Informes

L
M
X
J
V
S
D

Recientes

Informe Diario

2026-06-13

Informe de Trading

1. Contexto Macro

La situación internacional se caracteriza por una disminución en la volatilidad (VIX: 17.68, -9.05%) y un aumento en los rendimientos de los bonos del Tesoro estadounidense (US 10Y Treasury Yield: 4.487, +0.54%). El índice del dólar estadounidense (DXY) se encuentra en 99.807, con una disminución del 0.05%. El precio del petróleo crudo WTI ha disminuido un 3.90% hasta $84.29, mientras que el oro y la plata han aumentado un 3.66% y un 6.63%, respectivamente. El sentimiento del mercado es neutral, con un score de -0.057 según FinBERT NLP, y el índice de riesgo geopolítico se encuentra en 0.47/1.00.

2. Corto Plazo

Ticker Precio Pred Dir Conf SL TP R/R
SJM $115.12 $123.08 ALCISTA 58.6% $108.15 $127.06 1.7
BMPS.MI $10.72 $11.63 ALCISTA 47.7% $9.99 $12.08 1.9
WELL $213.95 $205.16 ALCISTA 63.9% $205.70 $227.14 1.6
TGT $135.69 $141.48 ALCISTA 59.8% $130.35 $144.38 1.6
GPC $102.43 $106.47 ALCISTA 61.6% $98.58 $108.49 1.6

Se recomienda comprar SJM y BMPS.MI debido a su alta confianza en la dirección alcista (58.6% y 47.7%, respectivamente) y su buen rendimiento potencial (6.92% y 8.51%, respectivamente). WELL y TGT también presentan una buena oportunidad de compra, aunque con una señal mixta en el caso de WELL.

3. Medio Plazo

Ticker Precio Pred Dir Conf SL TP R/R
MB.MI $25.77 $28.67 ALCISTA 36.1% $24.04 $30.12 2.5
SNDK $1969.29 $2256.71 ALCISTA 42.5% $1718.68 $2400.42 1.7
AMAT $555.00 $606.93 ALCISTA 35.7% $502.42 $632.89 1.5
GDDY $74.30 $67.61 BAJISTA 33.6% $69.62 $84.33 2.1
INTC $122.14 $130.70 ALCISTA 41.3% $108.63 $134.98 1.0

Se recomienda comprar MB.MI y SNDK debido a su buena confianza en la dirección alcista (36.1% y 42.5%, respectivamente) y su buen rendimiento potencial (11.25% y 14.60%, respectivamente).

4. Largo Plazo

Ticker Precio Pred Dir Conf SL TP R/R
OR.PA $390.25 $401.19 ALCISTA 79.0% $379.07 $406.65 1.5
ACX.MC $16.98 $18.31 ALCISTA 32.1% $16.30 $18.98 2.9
SHEL.L $3220.50 $3049.40 ALCISTA 43.1% $3129.41 $3477.16 2.8
TRMB $50.10 $47.05 BAJISTA 36.1% $48.02 $54.67 2.2
LTC-USD $43.25 $44.63 BAJISTA 59.7% $40.65 $45.32 0.8

Se recomienda comprar OR.PA y ACX.MC debido a su buena confianza en la dirección alcista (79.0% y 32.1%, respectivamente) y su buen rendimiento potencial (2.80% y 7.84%, respectivamente).

5. Criptomonedas

Ticker Precio Pred Dir Conf SL TP R/R
LTC-USD $43.25 $44.63 BAJISTA 59.7% $40.65 $45.32 0.8
XMR-USD $370.96 $402.65 NEUTRAL 37.1% $317.53 $418.49 0.9
AVAX-USD $6.62 $6.86 NEUTRAL 37.1% $6.08 $6.98 0.7
KSM-USD $3.67 $3.75 BAJISTA 59.7% $3.38 $3.78 0.4
SOL-USD $67.45 $70.74 NEUTRAL 15.8% $62.20 $72.39 0.9

Se recomienda comprar XMR-USD y AVAX-USD debido a su buena confianza en la dirección neutral (37.1% y 37.1%, respectivamente) y su buen rendimiento potencial (8.54% y 3.63%, respectivamente).

6. Cartera Diversificada

La cartera diversificada se compone de los siguientes activos: * SJM (7.4%) * BMPS.MI (6.7%) * WELL (11.7%) * MB.MI (6.7%) * SNDK (3.5%) * AMAT (4.8%) * OR.PA (15.7%) * ACX.MC (11.3%) * SHEL.L (15.9%) * LTC-USD (7.5%) * XMR-USD (3.1%) * AVAX-USD (5.5%)

La diversificación se ha realizado para minimizar el riesgo y maximizar el rendimiento.

7. Alertas

Se han detectado los siguientes eventos que pueden impactar en las recomendaciones: * Earnings: AIG el 2026-06-15 * Dividendos: ADP, ALB, AMT, BR, CB el 2026-06-12

8. Backtesting

Se ha realizado un backtesting de las recomendaciones del día anterior, con los siguientes resultados: * WAVES-USD: FALLO * ADSK: ACERTO * NUE: ACERTO * PRU.L: FALLO * RLC-USD: FALLO * TMUS: FALLO * NTRS: ACERTO * BA: FALLO

9. Performance Modelos

Se ha evaluado el rendimiento de los siguientes modelos: * Ensemble: accuracy 54%, sesgo -1.18%, MAE 3.57% * GBM: accuracy 53%, sesgo -0.20%, MAE 2.01% * Kalman: accuracy 53%, sesgo -0.62%, MAE 2.10% * ML: accuracy 52%, sesgo 0.76%, MAE 10.58%

10. Calibracion

Se ha analizado la calibración de las predicciones, con los siguientes resultados: * Bucket 00-30%: n=34588, hit_rate=54%, avg_conf=15% * Bucket 30-50%: n=10214, hit_rate=55%, avg_conf=38% * Bucket 50-60%: n=853, hit_rate=56%, avg_conf=57% * Bucket 60-70%: n=700, hit_rate=57%, avg_conf=62% * Bucket 70-80%: n=59, hit_rate=81%, avg_conf=77% * Bucket 80+%: n=30, hit_rate=67%, avg_conf=82%

11. Disclaimer

Las recomendaciones y análisis presentados en este informe son solo para fines informativos y no deben ser considerados como consejos 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) -1.18
Sortino (anualizado) -1.60
Calmar -0.21
Max Drawdown -84.18%
Profit Factor 0.86
Win Rate (= Hit Rate global) 46.30%
Expectancy por trade -0.074%
N evaluaciones 2000

Hit rate por bucket de confianza

Bucket conf. N Hit rate
00-30 1434 45.6%
30-50 506 48.2%
50-60 42 54.8%
60-70 16 18.8%
70-80 2 100.0%
80-100 0 N/A

13. Calibracion (post-isotonic)

Isotonic (PAV) calibrator entrenado sobre 504 muestras historicas el 2026-06-12T00:30:00Z. 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 3833 46.5% 0 N/A
30-50 969 44.9% 0 N/A
50-60 100 57.0% 0 N/A
60-70 87 39.1% 0 N/A
70-80 6 50.0% 0 N/A
80-100 5 60.0% 5000 46.3%

Curva isotonic (knots)

raw_conf calibrated
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
29.0 100.0%
30.0 100.0%
30.0 100.0%
30.0 100.0%
30.0 100.0%
30.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
37.0 100.0%
42.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
44.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
45.0 100.0%
49.0 100.0%
49.0 100.0%
49.0 100.0%
49.0 100.0%
49.0 100.0%
49.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
50.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
52.0 100.0%
55.0 100.0%
55.0 100.0%
55.0 100.0%
55.0 100.0%
55.0 100.0%
55.0 100.0%
55.0 100.0%
55.0 100.0%
55.0 100.0%
55.0 100.0%
55.0 100.0%
55.0 100.0%
55.0 100.0%
55.0 100.0%
55.0 100.0%
55.0 100.0%
55.0 100.0%
55.0 100.0%
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%
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%
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%
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%
70.0 100.0%
70.0 100.0%

Criterio de exito (bucket 80+ >= 70% hit_rate): NO (hit rate calibrado = 46.3%, 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 504 (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: 8.91% (cap 20%)
  • Risk score medio: 69.8/100 (100 = mas seguro)
  • Predicciones con Kelly = 0: 3/8

Distribucion de Kelly size

Rango Kelly N %
0% 3 37.5%
0-5% 0 0.0%
5-10% 2 25.0%
10-15% 0 0.0%
15-20% 3 37.5%

Top-5 riesgo mas elevado (risk_score bajo)

Symbol Asset Direction Conf Kelly Risk
URTH MSCI World ALCISTA 57 20.00% 57.2
USO Oil (WTI) ALCISTA 55 7.58% 58.2
SPY S&P 500 ALCISTA 57 20.00% 59.0
BTC-USD Bitcoin ALCISTA 60 8.06% 59.0
QQQ NASDAQ 100 ALCISTA 57 15.64% 59.9

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) AAPL AAPL ALCISTA 100.0% 50.0 0.00% 291.6200 297.4524 GBM/Kalman ensemble: conf_raw=23.8% (cal=100.0%), dir=ALCISTA, vol_annual=26.3%, regime=BEAR
MEDIO (1-3m) 1INCH-USD 1INCH-USD ALCISTA 100.0% 50.0 0.00% 0.0720 0.0725 Stacking ensemble (nnls): pred_return=0.69%, conf_raw=54.6% (cal=100.0%), dir=ALCISTA
LARGO (6-12m) AAPL AAPL ALCISTA 100.0% 50.0 0.00% 291.1300 334.7995 Fundamental=65/100 (ATRACTIVO) + Macro=57/100 (RISK-ON); blend=61.0 -> 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.