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 Fishers 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 $P_0=35pm2$ months, and the null hypothesis is rejected at the $3.7sigma$ 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 $P_0=26.3pm0.6$ months, consistent with the one inferred from previously reported double Fe K$alpha$ emission lines.
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