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Recientes

Informe Diario

2026-05-19

Contexto Macro

La situación internacional se caracteriza por una ligera subida en la volatilidad (VIX en 18.35, +2.97%) y un aumento en los rendimientos de los bonos del Tesoro estadounidense a 10 y 30 años. El dólar estadounidense se ha apreciado ligeramente (DXY en 99.256, +0.29%), mientras que el precio del petróleo crudo WTI ha disminuido (-4.99%). El sentimiento del mercado es neutral, con un score de -0.060 según el análisis de FinBERT NLP, y el índice de riesgo geopolítico se mantiene en 0.43/1.00.

Corto Plazo

Ticker Precio Pred Dir Conf SL TP R/R Justificación
SVT.L $2984.00 $3278.58 BAJISTA 58.3% $2818.13 $3425.87 2.7 Señal mixta: GBM apunta a subida, pero Kalman, HMM y ML indican bajista.
PRY.MI $146.00 $133.29 ALCISTA 62.2% $136.99 $165.06 2.1 Señal mixta: GBM y ML apuntan a subida, pero Kalman y HMM indican bajista.
PODD $147.46 $159.71 BAJISTA 60.6% $136.45 $165.83 1.7 Señal mixta: GBM apunta a subida, pero Kalman, HMM y ML indican bajista.
EL.PA $177.60 $189.83 BAJISTA 62.2% $170.65 $195.94 2.6 Señal mixta: GBM apunta a subida, pero Kalman, HMM y ML indican bajista.
ACN $168.82 $157.32 BAJISTA 59.2% $159.22 $186.06 1.8 Todos los modelos coinciden en una tendencia bajista.

Medio Plazo

Ticker Precio Pred Dir Conf SL TP R/R Regimen Tendencia Kalman
SNDK $1407.61 $1267.11 ALCISTA 60.6% $1237.24 $1618.36 1.2 BULL NEUTRAL
RL $326.81 $296.00 BAJISTA 40.6% $311.79 $373.02 3.1 BEAR BAJISTA
BLDR $70.41 $66.10 BAJISTA 59.2% $66.03 $76.88 1.5 BEAR BAJISTA
WKL.AS $65.08 $70.67 BAJISTA 41.4% $60.91 $73.46 2.0 LATERAL ALCISTA
WMB $77.72 $81.96 ALCISTA 61.2% $75.19 $84.07 2.5 BULL ALCISTA

Largo Plazo

Ticker Precio Pred Dir Conf SL TP R/R Escenarios Reales
GEN $23.45 $21.49 ALCISTA 40.6% $21.89 $26.39 1.9 p5: $18.23, p50: $23.45, p95: $30.67
DG $102.38 $91.42 BAJISTA 34.3% $96.64 $118.82 2.9 p5: $83.19, p50: $102.38, p95: $125.59
MNST $87.09 $80.32 ALCISTA 40.6% $81.95 $97.24 2.0 p5: $73.49, p50: $87.09, p95: $104.69
WDC $482.02 $459.01 ALCISTA 60.6% $446.42 $516.54 1.0 p5: $421.91, p50: $482.02, p95: $553.13
NG.L $1251.00 $1344.76 BAJISTA 40.8% $1183.57 $1391.64 2.1 p5: $1123.19, p50: $1251.00, p95: $1419.81

Criptomonedas

Ticker Precio Pred Dir Conf SL TP R/R Análisis
SSV-USD $2.48 $2.24 BAJISTA 40.6% $2.24 $2.83 1.5 Todos los modelos coinciden en una tendencia bajista.
KSM-USD $4.98 $4.60 NEUTRAL 21.4% $4.61 $5.55 1.5 Señal mixta: GBM apunta a subida, pero Kalman y HMM indican bajista.
ICP-USD $2.54 $2.31 NEUTRAL 37.7% $2.26 $2.89 1.2 Señal mixta: GBM apunta a subida, pero Kalman y ML indican bajista.
ENS-USD $6.16 $5.86 NEUTRAL 21.4% $5.66 $6.61 0.9 Todos los modelos coinciden en una tendencia neutral.
LINK-USD $9.54 $9.17 NEUTRAL 21.4% $8.95 $10.09 0.9 Señal mixta: GBM apunta a subida, pero Kalman y HMM indican bajista.

Cartera Diversificada

Ticker Peso Precio Dir Vol Plazo
SVT.L 10.2% $2984.00 BAJISTA 44% Corto
PRY.MI 9.2% $146.00 ALCISTA 49% Corto
PODD 7.6% $147.46 BAJISTA 59% Corto
SNDK 4.7% $1407.61 ALCISTA 96% Medio
RL 12.3% $326.81 BAJISTA 36% Medio
BLDR 9.1% $70.41 BAJISTA 49% Medio
GEN 8.5% $23.45 ALCISTA 53% Largo
DG 10.1% $102.38 BAJISTA 44% Largo
MNST 9.6% $87.09 ALCISTA 47% Largo
SSV-USD 5.9% $2.48 BAJISTA 76% Crypto
KSM-USD 7.6% $4.98 NEUTRAL 59% Crypto
ICP-USD 5.0% $2.54 NEUTRAL 89% Crypto

Alertas

  • MACRO_FED: central_bank el 2026-05-19
  • MACRO_ECB: central_bank el 2026-05-19
  • MACRO_BOE: central_bank el 2026-05-19
  • MACRO_BOJ: central_bank el 2026-05-19
  • APO: DIVIDEND el 2026-05-19
  • ADI: EARNINGS el 2026-05-20
  • ADM: DIVIDEND el 2026-05-20
  • AFL: DIVIDEND el 2026-05-20
  • AMAT: DIVIDEND el 2026-05-21
  • CDW: DIVIDEND el 2026-05-22

Backtesting

  • TRI: FALLO | Entrada $82.73, Hoy $90.0, Ret real +8.788%, Ret pred -4.558%, Dir BAJISTA (conf 58.3%)
  • RHM.DE: FALLO | Entrada $1129.4, Hoy $1227.0, Ret real +8.642%, Ret pred +0.464%, Dir BAJISTA (conf 79.7%)
  • FIX: FALLO | Entrada $1992.74, Hoy $1854.4301, Ret real -6.941%, Ret pred +1.837%, Dir ALCISTA (conf 60.6%)
  • PWR: FALLO | Entrada $769.99, Hoy $723.03, Ret real -6.099%, Ret pred -2.658%, Dir ALCISTA (conf 60.5%)
  • INW.MI: FALLO | Entrada $6.43, Hoy $6.815, Ret real +5.988%, Ret pred -7.369%, Dir BAJISTA (conf 54.8%)
  • PRY.MI: FALLO | Entrada $153.15, Hoy $144.35, Ret real -5.746%, Ret pred -8.339%, Dir ALCISTA (conf 61.1%)
  • AUTO.L: FALLO | Entrada $486.4, Hoy $513.8, Ret real +5.633%, Ret pred -1.300%, Dir BAJISTA (conf 58.3%)
  • VRSK: FALLO | Entrada $162.55, Hoy $171.52, Ret real +5.518%, Ret pred -4.302%, Dir BAJISTA (conf 58.3%)

Performance Modelos

Modelo Accuracy Sesgo MAE Evaluaciones
merton 52% 0.37% 1.65% 40486
ml 49% 3.53% 12.18% 40486
hmm_signal 49% - - 40486
gbm 49% 0.51% 1.87% 40332
kalman_signal 49% - - 40486
ensemble 48% -0.30% 3.31% 40486
kalman 46% 0.68% 2.29% 40450

Calibracion

  • Bucket 00-30%: n=29954, hit_rate=49%, avg_conf=16%
  • Bucket 30-50%: n=8876, hit_rate=47%, avg_conf=39%
  • Bucket 50-60%: n=1129, hit_rate=45%, avg_conf=57%
  • Bucket 60-70%: n=425, hit_rate=49%, avg_conf=63%
  • Bucket 70-80%: n=84, hit_rate=70%, avg_conf=79%
  • Bucket 80+%: n=18, hit_rate=39%, avg_conf=82%

Disclaimer

Este informe es para fines informativos y no constituye asesoramiento financiero. Los resultados pasados no garantizan resultados futuros. Es importante realizar su propia investigación y considerar su situación financiera antes de tomar decisiones 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) 4.43
Sortino (anualizado) 7.06
Calmar 4.70
Max Drawdown -20.09%
Profit Factor 1.74
Win Rate (= Hit Rate global) 63.45%
Expectancy por trade 0.269%
N evaluaciones 2000

Hit rate por bucket de confianza

Bucket conf. N Hit rate
00-30 1519 69.3%
30-50 480 45.0%
50-60 1 100.0%
60-70 0 N/A
70-80 0 N/A
80-100 0 N/A

13. Calibracion (post-isotonic)

Isotonic (PAV) calibrator entrenado sobre 312 muestras historicas el 2026-05-19T00:30:00Z. 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 3541 42.4% 0 N/A
30-50 1206 42.2% 0 N/A
50-60 114 40.4% 0 N/A
60-70 118 45.8% 0 N/A
70-80 19 68.4% 0 N/A
80-100 2 50.0% 5000 42.5%

Curva isotonic (knots)

raw_conf calibrated
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Criterio de exito (bucket 80+ >= 70% hit_rate): NO (hit rate calibrado = 42.5%, 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 312 (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: 5.91% (cap 20%)
  • Risk score medio: 76.9/100 (100 = mas seguro)
  • Predicciones con Kelly = 0: 5/8

Distribucion de Kelly size

Rango Kelly N %
0% 5 62.5%
0-5% 0 0.0%
5-10% 1 12.5%
10-15% 0 0.0%
15-20% 2 25.0%

Top-5 riesgo mas elevado (risk_score bajo)

Symbol Asset Direction Conf Kelly Risk
USO Oil (WTI) ALCISTA 57 7.29% 57.6
TLT US 10Y Bond ALCISTA 55 20.00% 61.0
EURUSD=X EUR/USD ALCISTA 67 20.00% 61.0
BTC-USD Bitcoin NEUTRAL 52 0.00% 81.1
GLD Gold NEUTRAL 50 0.00% 85.9

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% 3765.0000 3840.3000 GBM/Kalman ensemble: conf_raw=41.2% (cal=100.0%), dir=ALCISTA, vol_annual=45.1%, regime=LATERAL
MEDIO (1-3m) A2A.MI A2A.MI ALCISTA 100.0% 50.0 0.00% 2.2300 2.3005 Stacking ensemble (nnls): pred_return=3.16%, conf_raw=95.0% (cal=100.0%), dir=ALCISTA
LARGO (6-12m) A2A.MI A2A.MI ALCISTA 100.0% 50.0 0.00% 2.2480 2.5852 Fundamental=70/100 (ATRACTIVO) + Macro=49/100 (NEUTRO); blend=59.5 -> 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.