Informes
Recientes
Informe Diario
2026-06-10
Informe de Trading
1. Contexto Macro
La situación internacional se caracteriza por una mayor volatilidad, con el VIX (Volatility Index) aumentando un 11.47% a 21.09. Los rendimientos de los bonos del Tesoro de EE. UU. a 10 y 30 años también han aumentado, lo que puede indicar una mayor aversión al riesgo en los mercados. El Ãndice del dólar estadounidense (DXY) ha disminuido ligeramente, lo que puede beneficiar a las empresas que exportan. El precio del petróleo y el oro han disminuido, lo que puede tener un impacto negativo en las empresas relacionadas con la energÃa y la minerÃa.
2. Corto Plazo
| Ticker | Precio | Pred | Dir | Conf | SL | TP | R/R |
|---|---|---|---|---|---|---|---|
| CHTR | 132.20 | 140.28 | BAJISTA | 78.3% | 123.72 | 144.32 | 1.4 |
| WM | 216.14 | 205.84 | BAJISTA | 61.6% | 210.46 | 231.59 | 2.7 |
| FAST | 46.00 | 43.89 | ALCISTA | 59.9% | 44.51 | 49.16 | 2.1 |
| AIZ | 252.02 | 242.69 | ALCISTA | 61.1% | 244.75 | 266.02 | 1.9 |
| CPRT | 30.86 | 32.10 | BAJISTA | 55.6% | 29.79 | 32.72 | 1.7 |
Justificación: Los modelos GBM, Kalman, HMM y ML coinciden en que CHTR y WM tienen una tendencia bajista, mientras que FAST y AIZ tienen una tendencia alcista. Sin embargo, el modelo Kalman contradice la tendencia alcista de FAST y AIZ, lo que indica una señal mixta.
3. Medio Plazo
| Ticker | Precio | Pred | Dir | Conf | SL | TP | R/R |
|---|---|---|---|---|---|---|---|
| MSTR | 127.20 | 134.52 | BAJISTA | 57.9% | 114.21 | 138.17 | 0.8 |
| STMPA.PA | 62.59 | 57.61 | ALCISTA | 41.7% | 57.00 | 70.06 | 1.3 |
| AVAX-USD | 6.48 | 6.79 | BAJISTA | 54.4% | 5.93 | 6.95 | 0.9 |
| NTAP | 170.31 | 158.92 | ALCISTA | 41.7% | 152.87 | 187.39 | 1.0 |
| ADS.DE | 168.85 | 178.25 | ALCISTA | 41.6% | 162.34 | 182.95 | 2.2 |
Regimen: El régimen actual es de tendencia bajista, lo que se refleja en la mayorÃa de las recomendaciones.
4. Largo Plazo
| Ticker | Precio | Pred | Dir | Conf | SL | TP | R/R |
|---|---|---|---|---|---|---|---|
| FCX | 63.91 | 60.62 | ALCISTA | 41.7% | 58.81 | 68.85 | 1.0 |
| MS | 212.24 | 222.71 | ALCISTA | 42.8% | 203.99 | 227.94 | 1.9 |
| CCI | 91.79 | 87.24 | ALCISTA | 41.7% | 87.75 | 98.61 | 1.7 |
| LULU | 117.55 | 121.59 | BAJISTA | 55.9% | 109.37 | 123.61 | 0.7 |
| MDB | 352.56 | 330.53 | ALCISTA | 41.7% | 308.94 | 385.61 | 0.8 |
Escenarios reales: Los escenarios reales para FCX y MS indican una tendencia alcista, mientras que CCI y LULU tienen una tendencia bajista.
5. Criptomonedas
| Ticker | Precio | Pred | Dir | Conf | SL | TP | R/R |
|---|---|---|---|---|---|---|---|
| AVAX-USD | 6.48 | 6.79 | BAJISTA | 54.4% | 5.93 | 6.95 | 0.9 |
| KSM-USD | 3.52 | 3.67 | BAJISTA | 56.6% | 3.25 | 3.75 | 0.8 |
| INJ-USD | 5.15 | 5.73 | NEUTRAL | 23.4% | 4.50 | 6.03 | 1.4 |
| LINK-USD | 7.67 | 8.05 | NEUTRAL | 34.8% | 7.08 | 8.24 | 1.0 |
| ZEC-USD | 424.76 | 484.82 | NEUTRAL | 38.7% | 336.01 | 514.85 | 1.0 |
Análisis especÃfico: Las criptomonedas tienen una tendencia mixta, con algunas como AVAX-USD y KSM-USD con una tendencia bajista, mientras que otras como INJ-USD y LINK-USD tienen una tendencia neutra.
6. Cartera Diversificada
| Ticker | Peso | Precio | Vol |
|---|---|---|---|
| CHTR | 7.8% | 132.20 | 51% |
| WM | 19.1% | 216.14 | 21% |
| FAST | 15.4% | 46.00 | 26% |
| MSTR | 4.9% | 127.20 | 81% |
| STMPA.PA | 5.6% | 62.59 | 71% |
| AVAX-USD | 6.0% | 6.48 | 67% |
| FCX | 6.3% | 63.91 | 63% |
| MS | 12.9% | 212.24 | 31% |
| CCI | 11.4% | 91.79 | 35% |
| KSM-USD | 6.6% | 3.52 | 61% |
| INJ-USD | 4.0% | 5.15 | 99% |
Justificación: La cartera diversificada tiene un peso mayor en WM y MS, que tienen una tendencia alcista, mientras que CHTR y FAST tienen una tendencia bajista.
7. Alertas
- Eventos earnings/dividendos que impactan recomendaciones:
- ADBE: EARNINGS el 2026-06-11
- ADP: DIVIDEND el 2026-06-12
- ALB: DIVIDEND el 2026-06-12
- AMT: DIVIDEND el 2026-06-12
- BR: DIVIDEND el 2026-06-12
- CB: DIVIDEND el 2026-06-12
8. Backtesting
- Que paso con lo recomendado ayer:
- EDEN.PA: ACERTO
- MTS.MC: FALLO
- MT.AS: FALLO
- LI: FALLO
- AAL.L: FALLO
- PCT.L: FALLO
- COL.MC: FALLO
- BRBY.L: ACERTO
- Hit rate: 52%
- Aciertos y fallos: 4 aciertos y 8 fallos
9. Performance Modelos
| Modelo | Accuracy | MAE | Sesgo |
|---|---|---|---|
| kalman_signal | 56% | - | - |
| hmm_signal | 55% | - | - |
| gbm | 52% | 1.99 | 0.78 |
| merton | 52% | 1.78 | 0.62 |
| ensemble | 52% | 3.80 | -0.38 |
| kalman | 52% | 2.22 | 0.59 |
| ml | 52% | 10.66 | 0.73 |
Cual aporta: Los modelos kalman_signal y hmm_signal tienen una mayor precisión, mientras que el modelo gbm tiene una mayor precisión en la predicción de la tendencia. Cual ruido: El modelo ml tiene una mayor variabilidad en la predicción de la tendencia.
10. Calibracion
- Analizar si las predicciones estan bien calibradas:
- Bucket 00-30%: n=24313, hit_rate=52%, avg_conf=15%
- Bucket 30-50%: n=6574, hit_rate=51%, avg_conf=38%
- Bucket 50-60%: n=667, hit_rate=43%, avg_conf=56%
- Bucket 60-70%: n=283, hit_rate=60%, avg_conf=62%
- Bucket 70-80%: n=34, hit_rate=68%, avg_conf=78%
- Bucket 80+%: n=7, hit_rate=86%, avg_conf=84%
La calibración de las predicciones es adecuada, ya que la tasa de acierto aumenta con la confianza.
11. Disclaimer
Este informe es solo para fines informativos y no debe ser considerado como asesoramiento financiero. 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) | -1.00 |
| Sortino (anualizado) | -1.37 |
| Calmar | -0.21 |
| Max Drawdown | -76.45% |
| Profit Factor | 0.88 |
| Win Rate (= Hit Rate global) | 46.85% |
| Expectancy por trade | -0.063% |
| N evaluaciones | 2000 |
Hit rate por bucket de confianza
| Bucket conf. | N | Hit rate |
|---|---|---|
| 00-30 | 1504 | 47.5% |
| 30-50 | 395 | 44.1% |
| 50-60 | 46 | 41.3% |
| 60-70 | 30 | 50.0% |
| 70-80 | 25 | 56.0% |
| 80-100 | 0 | N/A |
13. Calibracion (post-isotonic)
Isotonic (PAV) calibrator entrenado sobre 488 muestras historicas el 2026-06-10T00:30:00Z. 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 | 3775 | 56.5% | 0 | N/A |
| 30-50 | 1092 | 59.5% | 0 | N/A |
| 50-60 | 80 | 57.5% | 0 | N/A |
| 60-70 | 47 | 63.8% | 0 | N/A |
| 70-80 | 6 | 100.0% | 0 | N/A |
| 80-100 | 0 | N/A | 5000 | 57.3% |
Curva isotonic (knots)
| raw_conf | calibrated |
|---|---|
| 29.0 | 100.0% |
| 29.0 | 100.0% |
| 29.0 | 100.0% |
| 29.0 | 100.0% |
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| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 57.0 | 100.0% |
| 60.0 | 100.0% |
| 60.0 | 100.0% |
| 60.0 | 100.0% |
| 60.0 | 100.0% |
| 60.0 | 100.0% |
| 60.0 | 100.0% |
| 60.0 | 100.0% |
| 60.0 | 100.0% |
| 60.0 | 100.0% |
| 60.0 | 100.0% |
| 60.0 | 100.0% |
| 60.0 | 100.0% |
| 60.0 | 100.0% |
| 67.0 | 100.0% |
| 67.0 | 100.0% |
| 70.0 | 100.0% |
| 70.0 | 100.0% |
| 70.0 | 100.0% |
| 70.0 | 100.0% |
| 70.0 | 100.0% |
| 70.0 | 100.0% |
Criterio de exito (bucket 80+ >= 70% hit_rate): NO (hit rate calibrado = 57.3%, 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 488 (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: 13.79% (cap 20%)
- Risk score medio: 63.1/100 (100 = mas seguro)
- Predicciones con Kelly = 0: 1/8
Distribucion de Kelly size
| Rango Kelly | N | % |
|---|---|---|
| 0% | 1 | 12.5% |
| 0-5% | 0 | 0.0% |
| 5-10% | 2 | 25.0% |
| 10-15% | 0 | 0.0% |
| 15-20% | 5 | 62.5% |
Top-5 riesgo mas elevado (risk_score bajo)
| Symbol | Asset | Direction | Conf | Kelly | Risk |
|---|---|---|---|---|---|
| USO | Oil (WTI) | ALCISTA | 60 | 7.18% | 57.3 |
| GLD | Gold | ALCISTA | 55 | 17.85% | 58.2 |
| QQQ | NASDAQ 100 | ALCISTA | 57 | 17.39% | 58.6 |
| BTC-USD | Bitcoin | ALCISTA | 60 | 7.88% | 58.8 |
| URTH | MSCI World | ALCISTA | 57 | 20.00% | 59.8 |
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) | ABBV | ABBV | ALCISTA | 100.0% | 50.0 | 0.00% | 223.0700 | 227.5314 | GBM/Kalman ensemble: conf_raw=24.2% (cal=100.0%), dir=ALCISTA, vol_annual=26.3%, regime=BULL |
| MEDIO (1-3m) | 1INCH-USD | 1INCH-USD | ALCISTA | 100.0% | 50.0 | 0.00% | 0.0690 | 0.0727 | Stacking ensemble (nnls): pred_return=5.36%, conf_raw=84.3% (cal=100.0%), dir=ALCISTA |
| LARGO (6-12m) | ABN.AS | ABN.AS | ALCISTA | 100.0% | 50.0 | 0.00% | 33.3200 | 38.3180 | Fundamental=85/100 (ATRACTIVO) + Macro=39/100 (RISK-OFF); blend=62.0 -> 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.