
2/2 |
0.216 |
| GOOGLX/MSTRX |
tokenized_stocks_dex |
0.67 |
0.22 |
25% |
0.274 |
2/2 |
0.207 |
| AAPL/AMZN |
stocks_megacap_us |
0.34 |
-0.56 |
37% |
0.432 |
2/2 |
0.201 |
| COINX/QQQX |
tokenized_stocks_dex |
0.21 |
-0.77 |
27% |
0.425 |
3/2 |
0.193 |
| PEPE/SHIB |
memes_majors |
0.26 |
-0.65 |
72% |
0.427 |
3/2 |
0.175 |
| AAPLX/COINX |
tokenized_stocks_dex |
0.52 |
0.08 |
35% |
0.341 |
2/2 |
0.173 |
| COINX/SPYX |
tokenized_stocks_dex |
0.41 |
-0.28 |
29% |
0.436 |
2/2 |
0.168 |
| AAPLX/NVDAX |
tokenized_stocks_dex |
0.35 |
-0.69 |
14% |
0.300 |
2/2 |
0.160 |
| BRK-B/META |
stocks_megacap_us |
0.53 |
0.09 |
43% |
0.439 |
2/3 |
0.157 |
| GLDX/MSFTX |
tokenized_stocks_dex |
0.24 |
-1.07 |
21% |
0.370 |
2/2 |
0.143 |
| DOGE/SHIB |
memes_majors |
0.65 |
0.57 |
48% |
0.411 |
2/2 |
0.141 |
| GC=F/PA=F |
precious_metals_traditional |
0.78 |
0.88 |
48% |
0.386 |
2/2 |
0.130 |
| BRK-B/MSFT |
stocks_megacap_us |
0.66 |
0.88 |
47% |
0.528 |
2/2 |
0.116 |
| MSTRX/QQQX |
tokenized_stocks_dex |
0.79 |
1.20 |
26% |
0.457 |
2/2 |
0.082 |
| META/MSFT |
stocks_megacap_us |
0.75 |
0.75 |
49% |
0.422 |
2/2 |
0.069 |
Топ-20 по composite score
| # |
Pair |
Sector |
Zone |
Position |
Range % |
Hurst |
ADF p |
Touches |
Slope |
Score |
| 1 |
METAX/MSFTX |
tokenized_stocks_dex |
⚪ mid |
0.23 |
13% |
0.219 |
0.002 |
5/4 |
0.003 |
0.534 |
| 2 |
GOOGLX/NVDAX |
tokenized_stocks_dex |
🔴 top |
2.14 |
8% |
0.018 |
0.001 |
3/3 |
0.027 |
0.461 |
| 3 |
BONK/PEPE |
memes_majors |
⚪ mid |
0.26 |
65% |
0.372 |
0.024 |
3/3 |
0.004 |
0.443 |
| 4 |
AAPLX/MSFTX |
tokenized_stocks_dex |
🔴 top |
0.85 |
14% |
0.239 |
0.000 |
4/3 |
0.039 |
0.383 |
| 5 |
BONK/FLOKI |
memes_majors |
⚪ mid |
0.42 |
47% |
0.297 |
0.002 |
3/3 |
0.141 |
0.367 |
| 6 |
MSFTX/SPYX |
tokenized_stocks_dex |
🟢 bottom |
0.11 |
10% |
0.318 |
0.043 |
3/3 |
0.026 |
0.346 |
| 7 |
AMZN/META |
stocks_megacap_us |
🔴 top |
1.34 |
31% |
0.369 |
0.125 |
3/4 |
0.092 |
0.312 |
| 8 |
ATOM/ICP |
interop |
⚪ mid |
0.60 |
65% |
0.399 |
0.027 |
2/2 |
0.066 |
0.274 |
| 9 |
AMZNX/MSTRX |
tokenized_stocks_dex |
⚪ mid |
0.35 |
24% |
0.338 |
0.047 |
2/2 |
0.001 |
0.252 |
| 10 |
AMZN/BRK-B |
stocks_megacap_us |
🔴 top |
1.25 |
38% |
0.474 |
0.317 |
3/4 |
0.080 |
0.251 |
| 11 |
ETH/GOOGLX |
cross_asset_btc_techstocks |
🟢 bottom |
-0.24 |
20% |
0.176 |
0.086 |
2/2 |
0.086 |
0.249 |
| 12 |
BTC/XRP |
majors |
🔴 top |
1.03 |
57% |
0.457 |
0.003 |
2/3 |
0.067 |
0.242 |
| 13 |
JUP/RAY |
dexes |
⚪ mid |
0.67 |
99% |
0.407 |
0.043 |
2/3 |
0.234 |
0.239 |
| 14 |
GOOGL/NVDA |
stocks_megacap_us |
🔴 top |
0.99 |
65% |
0.440 |
0.248 |
2/3 |
0.030 |
0.230 |
| 15 |
AVAX/NEAR |
layer_1_alts |
🟢 bottom |
0.13 |
56% |
0.412 |
0.079 |
3/2 |
0.094 |
0.226 |
| 16 |
NVDA/TSLA |
stocks_megacap_us |
🔴 top |
0.80 |
86% |
0.417 |
0.121 |
2/3 |
0.184 |
0.221 |
| 17 |
ZS=F/ZW=F |
agri_traditional |
⚪ mid |
0.31 |
22% |
0.361 |
0.019 |
2/3 |
0.051 |
0.219 |
| 18 |
MSFTX/NVDAX |
tokenized_stocks_dex |
🟢 bottom |
0.00 |
14% |
0.189 |
0.146 |
2/2 |
0.088 |
0.219 |
| 19 |
BONK/SHIB |
memes_majors |
🟢 bottom |
0.11 |
119% |
0.452 |
0.303 |
3/2 |
0.204 |
0.218 |
| 20 |
FLOKI/PEPE |
memes_majors |
⚪ mid |
0.34 |
53% |
0.396 |
0.017 |
2/2 |
0.137 |
0.216 |
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 |
| METAX/MSFTX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| GOOGLX/NVDAX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| BONK/PEPE |
memes_majors |
1 / 2 |
+45.4% |
+76.5% |
7.6% |
31.7% |
| AAPLX/MSFTX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| BONK/FLOKI |
memes_majors |
1 / 0 |
+51.7% |
+0.0% |
14.9% |
0.0% |
| MSFTX/SPYX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| AMZN/META |
stocks_megacap_us |
1 / 1 |
-12.4% |
+19.0% |
16.3% |
4.1% |
| ATOM/ICP |
interop |
2 / 1 |
+106.7% |
+82.9% |
31.2% |
31.8% |
| AMZNX/MSTRX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| AMZN/BRK-B |
stocks_megacap_us |
1 / 0 |
-10.6% |
+0.0% |
29.0% |
0.0% |
| ETH/GOOGLX |
cross_asset_btc_techstocks |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| BTC/XRP |
majors |
1 / 1 |
-1.8% |
+22.4% |
1.7% |
34.9% |
| JUP/RAY |
dexes |
1 / 1 |
+11.7% |
+41.4% |
5.7% |
32.4% |
| GOOGL/NVDA |
stocks_megacap_us |
1 / 0 |
-5.0% |
+0.0% |
11.7% |
0.0% |
| AVAX/NEAR |
layer_1_alts |
1 / 1 |
+27.8% |
+1.2% |
37.4% |
4.2% |
| NVDA/TSLA |
stocks_megacap_us |
1 / 0 |
+0.9% |
+0.0% |
3.3% |
0.0% |
| ZS=F/ZW=F |
agri_traditional |
1 / 1 |
+14.0% |
+2.2% |
7.7% |
0.1% |
| MSFTX/NVDAX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| BONK/SHIB |
memes_majors |
1 / 1 |
+41.7% |
-6.5% |
43.2% |
28.7% |
| FLOKI/PEPE |
memes_majors |
0 / 1 |
+0.0% |
-13.8% |
0.0% |
36.9% |
| AAPLX/QQQX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| AAPLX/METAX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| GOOGLX/MSTRX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| RENDER/WLD |
ai |
1 / 0 |
-40.8% |
+0.0% |
56.8% |
0.0% |
| MSFTX/QQQX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| AAPL/AMZN |
stocks_megacap_us |
1 / 0 |
+19.1% |
+0.0% |
8.3% |
0.0% |
| COINX/QQQX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| PEPE/SHIB |
memes_majors |
1 / 1 |
+7.3% |
+6.1% |
37.3% |
29.3% |
| JPM/NVDA |
stocks_megacap_us |
0 / 1 |
+0.0% |
-14.2% |
0.0% |
21.0% |
| AAPLX/COINX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| COINX/SPYX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| AAPLX/NVDAX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| BRK-B/META |
stocks_megacap_us |
1 / 2 |
+25.7% |
+39.6% |
2.7% |
8.8% |
| MSTRX/NVDAX |
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% |
| GLDX/MSFTX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| DOGE/SHIB |
memes_majors |
1 / 0 |
-21.0% |
+0.0% |
35.8% |
0.0% |
| AAPLX/MSTRX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| METAX/SPYX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| GC=F/PA=F |
precious_metals_traditional |
1 / 0 |
+0.7% |
+0.0% |
6.1% |
0.0% |
| BRK-B/MSFT |
stocks_megacap_us |
1 / 1 |
+8.3% |
+29.3% |
9.9% |
0.6% |
| AAPLX/GOOGLX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| AAPLX/GOOGLX |
cross_asset_btc_techstocks |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| MSTRX/QQQX |
tokenized_stocks_dex |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| ETH/MSTRX |
cross_asset_btc_proxy |
0 / 0 |
+0.0% |
+0.0% |
0.0% |
0.0% |
| META/MSFT |
stocks_megacap_us |
1 / 0 |
-4.6% |
+0.0% |
18.5% |
0.0% |
| AAPL/BRK-B |
stocks_megacap_us |
1 / 0 |
-9.2% |
+0.0% |
13.4% |
0.0% |
| PL=F/SI=F |
precious_metals_traditional |
0 / 1 |
+0.0% |
-12.8% |
0.0% |
24.7% |
| AAPL/MSFT |
stocks_megacap_us |
1 / 0 |
-19.2% |
+0.0% |
24.2% |
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, XRPyfinance (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=Fgeckoterminal (11): AAPLX, AMZNX, COINX, GLDX, GOOGLX, METAX, MSFTX, MSTRX, NVDAX, QQQX, SPYX
Отброшенные пары (273)
Первые причины срабатывания фильтров (сначала проваливается одно условие и пара уже в этой колонке):
| Pair |
Sector |
Reason |
| BTC/ETH |
majors |
hurst 0.584 > 0.5 |
| BNB/BTC |
majors |
touches 1/1 below 2 per side |
| BTC/SOL |
majors |
touches 1/1 below 2 per side |
| BNB/ETH |
majors |
hurst 0.559 > 0.5 |
| ETH/SOL |
majors |
adf_pvalue 0.741 > 0.7 |
| ETH/XRP |
majors |
hurst 0.524 > 0.5 |
| BNB/SOL |
majors |
touches 1/1 below 2 per side |
| BNB/XRP |
majors |
touches 1/2 below 2 per side |
| SOL/XRP |
majors |
|
| AVAX/SOL |
layer_1_alts |
touches 1/1 below 2 per side |
| NEAR/SOL |
layer_1_alts |
touches 1/1 below 2 per side |
| APT/SOL |
layer_1_alts |
adf_pvalue 0.766 > 0.7 |
| SOL/SUI |
layer_1_alts |
touches 1/1 below 2 per side |
| SEI/SOL |
layer_1_alts |
adf_pvalue 0.739 > 0.7 |
| APT/AVAX |
layer_1_alts |
touches 1/1 below 2 per side |
| AVAX/SUI |
layer_1_alts |
touches 1/2 below 2 per side |
| AVAX/SEI |
layer_1_alts |
|
| APT/NEAR |
layer_1_alts |
adf_pvalue 0.886 > 0.7 |
| NEAR/SUI |
layer_1_alts |
touches 1/2 below 2 per side |
| NEAR/SEI |
layer_1_alts |
hurst 0.506 > 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 |
| SEI/SUI |
layer_1_alts |
|
| ARB/OP |
layer_2 |
adf_pvalue 0.894 > 0.7 |
| ARB/MATIC |
layer_2 |
history 0d < 365d |
| ARB/POL |
layer_2 |
touches 1/1 below 2 per side |
| ARB/STRK |
layer_2 |
hurst 0.509 > 0.5 |
| ARB/MANTA |
layer_2 |
hurst 0.513 > 0.5 |
| ARB/METIS |
layer_2 |
24h volume below $1M (A=$5.4M, B=$0.7M) |
| MATIC/OP |
layer_2 |
history 0d < 365d |
| ... ещё 243 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.