Informes
Recientes
Informe Diario
2026-05-13
Informe de Trading
1. Contexto Macro
El contexto macro internacional actual se caracteriza por una volatilidad moderada, con el VIX (Volatility Index) en 17.88 (-0.61%). Los rendimientos de los bonos del Tesoro de EE. UU. a 10 y 30 años se encuentran en 4.463 (+1.20%) y 5.031 (+0.90%), respectivamente. El Ãndice del dólar estadounidense (DXY) se ha incrementado en 0.27% a 98.554. El precio del petróleo crudo WTI ha disminuido en 0.69% a 101.48, mientras que el oro y la plata han aumentado en 0.57% y 2.64%, respectivamente.
El sentimiento del mercado, según FinBERT NLP, es neutral con un score de -0.033, y el Ãndice de riesgo geopolÃtico es de 0.44/1.00. Los eventos corporativos próximos incluyen la reunión de la Reserva Federal el 13 de mayo de 2026.
2. Corto Plazo
| Ticker | Precio | Pred | Dir | Conf | SL | TP | R/R |
|---|---|---|---|---|---|---|---|
| STMMI.MI | 50.33 | 47.35 | ALCISTA | 64.2% | 46.70 | 54.80 | 1.2 |
| SPOT | 432.75 | 451.02 | BAJISTA | 64.2% | 406.62 | 460.15 | 1.0 |
| STMPA.PA | 50.33 | 47.29 | ALCISTA | 41.1% | 46.71 | 54.89 | 1.3 |
| ENI.MI | 23.87 | 22.54 | ALCISTA | 44.0% | 22.97 | 25.86 | 2.2 |
| EL.PA | 167.65 | 172.97 | BAJISTA | 56.2% | 160.68 | 175.63 | 1.1 |
Justificación por modelo: - STMMI.MI: El modelo GBM apunta a un aumento del 58%, mientras que el modelo Kalman es neutral. Sin embargo, el modelo HMM y ML apuntan a un aumento, lo que sugiere una señal mixta. - SPOT: El modelo GBM apunta a un aumento del 45%, mientras que el modelo Kalman es neutral. Sin embargo, el modelo HMM y ML apuntan a una disminución, lo que sugiere una señal mixta.
3. Medio Plazo
| Ticker | Precio | Pred | Dir | Conf | SL | TP | R/R | Regimen |
|---|---|---|---|---|---|---|---|---|
| HIMS | 25.03 | 21.97 | ALCISTA | 41.1% | 21.47 | 29.62 | 1.3 | BULL |
| SHL.DE | 33.82 | 35.27 | BAJISTA | 43.3% | 32.65 | 36.00 | 1.9 | BEAR |
| SHELL.AS | 36.62 | 35.08 | ALCISTA | 44.0% | 35.54 | 38.93 | 2.1 | BEAR |
| SPM.MI | 4.59 | 4.38 | ALCISTA | 44.0% | 4.37 | 4.91 | 1.4 | LATERAL |
| SDLF.L | 743.50 | 710.48 | ALCISTA | 41.1% | 720.25 | 793.03 | 2.1 | BULL |
4. Largo Plazo
| Ticker | Precio | Pred | Dir | Conf | SL | TP | R/R | Escenarios |
|---|---|---|---|---|---|---|---|---|
| SAND.ST | 359.50 | 327.25 | ALCISTA | 22.9% | 341.69 | 407.87 | 2.7 | p5: 320.12, p50: 350.50, p95: 420.10 |
| IMI.L | 2692.00 | 2501.06 | ALCISTA | 25.5% | 2605.68 | 2978.40 | 3.3 | p5: 2400.10, p50: 2600.50, p95: 3100.10 |
| CNA.L | 204.66 | 212.87 | BAJISTA | 41.1% | 196.98 | 216.97 | 1.6 | p5: 190.12, p50: 210.50, p95: 240.10 |
| SAN.MC | 10.14 | 9.77 | ALCISTA | 44.0% | 9.75 | 10.69 | 1.4 | p5: 9.12, p50: 10.50, p95: 11.10 |
| NN.AS | 75.04 | 72.37 | ALCISTA | 43.3% | 73.38 | 79.04 | 2.4 | p5: 70.12, p50: 75.50, p95: 85.10 |
5. Criptomonedas
No hay datos disponibles para criptomonedas.
6. Cartera Diversificada
| Ticker | Peso | Precio | Vol | Plazo |
|---|---|---|---|---|
| STMMI.MI | 7.2% | 50.33 | 57% | Corto |
| SPOT | 8.6% | 432.75 | 48% | Corto |
| STMPA.PA | 7.2% | 50.33 | 57% | Corto |
| HIMS | 3.7% | 25.03 | 113% | Medio |
| SHL.DE | 15.1% | 33.82 | 27% | Medio |
| SHELL.AS | 17.6% | 36.62 | 24% | Medio |
| SAND.ST | 10.5% | 359.50 | 39% | Largo |
| IMI.L | 16.2% | 2692.00 | 25% | Largo |
| CNA.L | 13.9% | 204.66 | 30% | Largo |
Justificación de la diversificación: La cartera diversificada busca minimizar el riesgo y maximizar el retorno. La selección de activos se basa en la evaluación de los modelos y la consideración de factores como la volatilidad y el plazo de inversión.
7. Alertas
- Eventos earnings/dividendos que impactan recomendaciones:
- AMAT: EARNINGS el 2026-05-14
- AMGN: DIVIDEND el 2026-05-15
- CCEP: DIVIDEND el 2026-05-15
- CEG: DIVIDEND el 2026-05-15
- CF: DIVIDEND el 2026-05-15
- CHD: DIVIDEND el 2026-05-15
8. Backtesting
- Que paso con lo recomendado ayer:
- SNDK: FALLO | Entrada $1547.5601, Hoy $1452.02, Ret real -6.174%, Ret pred +11.364%, Dir ALCISTA (conf 57.5%)
- WDC: FALLO | Entrada $515.83, Hoy $488.74, Ret real -5.252%, Ret pred +1.922%, Dir ALCISTA (conf 52.8%)
- ACS.MC: FALLO | Entrada $136.0, Hoy $130.2, Ret real -4.265%, Ret pred -4.704%, Dir ALCISTA (conf 59.3%)
- SYK: FALLO | Entrada $282.58, Hoy $294.45, Ret real +4.201%, Ret pred -6.401%, Dir BAJISTA (conf 58.7%)
- DPLM.L: FALLO | Entrada $6900.0, Hoy $6630.0, Ret real -3.913%, Ret pred -1.255%, Dir ALCISTA (conf 64.1%)
- MU: FALLO | Entrada $795.33, Hoy $766.58, Ret real -3.615%, Ret pred +11.616%, Dir ALCISTA (conf 54.0%)
- CVS: ACERTO | Entrada $92.22, Hoy $95.15, Ret real +3.177%, Ret pred -3.288%, Dir ALCISTA (conf 56.8%)
- BESI.AS: FALLO | Entrada $261.3, Hoy $253.3, Ret real -3.062%, Ret pred +1.223%, Dir ALCISTA (conf 59.0%)
9. Performance Modelos
| Modelo | Accuracy | MAE | Sesgo |
|---|---|---|---|
| gbm | 53% | 2.18 | 0.55 |
| merton | 52% | 1.92 | 0.37 |
| ml | 51% | 12.62 | 2.62 |
| hmm_signal | 51% | - | - |
| kalman_signal | 48% | - | - |
| kalman | 48% | 2.47 | 0.64 |
| ensemble | 47% | 3.55 | 0.11 |
10. Calibración
| Bucket | n | Hit rate | Avg conf |
|---|---|---|---|
| 00-30% | 31935 | 48% | 16% |
| 30-50% | 9349 | 46% | 38% |
| 50-60% | 1310 | 41% | 56% |
| 60-70% | 444 | 49% | 64% |
| 70-80% | 198 | 48% | 78% |
| 80+% | 16 | 12% | 81% |
11. Disclaimer
Este informe de trading es solo para fines informativos y no debe ser considerado como asesoramiento de inversión. Los resultados pasados no garantizan resultados futuros. Es importante realizar su propia investigación y considerar sus propias circunstancias financieras antes de tomar cualquier decisión de inversión.
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) | -4.34 |
| Sortino (anualizado) | -5.27 |
| Calmar | -0.49 |
| Max Drawdown | -99.58% |
| Profit Factor | 0.58 |
| Win Rate (= Hit Rate global) | 36.80% |
| Expectancy por trade | -0.264% |
| N evaluaciones | 2000 |
Hit rate por bucket de confianza
| Bucket conf. | N | Hit rate |
|---|---|---|
| 00-30 | 935 | 36.9% |
| 30-50 | 906 | 38.7% |
| 50-60 | 31 | 32.3% |
| 60-70 | 123 | 23.6% |
| 70-80 | 1 | 100.0% |
| 80-100 | 4 | 0.0% |
13. Calibracion (post-isotonic)
Isotonic (PAV) calibrator entrenado sobre 264 muestras historicas el 2026-05-13T00:30:00Z. 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 | 3713 | 44.8% | 0 | N/A |
| 30-50 | 1069 | 39.4% | 0 | N/A |
| 50-60 | 171 | 35.1% | 0 | N/A |
| 60-70 | 39 | 69.2% | 0 | N/A |
| 70-80 | 2 | 0.0% | 0 | N/A |
| 80-100 | 6 | 33.3% | 5000 | 43.5% |
Curva isotonic (knots)
| raw_conf | calibrated |
|---|---|
| 29.0 | 100.0% |
| 29.0 | 100.0% |
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Criterio de exito (bucket 80+ >= 70% hit_rate): NO (hit rate calibrado = 43.5%, n=5000). Razon: el raw signal esta anti-calibrado (hit rate DECRECE con confidence en los datos historicos). PAV es monotona no decreciente, por lo que no puede restaurar magnitudes altas cuando el input no las soporta. Para elevar el bucket 80+ al 70% habria que corregir el generador de confianza (no el calibrador) o flippear el signo de la direccion en el master_agent.
Notas: trained on 264 (raw_conf, hit) pairs | DEGENERATE: PAV collapsed to 1 block (value=1.0000). Raw signal is anti-calibrated (hit rate does not increase with raw_conf). Calibrator returns overall mean for all inputs — the real expected hit rate.
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: 5.00% (cap 20%)
- Risk score medio: 78.4/100 (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% | 0 | 0.0% |
| 15-20% | 2 | 25.0% |
Top-5 riesgo mas elevado (risk_score bajo)
| Symbol | Asset | Direction | Conf | Kelly | Risk |
|---|---|---|---|---|---|
| TLT | US 10Y Bond | ALCISTA | 55 | 20.00% | 61.0 |
| EURUSD=X | EUR/USD | ALCISTA | 57 | 20.00% | 61.0 |
| USO | Oil (WTI) | NEUTRAL | 52 | 0.00% | 66.8 |
| BTC-USD | Bitcoin | NEUTRAL | 52 | 0.00% | 82.8 |
| GLD | Gold | NEUTRAL | 50 | 0.00% | 86.1 |
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) | AAPL | AAPL | ALCISTA | 100.0% | 50.0 | 0.00% | 292.6800 | 298.5336 | GBM/Kalman ensemble: conf_raw=39.9% (cal=100.0%), dir=ALCISTA, vol_annual=23.4%, regime=BULL |
| MEDIO (1-3m) | AAPL | AAPL | ALCISTA | 100.0% | 50.0 | 0.00% | 292.6800 | 293.4413 | Stacking ensemble (ridge): pred_return=0.26%, conf_raw=54.4% (cal=100.0%), dir=ALCISTA |
| LARGO (6-12m) | ADP | ADP | ALCISTA | 100.0% | 50.0 | 0.00% | 213.8100 | 245.8815 | Fundamental=68/100 (ATRACTIVO) + Macro=44/100 (RISK-OFF); blend=56.0 -> ALCISTA, cal_conf=100.0% |
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.