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2026-05-04
Informe de Trading — 2026-05-04 (modo fallback)
Groq no disponible — informe generado directamente desde los modelos cuantitativos.
337 simbolos analizados. Distribucion: {"ALCISTA": 89, "NEUTRAL": 236, "BAJISTA": 12}
Corto plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| SPM.MI | $4.61 | $4.47 (-2.93%) | ALCISTA ⚠ | 79.6% | 38% |
| DCC.L | $5805.00 | $6129.54 (+5.59%) | ALCISTA | 43.4% | 56% |
| ITRK.L | $4804.00 | $4542.26 (-5.45%) | ALCISTA ⚠ | 41.4% | 42% |
| PRU.L | $1100.50 | $1052.39 (-4.37%) | ALCISTA ⚠ | 41.4% | 17% |
| EXPN.L | $2731.00 | $2820.25 (+3.27%) | BAJISTA ⚠ | 42.9% | 29% |
Medio plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| STLAM.MI | $6.21 | $5.87 (-5.47%) | ALCISTA ⚠ | 33.9% | 55% |
| HSBA.L | $1359.40 | $1334.27 (-1.85%) | ALCISTA ⚠ | 62.4% | 20% |
| SAND.ST | $383.10 | $371.07 (-3.14%) | ALCISTA ⚠ | 42.9% | 24% |
| HLN.L | $344.10 | $351.19 (+2.06%) | BAJISTA ⚠ | 57.1% | 22% |
| SOFI | $16.43 | $15.86 (-3.49%) | ALCISTA ⚠ | 41.4% | 85% |
Largo plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| STLAP.PA | $6.21 | $5.91 (-4.87%) | ALCISTA ⚠ | 29.8% | 55% |
| UMG.AS | $17.82 | $16.89 (-5.19%) | ALCISTA ⚠ | 28.2% | 51% |
| ENI.MI | $24.00 | $23.57 (-1.78%) | ALCISTA ⚠ | 60.1% | 30% |
| BKT.MC | $14.16 | $13.94 (-1.57%) | ALCISTA ⚠ | 62.4% | 25% |
| MNDI.L | $775.20 | $796.31 (+2.72%) | BAJISTA ⚠ | 41.4% | 48% |
Criptomonedas (top 5)
Sin candidatos.
Cartera diversificada
| Ticker | Peso | Precio | Dir | Vol | Horizonte |
|---|---|---|---|---|---|
| SPM.MI | 10.6% | $4.61 | ALCISTA | 38% | Corto |
| DCC.L | 7.1% | $5805.00 | ALCISTA | 56% | Corto |
| ITRK.L | 9.5% | $4804.00 | ALCISTA | 42% | Corto |
| STLAM.MI | 7.4% | $6.21 | ALCISTA | 55% | Medio |
| HSBA.L | 20.0% | $1359.40 | ALCISTA | 20% | Medio |
| SAND.ST | 16.6% | $383.10 | ALCISTA | 24% | Medio |
| STLAP.PA | 7.4% | $6.21 | ALCISTA | 55% | Largo |
| UMG.AS | 8.0% | $17.82 | ALCISTA | 51% | Largo |
| ENI.MI | 13.4% | $24.00 | ALCISTA | 30% | Largo |
Performance por modelo
| Modelo | Accuracy | MAE | Sesgo | N evals | Simbolos |
|---|---|---|---|---|---|
| ml | 54% | 10.54% | 1.39% | 47750 | 972 |
| gbm | 53% | 1.50% | -0.11% | 47555 | 966 |
| kalman | 53% | 1.64% | -0.26% | 47750 | 972 |
| ensemble | 51% | 2.66% | -0.47% | 47750 | 972 |
| merton | 50% | 1.31% | -0.24% | 47750 | 972 |
| hmm_signal | 47% | — | — | 47750 | 972 |
| kalman_signal | 39% | — | — | 47750 | 972 |
Metricas globales (ensemble, 7d)
MAE: 2.66% | RMSE: 4.54% | Hit rate: 51% | N: 47750
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 256771 muestras historicas el 2026-05-04T00:30:04Z. 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 | 3569 | 53.5% | 0 | N/A |
| 30-50 | 1242 | 51.3% | 2627 | 53.7% |
| 50-60 | 97 | 51.5% | 2373 | 52.5% |
| 60-70 | 74 | 58.1% | 0 | N/A |
| 70-80 | 18 | 83.3% | 0 | N/A |
| 80-100 | 0 | N/A | 0 | N/A |
Curva isotonic (knots)
| raw_conf | calibrated |
|---|---|
| 0.0 | 47.8% |
| 0.0 | 49.5% |
| 12.1 | 49.8% |
| 40.9 | 50.4% |
| 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 256771 (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: 2.50% (cap 20%)
- Risk score medio: 82.2/100 (100 = mas seguro)
- Predicciones con Kelly = 0: 7/8
Distribucion de Kelly size
| Rango Kelly | N | % |
|---|---|---|
| 0% | 7 | 87.5% |
| 0-5% | 0 | 0.0% |
| 5-10% | 0 | 0.0% |
| 10-15% | 0 | 0.0% |
| 15-20% | 1 | 12.5% |
Top-5 riesgo mas elevado (risk_score bajo)
| Symbol | Asset | Direction | Conf | Kelly | Risk |
|---|---|---|---|---|---|
| EURUSD=X | EUR/USD | ALCISTA | 57 | 20.00% | 61.0 |
| USO | Oil (WTI) | NEUTRAL | 52 | 0.00% | 67.1 |
| BTC-USD | Bitcoin | BAJISTA | 37 | 0.00% | 81.9 |
| GLD | Gold | NEUTRAL | 50 | 0.00% | 85.9 |
| QQQ | NASDAQ 100 | BAJISTA | 37 | 0.00% | 88.7 |
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) | SPM.MI | SPM.MI | ALCISTA | 50.8% | 50.0 | 0.00% | 4.6060 | 4.6528 | GBM/Kalman ensemble: conf_raw=79.6% (cal=50.8%), dir=ALCISTA, vol_annual=38.2%, regime=BULL |
| MEDIO (1-3m) | ACX.MC | ACX.MC | ALCISTA | 50.5% | 50.0 | 0.00% | 13.9300 | 13.9558 | Stacking ensemble (ridge): pred_return=0.19%, conf_raw=52.3% (cal=50.5%), dir=ALCISTA |
| LARGO (6-12m) | PRU.L | PRU.L | ALCISTA | 50.5% | 50.0 | 0.00% | 1100.5000 | 1183.8629 | Fundamental=90/100 (ATRACTIVO) + Macro=59/100 (RISK-ON); blend=74.5 -> ALCISTA, cal_conf=50.5% |
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.