  Elusive supermassive black hole binaries (SMBHBs) are thought to be the
penultimate stage of galaxy mergers, preceding a final coalescence phase.
SMBHBs are sources of continuous gravitational waves, possibly detectable by
pulsar timing arrays; the identification of candidates could help in performing
targeted gravitational wave searches. Due to their origin in the innermost
parts of active galactic nuclei (AGN), X-rays are a promising tool to unveil
the presence of SMBHBs, by means of either double Fe K$\alpha$ emission lines
or periodicity in their light curve. Here we report on a new method to select
SMBHBs by means of the presence of a periodic signal in their Swift-BAT
105-months light curves. Our technique is based on the Fisher's exact g-test
and takes into account the possible presence of colored noise. Among the 553
AGN selected for our investigation, only the Seyfert 1.5 Mrk 915 emerged as
possible candidate for a SMBHB; from the subsequent analysis of its light curve
we find a period $P_0=35\pm2$ months, and the null hypothesis is rejected at
the $3.7\sigma$ confidence level. We also present a detailed analysis of the
BAT light curve of the only previously X-ray-selected binary candidate source
in the literature, the Seyfert 2 galaxy MCG+11-11-032. We find $P_0=26.3\pm0.6$
months, consistent with the one inferred from previously reported double Fe
K$\alpha$ emission lines.
