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Recientes

Informe Diario

2026-06-06

Informe de Trading — 2026-06-06 (modo fallback)

Groq no disponible — informe generado directamente desde los modelos cuantitativos.

337 simbolos analizados. Distribucion: {"ALCISTA": 47, "BAJISTA": 9, "NEUTRAL": 281}

Corto plazo (top 5)

Ticker Precio Pred Dir Conf Vol
MTS.MC $62.12 $59.13 (-4.82%) ALCISTA ⚠ 78.4% 34%
HSX.L $1754.00 $1671.68 (-4.69%) ALCISTA ⚠ 62.4% 28%
LI $14.20 $13.36 (-5.93%) BAJISTA 47.8% 48%
MT.AS $62.14 $59.37 (-4.45%) ALCISTA ⚠ 59.0% 34%
CTEC.L $204.20 $212.12 (+3.88%) BAJISTA ⚠ 60.4% 36%

Medio plazo (top 5)

Ticker Precio Pred Dir Conf Vol
IFX.DE $85.05 $78.15 (-8.11%) ALCISTA ⚠ 62.4% 60%
ACS.MC $125.80 $120.06 (-4.56%) ALCISTA ⚠ 43.8% 28%
WKL.AS $64.26 $67.35 (+4.80%) BAJISTA ⚠ 41.7% 53%
IHG.L $159.65 $166.61 (+4.36%) ALCISTA 43.7% 26%
RIO.L $7847.00 $7495.11 (-4.48%) ALCISTA ⚠ 41.7% 33%

Largo plazo (top 5)

Ticker Precio Pred Dir Conf Vol
ASML.AS $1498.00 $1458.84 (-2.61%) ALCISTA ⚠ 59.0% 40%
STAN.L $1955.50 $1892.65 (-3.21%) ALCISTA ⚠ 41.7% 32%
BESI.AS $283.60 $275.23 (-2.95%) ALCISTA ⚠ 42.9% 41%
VOD.L $110.55 $107.51 (-2.75%) ALCISTA ⚠ 43.8% 25%
DSFIR.AS $67.28 $70.10 (+4.18%) BAJISTA ⚠ 31.2% 30%

Criptomonedas (top 5)

Sin candidatos.

Cartera diversificada

Ticker Peso Precio Dir Vol Horizonte
MTS.MC 12.4% $62.12 ALCISTA 34% Corto
HSX.L 15.0% $1754.00 ALCISTA 28% Corto
LI 8.7% $14.20 BAJISTA 48% Corto
IFX.DE 7.0% $85.05 ALCISTA 60% Medio
ACS.MC 14.9% $125.80 ALCISTA 28% Medio
WKL.AS 8.0% $64.26 BAJISTA 53% Medio
ASML.AS 10.6% $1498.00 ALCISTA 40% Largo
STAN.L 13.3% $1955.50 ALCISTA 32% Largo
BESI.AS 10.2% $283.60 ALCISTA 41% Largo

Performance por modelo

Modelo Accuracy MAE Sesgo N evals Simbolos
hmm_signal 53% — — 28713 972
gbm 53% 2.25% 0.72% 28566 965
kalman_signal 52% — — 28713 972
merton 52% 2.02% 0.51% 28713 972
ml 50% 9.97% 0.97% 28713 972
ensemble 48% 3.48% 0.35% 28713 972
kalman 45% 2.55% 0.93% 28713 972

Metricas globales (ensemble, 7d)

MAE: 3.48% | RMSE: 5.83% | Hit rate: 48% | N: 28713

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) 0.78
Sortino (anualizado) 1.13
Calmar 0.23
Max Drawdown -50.37%
Profit Factor 1.10
Win Rate (= Hit Rate global) 52.45%
Expectancy por trade 0.049%
N evaluaciones 2000

Hit rate por bucket de confianza

Bucket conf. N Hit rate
00-30 1472 54.1%
30-50 427 52.0%
50-60 59 33.9%
60-70 30 26.7%
70-80 10 30.0%
80-100 2 0.0%

13. Calibracion (post-isotonic)

Isotonic (PAV) calibrator entrenado sobre 456 muestras historicas el 2026-06-06T00:30:00Z. 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 3930 45.3% 0 N/A
30-50 914 43.2% 0 N/A
50-60 116 52.6% 0 N/A
60-70 37 54.1% 0 N/A
70-80 2 100.0% 0 N/A
80-100 1 100.0% 5000 45.2%

Curva isotonic (knots)

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Criterio de exito (bucket 80+ >= 70% hit_rate): NO (hit rate calibrado = 45.2%, 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 456 (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: 13.34% (cap 20%)
  • Risk score medio: 64.4/100 (100 = mas seguro)
  • Predicciones con Kelly = 0: 2/8

Distribucion de Kelly size

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

Top-5 riesgo mas elevado (risk_score bajo)

Symbol Asset Direction Conf Kelly Risk
QQQ NASDAQ 100 ALCISTA 57 20.00% 56.6
GLD Gold ALCISTA 55 18.32% 57.8
BTC-USD Bitcoin ALCISTA 70 8.38% 59.5
URTH MSCI World ALCISTA 57 20.00% 60.7
SPY S&P 500 ALCISTA 57 20.00% 60.8

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) ABBN.SW ABBN.SW ALCISTA 100.0% 50.0 0.00% 84.6600 86.3532 GBM/Kalman ensemble: conf_raw=42.9% (cal=100.0%), dir=ALCISTA, vol_annual=25.1%, regime=BULL
MEDIO (1-3m) ACX.MC ACX.MC ALCISTA 100.0% 50.0 0.00% 16.4600 16.7198 Stacking ensemble (nnls): pred_return=1.58%, conf_raw=72.3% (cal=100.0%), dir=ALCISTA
LARGO (6-12m) NASDAQ 100 QQQ NEUTRAL 100.0% 57.0 20.00% 705.0600 705.0600 Fundamental=50/100 (neutral) + Macro=45/100 (RISK-OFF); blend=47.5 -> NEUTRAL, 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.