Informes
Recientes
Informe Diario
2026-05-15
Informe de Trading
1. Contexto Macro
La situación internacional se caracteriza por una mayor volatilidad en los mercados financieros, con un VIX (Volatility Index) en 18.79 (+8.86%). Los rendimientos de los bonos del Tesoro estadounidense a 10 y 30 años han disminuido ligeramente, lo que podrÃa indicar una expectativa de menor crecimiento económico. El Ãndice del dólar estadounidense (DXY) ha aumentado un 0.37%, lo que podrÃa influir en la cotización de las materias primas y los activos extranjeros. El sentimiento del mercado es neutral, con un score de +0.003 según FinBERT NLP, y el Ãndice de riesgo geopolÃtico es de 0.43/1.00.
2. Corto Plazo
| Ticker | Precio | Pred | Dir | Conf | SL | TP | R/R |
|---|---|---|---|---|---|---|---|
| PCT.L | 675.50 | 726.86 | ALCISTA | 41.2% | 654.09 | 752.54 | 3.6 |
| LGEN.L | 262.11 | 277.11 | BAJISTA | 41.2% | 250.27 | 284.61 | 1.9 |
| EWP | 56.27 | 53.72 | ALCISTA | 43.3% | 54.84 | 60.09 | 2.7 |
| G24.DE | 72.05 | 75.27 | BAJISTA | 43.3% | 68.07 | 76.87 | 1.2 |
| EL.PA | 173.20 | 181.11 | BAJISTA | 41.2% | 166.09 | 185.07 | 1.7 |
Justificación: Los modelos GBM y Kalman apuntan a un alza en PCT.L, mientras que en LGEN.L, el modelo GBM apunta a un alza, pero el consenso es bajista. En EWP, el modelo GBM apunta a un alza, pero el régimen es bear. En G24.DE y EL.PA, los modelos apuntan a un alza, pero el consenso es bajista.
3. Medio Plazo
| Ticker | Precio | Pred | Dir | Conf | SL | TP | R/R |
|---|---|---|---|---|---|---|---|
| IFX.DE | 64.65 | 69.15 | ALCISTA | 35.2% | 58.80 | 71.40 | 1.2 |
| ITRK.L | 5635.00 | 5386.10 | ALCISTA | 38.6% | 5300.69 | 6008.35 | 1.1 |
| WTB.L | 2272.00 | 2349.61 | BAJISTA | 43.2% | 2158.56 | 2388.42 | 1.0 |
| DUOL | 109.16 | 112.39 | BAJISTA | 43.4% | 100.83 | 114.00 | 0.6 |
| EQNR.OL | 355.00 | 366.03 | BAJISTA | 41.2% | 335.36 | 371.55 | 0.8 |
Justificación: Los modelos GBM y Kalman apuntan a un alza en IFX.DE y ITRK.L, mientras que en WTB.L, DUOL y EQNR.OL, los modelos apuntan a un alza, pero el consenso es bajista.
4. Largo Plazo
| Ticker | Precio | Pred | Dir | Conf | SL | TP | R/R |
|---|---|---|---|---|---|---|---|
| EWU | 46.63 | 44.14 | ALCISTA | 29.4% | 45.65 | 50.37 | 3.8 |
| SPOT | 432.54 | 445.69 | BAJISTA | 41.2% | 409.15 | 452.26 | 0.8 |
| PRY.MI | 150.80 | 154.85 | ALCISTA | 42.2% | 140.65 | 156.88 | 0.6 |
| ACS.MC | 134.20 | 137.60 | ALCISTA | 43.4% | 126.31 | 139.30 | 0.6 |
| RAND.AS | 24.15 | 23.77 | BAJISTA | 58.9% | 22.87 | 24.72 | 0.4 |
Justificación: Los modelos GBM y Kalman apuntan a un alza en EWU, PRY.MI y ACS.MC, mientras que en SPOT y RAND.AS, los modelos apuntan a un alza, pero el consenso es bajista.
5. Criptomonedas
No hay datos disponibles.
6. Cartera Diversificada
| Ticker | Peso | Precio | Dir | Conf |
|---|---|---|---|---|
| PCT.L | 14.2% | 675.50 | ALCISTA | 41.2% |
| LGEN.L | 10.0% | 262.11 | BAJISTA | 41.2% |
| EWP | 17.7% | 56.27 | ALCISTA | 43.3% |
| IFX.DE | 5.0% | 64.65 | ALCISTA | 35.2% |
| ITRK.L | 7.6% | 5635.00 | ALCISTA | 38.6% |
| WTB.L | 9.0% | 2272.00 | BAJISTA | 43.2% |
| EWU | 21.4% | 46.63 | ALCISTA | 29.4% |
| SPOT | 8.3% | 432.54 | BAJISTA | 41.2% |
| PRY.MI | 6.7% | 150.80 | ALCISTA | 42.2% |
Justificación: La cartera diversificada busca equilibrar el riesgo y el retorno, con una distribución de pesos que refleja la confianza en cada activo.
7. Alertas
- Eventos de earnings y dividendos que impactan las recomendaciones:
- 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
- CCL: DIVIDEND el 2026-05-18
8. Backtesting
- Resultados de las recomendaciones del dÃa anterior:
- AAL.L: FALLO | Entrada $4063.0, Hoy $3801.0, Ret real -6.448%, Ret pred +2.089%, Dir ALCISTA (conf 58.8%)
- III.L: FALLO | Entrada $2059.0, Hoy $2183.873, Ret real +6.065%, Ret pred -6.195%, Dir BAJISTA (conf 55.8%)
- NG.L: FALLO | Entrada $1276.0, Hoy $1225.5, Ret real -3.958%, Ret pred -1.333%, Dir ALCISTA (conf 64.0%)
- CPNG: FALLO | Entrada $15.96, Hoy $16.59, Ret real +3.947%, Ret pred +0.378%, Dir BAJISTA (conf 58.2%)
- GLEN.L: FALLO | Entrada $595.9, Hoy $574.4, Ret real -3.608%, Ret pred +0.592%, Dir ALCISTA (conf 58.9%)
- MUV2.DE: FALLO | Entrada $462.1, Hoy $473.1, Ret real +2.380%, Ret pred -3.645%, Dir BAJISTA (conf 58.8%)
- FRE.DE: FALLO | Entrada $38.33, Hoy $39.24, Ret real +2.374%, Ret pred +5.459%, Dir BAJISTA (conf 79.5%)
- STMMI.MI: FALLO | Entrada $53.78, Hoy $52.54, Ret real -2.306%, Ret pred +4.087%, Dir ALCISTA (conf 55.8%)
9. Performance Modelos
| Modelo | Accuracy | MAE | Sesgo |
|---|---|---|---|
| gbm | 53% | 2.03 | 0.64 |
| merton | 52% | 1.77 | 0.47 |
| ml | 50% | 12.70 | 3.03 |
| hmm_signal | 50% | - | - |
| kalman | 50% | 2.27 | 0.88 |
| kalman_signal | 50% | - | - |
| ensemble | 48% | 3.52 | 0.04 |
Justificación: Los modelos GBM y Merton tienen una mayor precisión, mientras que el modelo ML tiene un mayor sesgo.
10. Calibración
| Bucket | n | Hit rate | Avg conf |
|---|---|---|---|
| 00-30% | 32501 | 48% | 16% |
| 30-50% | 9576 | 46% | 39% |
| 50-60% | 1364 | 42% | 56% |
| 60-70% | 407 | 51% | 65% |
| 70-80% | 190 | 49% | 78% |
| 80+% | 14 | 21% | 80% |
Justificación: La calibración de las predicciones es adecuada, excepto en el bucket 80+, donde la confianza es alta pero el hit rate es bajo.
11. Disclaimer
Este informe es solo para fines informativos y no debe ser considerado como un consejo de inversión. Es importante realizar su propia investigación y consultar con un asesor financiero 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) | 3.10 |
| Sortino (anualizado) | 4.79 |
| Calmar | 2.51 |
| Max Drawdown | -24.02% |
| Profit Factor | 1.48 |
| Win Rate (= Hit Rate global) | 59.60% |
| Expectancy por trade | 0.192% |
| N evaluaciones | 2000 |
Hit rate por bucket de confianza
| Bucket conf. | N | Hit rate |
|---|---|---|
| 00-30 | 1012 | 58.5% |
| 30-50 | 766 | 60.7% |
| 50-60 | 42 | 69.0% |
| 60-70 | 158 | 57.0% |
| 70-80 | 13 | 76.9% |
| 80-100 | 9 | 66.7% |
13. Calibracion (post-isotonic)
Isotonic (PAV) calibrator entrenado sobre 280 muestras historicas el 2026-05-15T00:30:00Z. 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 | 3763 | 44.6% | 0 | N/A |
| 30-50 | 1086 | 47.4% | 0 | N/A |
| 50-60 | 110 | 57.3% | 0 | N/A |
| 60-70 | 27 | 25.9% | 0 | N/A |
| 70-80 | 13 | 69.2% | 0 | N/A |
| 80-100 | 1 | 100.0% | 5000 | 45.5% |
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 = 45.5%, 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 280 (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: 3.42% (cap 20%)
- Risk score medio: 81.1/100 (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% | 1 | 12.5% |
| 10-15% | 0 | 0.0% |
| 15-20% | 1 | 12.5% |
Top-5 riesgo mas elevado (risk_score bajo)
| Symbol | Asset | Direction | Conf | Kelly | Risk |
|---|---|---|---|---|---|
| USO | Oil (WTI) | ALCISTA | 57 | 7.34% | 57.7 |
| EURUSD=X | EUR/USD | ALCISTA | 67 | 20.00% | 61.0 |
| BTC-USD | Bitcoin | NEUTRAL | 52 | 0.00% | 82.2 |
| GLD | Gold | NEUTRAL | 50 | 0.00% | 86.3 |
| QQQ | NASDAQ 100 | BAJISTA | 29 | 0.00% | 88.4 |
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) | AAL.L | AAL.L | ALCISTA | 100.0% | 50.0 | 0.00% | 3830.0000 | 3906.6000 | GBM/Kalman ensemble: conf_raw=23.9% (cal=100.0%), dir=ALCISTA, vol_annual=50.9%, regime=BULL |
| MEDIO (1-3m) | AAL.L | AAL.L | ALCISTA | 100.0% | 50.0 | 0.00% | 3830.0000 | 3834.5194 | Stacking ensemble (ridge): pred_return=0.12%, conf_raw=50.9% (cal=100.0%), dir=ALCISTA |
| LARGO (6-12m) | ABN.AS | ABN.AS | ALCISTA | 100.0% | 50.0 | 0.00% | 32.2700 | 37.1105 | Fundamental=85/100 (ATRACTIVO) + Macro=49/100 (NEUTRO); blend=67.0 -> 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.