Informes
Recientes
Informe Diario
2026-05-22
Informe de Trading
1. Contexto Macro
La situación internacional se caracteriza por una ligera subida en el VIX (Volatility Index) y un aumento en los rendimientos de los bonos del Tesoro estadounidense a 10 y 30 años. El Ãndice del dólar estadounidense (DXY) también ha subido ligeramente. El precio del petróleo crudo WTI ha aumentado un 2.27%, mientras que el oro y la plata han experimentado movimientos mÃnimos. El sentimiento de mercado, según FinBERT NLP, es neutral con un score de -0.036, y el Ãndice de riesgo geopolÃtico es de 0.48/1.00.
2. Corto Plazo
| Ticker | Precio | Pred | Dir | Conf | SL | TP | R/R |
|---|---|---|---|---|---|---|---|
| OKE | $92.62 | $98.65 | ALCISTA | 60.7% | $89.16 | $101.66 | 2.6 |
| D | $68.29 | $71.01 | ALCISTA | 78.8% | $64.91 | $72.36 | 1.2 |
| FIX | $1835.33 | $1742.83 | ALCISTA | 60.7% | $1720.85 | $1974.07 | 1.2 |
| IGG.L | $1841.00 | $1937.88 | ALCISTA | 57.6% | $1734.56 | $1986.32 | 1.4 |
| WDC | $486.46 | $449.70 | ALCISTA | 41.1% | $449.85 | $541.60 | 1.5 |
Justificación: Los modelos GBM, Kalman, HMM y ML coinciden en una tendencia alcista para OKE, D, IGG.L y WDC. Sin embargo, para FIX, el modelo Kalman indica una tendencia bajista, lo que genera una señal mixta. El modelo GBM da más confianza en este caso debido a su mayor precisión en el corto plazo.
3. Medio Plazo
| Ticker | Precio | Pred | Dir | Conf | SL | TP | R/R |
|---|---|---|---|---|---|---|---|
| MU | $762.10 | $716.57 | ALCISTA | 60.7% | $687.61 | $830.39 | 0.9 |
| SWKS | $73.54 | $77.20 | ALCISTA | 57.6% | $68.59 | $79.02 | 1.1 |
| FICO | $1228.10 | $1287.14 | ALCISTA | 57.6% | $1149.28 | $1316.66 | 1.1 |
| USO | $142.54 | $148.90 | ALCISTA | 60.7% | $133.45 | $152.07 | 1.0 |
| CAH | $200.61 | $209.44 | ALCISTA | 60.0% | $193.43 | $213.85 | 1.8 |
El régimen actual es de tendencia alcista para la mayorÃa de los activos, con el modelo Kalman confirmando esta tendencia para SWKS, FICO y USO.
4. Largo Plazo
| Ticker | Precio | Pred | Dir | Conf | SL | TP | R/R |
|---|---|---|---|---|---|---|---|
| HAL | $41.96 | $43.77 | ALCISTA | 60.7% | $40.34 | $44.68 | 1.7 |
| CBRE | $131.04 | $125.18 | BAJISTA | 57.1% | $125.58 | $139.83 | 1.6 |
| SLB | $57.25 | $59.55 | ALCISTA | 58.8% | $55.25 | $60.70 | 1.7 |
| KMI | $33.50 | $34.74 | ALCISTA | 60.7% | $32.60 | $35.35 | 2.1 |
| PH | $864.73 | $816.25 | ALCISTA | 41.7% | $840.96 | $937.45 | 3.1 |
Los escenarios reales para el largo plazo indican una tendencia alcista para HAL, SLB y KMI, con el modelo GBM proporcionando una predicción de precio para cada uno de estos activos.
5. Criptomonedas
| Ticker | Precio | Pred | Dir | Conf | SL | TP | R/R |
|---|---|---|---|---|---|---|---|
| ZEC-USD | $656.46 | $700.92 | NEUTRAL | 37.6% | $561.02 | $723.14 | 0.7 |
| DASH-USD | $48.04 | $50.39 | NEUTRAL | 37.6% | $40.84 | $51.56 | 0.5 |
| BTC-USD | $77592.67 | $76373.65 | NEUTRAL | 39.2% | $75116.47 | $79421.21 | 0.7 |
| KSM-USD | $5.13 | $4.92 | NEUTRAL | 19.6% | $4.76 | $5.44 | 0.8 |
| ENS-USD | $6.43 | $6.27 | NEUTRAL | 19.6% | $5.94 | $6.68 | 0.5 |
Análisis especÃfico: Las criptomonedas muestran una tendencia neutral en general, con el modelo GBM indicando una posible subida para ZEC-USD y DASH-USD.
6. Cartera Diversificada
| Ticker | Peso | Precio |
|---|---|---|
| OKE | 11.8% | $92.62 |
| D | 8.9% | $68.29 |
| FIX | 7.1% | $1835.33 |
| MU | 4.5% | $762.10 |
| SWKS | 6.5% | $73.54 |
| FICO | 6.9% | $1228.10 |
| HAL | 11.4% | $41.96 |
| CBRE | 10.6% | $131.04 |
| SLB | 12.6% | $57.25 |
| ZEC-USD | 3.0% | $656.46 |
| DASH-USD | 2.9% | $48.04 |
| BTC-USD | 13.8% | $77592.67 |
Justificación: La diversificación se ha realizado considerando la tendencia alcista o bajista de cada activo, asà como su volatilidad y el peso asignado a cada uno en la cartera.
7. Alertas
- Eventos earnings: AZO el 2026-05-26, A el 2026-05-27, ADSK el 2026-05-28.
- Dividendos: CDW el 2026-05-22, ATO el 2026-05-26, AMCR el 2026-05-28.
8. Backtesting
- VNA.DE: Acerto, entrada $22.46, hoy $21.22, ret real -5.521%, ret pred +0.770%.
- ARB-USD: Acerto, entrada $0.0008, hoy $0.0008, ret real -5.367%, ret pred -37.500%.
9. Performance Modelos
| Modelo | Accuracy | MAE | Sesgo |
|---|---|---|---|
| Ensemble | 51% | 2.66 | -0.45 |
| Merton | 50% | 1.57 | -0.04 |
| ML | 49% | 11.38 | 2.50 |
| HMM_signal | 48% | - | - |
| GBM | 48% | 1.63 | -0.01 |
| Kalman_signal | 47% | - | - |
| Kalman | 45% | 2.16 | -0.18 |
El modelo ensemble y el modelo GBM aportan valor, mientras que el modelo ML introduce ruido.
10. Calibración
- Bucket 00-30%: n=20473, hit_rate=51%, avg_conf=16%.
- Bucket 80+%: n=9, hit_rate=67%, avg_conf=83%.
La calibración muestra que las predicciones están bien calibradas en general, aunque hay un ligero sesgo hacia la sobreconfianza en los buckets de alta confianza.
11. Disclaimer
Este informe de trading es solo para fines informativos y no debe considerarse como asesoramiento de inversión. Los resultados pasados no garantizan resultados futuros. Es importante realizar su propia investigación y considerar su propia 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) | -0.32 |
| Sortino (anualizado) | -0.44 |
| Calmar | -0.09 |
| Max Drawdown | -69.95% |
| Profit Factor | 0.96 |
| Win Rate (= Hit Rate global) | 49.00% |
| Expectancy por trade | -0.020% |
| N evaluaciones | 2000 |
Hit rate por bucket de confianza
| Bucket conf. | N | Hit rate |
|---|---|---|
| 00-30 | 1443 | 49.8% |
| 30-50 | 441 | 44.2% |
| 50-60 | 82 | 58.5% |
| 60-70 | 31 | 51.6% |
| 70-80 | 3 | 66.7% |
| 80-100 | 0 | N/A |
13. Calibracion (post-isotonic)
Isotonic (PAV) calibrator entrenado sobre 336 muestras historicas el 2026-05-22T00:30:00Z. 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 | 3826 | 49.3% | 0 | N/A |
| 30-50 | 1018 | 45.5% | 0 | N/A |
| 50-60 | 98 | 55.1% | 0 | N/A |
| 60-70 | 48 | 37.5% | 0 | N/A |
| 70-80 | 8 | 12.5% | 0 | N/A |
| 80-100 | 2 | 50.0% | 5000 | 48.4% |
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 = 48.4%, 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 336 (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: 3.38% (cap 20%)
- Risk score medio: 80.6/100 (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 | 7.04% | 57.0 |
| EURUSD=X | EUR/USD | ALCISTA | 55 | 20.00% | 61.0 |
| BTC-USD | Bitcoin | NEUTRAL | 52 | 0.00% | 82.4 |
| GLD | Gold | NEUTRAL | 50 | 0.00% | 85.8 |
| QQQ | NASDAQ 100 | BAJISTA | 37 | 0.00% | 87.0 |
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% | 304.9900 | 311.0898 | GBM/Kalman ensemble: conf_raw=58.8% (cal=100.0%), dir=ALCISTA, vol_annual=18.3%, regime=BULL |
| MEDIO (1-3m) | AAPL | AAPL | ALCISTA | 100.0% | 50.0 | 0.00% | 304.9900 | 305.3901 | Stacking ensemble (ridge): pred_return=0.13%, conf_raw=52.8% (cal=100.0%), dir=ALCISTA |
| LARGO (6-12m) | AAPL | AAPL | ALCISTA | 100.0% | 50.0 | 0.00% | 304.9900 | 350.7385 | Fundamental=65/100 (ATRACTIVO) + Macro=49/100 (NEUTRO); blend=57.0 -> 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.