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2026-04-30
Informe de Trading — 2026-04-30 (modo fallback)
Groq no disponible — informe generado directamente desde los modelos cuantitativos.
976 simbolos analizados. Distribucion: {"BAJISTA": 52, "ALCISTA": 145, "NEUTRAL": 779}
Corto plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| ADS.DE | $137.80 | $154.40 (+12.04%) | BAJISTA ⚠ | 61.0% | 28% |
| NSC | $312.12 | $334.88 (+7.29%) | ALCISTA | 61.1% | 31% |
| EWP | $55.57 | $52.75 (-5.07%) | ALCISTA ⚠ | 63.0% | 18% |
| REP.MC | $21.98 | $20.87 (-5.07%) | ALCISTA ⚠ | 61.0% | 36% |
| RMV.L | $434.20 | $448.42 (+3.27%) | BAJISTA ⚠ | 81.4% | 26% |
Medio plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| MU | $518.46 | $550.98 (+6.27%) | ALCISTA | 79.6% | 60% |
| SPOT | $438.58 | $391.73 (-10.68%) | ALCISTA ⚠ | 40.6% | 72% |
| DPZ | $332.31 | $297.30 (-10.54%) | ALCISTA ⚠ | 39.7% | 46% |
| SNDK | $1064.21 | $1115.95 (+4.86%) | ALCISTA | 79.6% | 91% |
| FER.MC | $57.68 | $55.25 (-4.22%) | ALCISTA ⚠ | 61.1% | 22% |
Largo plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| SAND.ST | $378.10 | $362.22 (-4.20%) | ALCISTA ⚠ | 61.1% | 27% |
| HSBA.L | $1332.20 | $1278.42 (-4.04%) | ALCISTA ⚠ | 61.1% | 22% |
| ELE.MC | $38.42 | $37.00 (-3.69%) | ALCISTA ⚠ | 61.1% | 17% |
| ERF.PA | $59.76 | $54.31 (-9.12%) | ALCISTA ⚠ | 28.1% | 44% |
| CHTR | $158.65 | $140.78 (-11.27%) | BAJISTA | 40.5% | 128% |
Criptomonedas (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| MKR-USD | $1749.85 | $1809.22 (+3.39%) | ALCISTA | 21.9% | 87% |
| ETH-USD | $2252.69 | $2296.01 (+1.92%) | NEUTRAL | 18.6% | 44% |
| LINK-USD | $9.10 | $9.25 (+1.60%) | NEUTRAL | 18.6% | 45% |
| RPL-USD | $1.83 | $1.94 (+6.08%) | NEUTRAL | 18.6% | 69% |
| ZEC-USD | $325.98 | $333.55 (+2.32%) | NEUTRAL | 15.3% | 87% |
Cartera diversificada
| Ticker | Peso | Precio | Dir | Vol | Horizonte |
|---|---|---|---|---|---|
| ADS.DE | 9.5% | $137.80 | BAJISTA | 28% | Corto |
| NSC | 8.5% | $312.12 | ALCISTA | 31% | Corto |
| EWP | 15.0% | $55.57 | ALCISTA | 18% | Corto |
| MU | 4.5% | $518.46 | ALCISTA | 60% | Medio |
| SPOT | 3.8% | $438.58 | ALCISTA | 72% | Medio |
| DPZ | 5.9% | $332.31 | ALCISTA | 46% | Medio |
| SAND.ST | 10.0% | $378.10 | ALCISTA | 27% | Largo |
| HSBA.L | 12.3% | $1332.20 | ALCISTA | 22% | Largo |
| ELE.MC | 15.6% | $38.42 | ALCISTA | 17% | Largo |
| MKR-USD | 3.1% | $1749.85 | ALCISTA | 87% | Crypto |
| ETH-USD | 6.1% | $2252.69 | NEUTRAL | 44% | Crypto |
| LINK-USD | 5.9% | $9.10 | NEUTRAL | 45% | Crypto |
Performance por modelo
| Modelo | Accuracy | MAE | Sesgo | N evals | Simbolos |
|---|---|---|---|---|---|
| ml | 53% | 10.10% | 0.49% | 74058 | 972 |
| kalman | 52% | 1.89% | 0.49% | 74058 | 972 |
| gbm | 51% | 1.96% | 0.40% | 73390 | 966 |
| merton | 50% | 1.52% | 0.12% | 74058 | 972 |
| ensemble | 49% | 3.29% | -0.30% | 74058 | 972 |
| hmm_signal | 47% | — | — | 74058 | 972 |
| kalman_signal | 46% | — | — | 74058 | 972 |
Metricas globales (ensemble, 7d)
MAE: 3.29% | RMSE: 6.40% | Hit rate: 49% | N: 74058
Disclaimer: contenido informativo, no es asesoramiento financiero.
12. Metricas Profesionales
Risk-adjusted metrics computadas sobre las ultimas 2000 evaluaciones del ensemble en los ultimos 30 dias. Proxy de retornos: +1%/-1% por hit/miss (bet de tamano fijo). Anualizacion: 252.
| Metrica | Valor |
|---|---|
| Sharpe (anualizado) | 1.98 |
| Sortino (anualizado) | 2.97 |
| Calmar | 0.55 |
| Max Drawdown | -63.43% |
| Profit Factor | 1.28 |
| Win Rate (= Hit Rate global) | 56.20% |
| Expectancy por trade | 0.124% |
| N evaluaciones | 2000 |
Hit rate por bucket de confianza
| Bucket conf. | N | Hit rate |
|---|---|---|
| 00-30 | 518 | 62.9% |
| 30-50 | 1068 | 59.7% |
| 50-60 | 0 | N/A |
| 60-70 | 228 | 51.8% |
| 70-80 | 0 | N/A |
| 80-100 | 186 | 22.6% |
13. Calibracion (post-isotonic)
Isotonic (PAV) calibrator entrenado sobre 237698 muestras historicas el 2026-04-30T00:30:04Z. Las NUEVAS predicciones del sistema ya entregan confidence calibrada (raw_confidence se conserva para auditoria). Tabla comparativa: mismas 5000 evaluaciones recientes, mostradas por bucket antes (raw) y despues (calibrado) del mapeo.
Tabla comparativa por bucket
| Bucket | N raw | Hit rate raw | N calibrado | Hit rate calibrado |
|---|---|---|---|---|
| 00-30 | 3697 | 54.7% | 0 | N/A |
| 30-50 | 1086 | 51.3% | 4789 | 54.0% |
| 50-60 | 67 | 55.2% | 211 | 57.8% |
| 60-70 | 147 | 60.5% | 0 | N/A |
| 70-80 | 2 | 50.0% | 0 | N/A |
| 80-100 | 1 | 100.0% | 0 | N/A |
Curva isotonic (knots)
| raw_conf | calibrated |
|---|---|
| 0.0 | 47.8% |
| 0.0 | 49.3% |
| 12.1 | 49.5% |
| 40.9 | 49.7% |
| 48.3 | 49.8% |
| 100.0 | 51.0% |
| 100.0 | 66.7% |
Bucket 80+ calibrado con n=0 — el calibrador nunca entrega valores >=80 (mapa aplanado por la anti-calibracion del raw). Documentado como limitacion.
Notas: trained on 237698 (raw_conf, hit) pairs
14. Sizing y Riesgo
Pipeline profesional: Kelly fraccional (0.25) -> Vol-target (15% anual) -> Cap de correlacion (max 20%). Muestreadas las ultimas 8 predicciones con sizing calculado.
Resumen
- Kelly medio: 3.54% (cap 20%)
- Risk score medio: 80.5/100 (100 = mas seguro)
- Predicciones con Kelly = 0: 6/8
Distribucion de Kelly size
| Rango Kelly | N | % |
|---|---|---|
| 0% | 6 | 75.0% |
| 0-5% | 0 | 0.0% |
| 5-10% | 0 | 0.0% |
| 10-15% | 2 | 25.0% |
| 15-20% | 0 | 0.0% |
Top-5 riesgo mas elevado (risk_score bajo)
| Symbol | Asset | Direction | Conf | Kelly | Risk |
|---|---|---|---|---|---|
| EURUSD=X | EUR/USD | ALCISTA | 57 | 14.87% | 68.7 |
| USO | Oil (WTI) | BAJISTA | 44 | 0.00% | 69.3 |
| TLT | US 10Y Bond | ALCISTA | 55 | 13.49% | 70.8 |
| BTC-USD | Bitcoin | ALCISTA | 57 | 0.00% | 78.9 |
| GLD | Gold | ALCISTA | 55 | 0.00% | 86.3 |
Sin alertas de riesgo extremo (todos los risk_score >= 40).
Caveats: vol anualizada estimada desde ATR% (rough ~16x daily). Cap de correlacion actualmente usa matriz vacia (penalty=1) cuando el agente analiza un unico simbolo; el cap duro del 20% sigue aplicandose. Kelly full nunca se usa — siempre 1/4 Kelly.
15. Top Picks del dia
Seleccion diaria por horizonte. Criterio: maximo score combinado = master_score * conf_cal/100 * sign(direction) * (1 - risk/100). CORTO usa GBM/Kalman, MEDIO stacking ensemble, LARGO fundamental+macro. Ver /top-picks para histograma y equity.
| Horizonte | Asset | Ticker | Dir | Conf cal | Master | Kelly | Precio | Target | Rationale |
|---|---|---|---|---|---|---|---|---|---|
| CORTO (1-7d) | MU | MU | ALCISTA | 50.5% | 50.0 | 0.00% | 518.4600 | 523.6964 | GBM/Kalman ensemble: conf_raw=79.6% (cal=50.5%), dir=ALCISTA, vol_annual=60.5%, regime=BULL |
| MEDIO (1-3m) | ACGL | ACGL | ALCISTA | 49.9% | 50.0 | 0.00% | 92.7200 | 92.8364 | Stacking ensemble (ridge): pred_return=0.13%, conf_raw=51.7% (cal=49.9%), dir=ALCISTA |
Caveats: target_price es indicativo (derivado del modelo y horizonte), NO es un precio objetivo formal. El rationale combina senales cuantitativas; no es analisis fundamental humano. El equity por horizonte en /top-picks necesita varios dias de acumulacion antes de ser estadisticamente significativo.