Informes
Recientes
Informe Diario
2026-06-19
1. Contexto Macro
La situación internacional presenta una mezcla de indicadores económicos y geopolÃticos que influyen en los mercados financieros. El VIX (Volatility Index) se encuentra en 16.87, lo que indica una disminución en la volatilidad del mercado. El US Dollar Index (DXY) ha aumentado un 0.68%, lo que puede influir en la percepción de riesgo y en la inversión en activos extranjeros. Los precios del petróleo y el oro han disminuido, lo que puede tener un impacto en los sectores energético y minero. El S&P 500, el Dow Jones y el NASDAQ Composite han experimentado una disminución, lo que sugiere una tendencia a la baja en los mercados de acciones.
2. Corto Plazo
| Ticker | Precio | Pred | Dir | Conf | SL | TP | R/R | Justificación |
|---|---|---|---|---|---|---|---|---|
| LR.PA | 151.10 | 162.83 | ALCISTA | 41.9% | 143.84 | 168.70 | 2.4 | El modelo GBM apunta a un aumento del 54%, mientras que el modelo Kalman también es alcista. |
| RIO.L | 7515.00 | 7101.89 | ALCISTA | 48.3% | 7237.02 | 8134.66 | 2.2 | Aunque el precio actual contradice el consenso alcista, el modelo GBM y ML apoyan una tendencia alcista. |
| G24.DE | 76.15 | 80.23 | BAJISTA | 46.9% | 73.49 | 82.27 | 2.3 | El modelo HMM y ML indican una tendencia alcista, pero el precio actual y el modelo GBM sugieren una tendencia bajista. |
| KER.PA | 272.75 | 284.27 | ALCISTA | 56.0% | 259.77 | 290.03 | 1.3 | Todos los modelos (GBM, Kalman, HMM) apoyan una tendencia alcista. |
| IHG.L | 170.60 | 176.95 | ALCISTA | 56.0% | 165.63 | 180.12 | 1.9 | Los modelos GBM, Kalman y HMM coinciden en una tendencia alcista. |
3. Medio Plazo
| Ticker | Precio | Pred | Dir | Conf | SL | TP | R/R | Regimen | Tendencia Kalman |
|---|---|---|---|---|---|---|---|---|---|
| RWE.DE | 54.62 | 52.39 | ALCISTA | 48.3% | 52.94 | 57.96 | 2.0 | BEAR | BAJISTA |
| ACS.MC | 129.40 | 126.09 | ALCISTA | 65.6% | 124.19 | 134.37 | 1.0 | BEAR | ALCISTA |
| IAG.L | 456.80 | 476.33 | ALCISTA | 40.3% | 435.66 | 486.09 | 1.4 | BULL | ALCISTA |
| FER.MC | 60.18 | 57.93 | ALCISTA | 40.7% | 58.59 | 63.56 | 2.1 | LATERAL | ALCISTA |
| RAND.AS | 27.22 | 28.03 | BAJISTA | 46.9% | 26.29 | 28.43 | 1.3 | BULL | NEUTRAL |
4. Largo Plazo
| Ticker | Precio | Pred | Dir | Conf | SL | TP | R/R | Escenarios Reales |
|---|---|---|---|---|---|---|---|---|
| ENI.MI | 21.57 | 19.62 | ALCISTA | 29.0% | 20.69 | 24.51 | 3.3 | P5: 18.50, P50: 22.10, P95: 26.20 |
| TEN.MI | 25.21 | 23.54 | ALCISTA | 27.0% | 24.10 | 27.71 | 2.3 | P5: 21.50, P50: 25.50, P95: 30.20 |
| SPM.MI | 4.48 | 4.14 | ALCISTA | 24.4% | 4.19 | 5.00 | 1.7 | P5: 3.80, P50: 4.60, P95: 5.40 |
| STLAP.PA | 5.64 | 5.43 | BAJISTA | 37.2% | 5.32 | 5.95 | 1.0 | P5: 4.90, P50: 5.60, P95: 6.30 |
| IAG.MC | 5.27 | 5.43 | ALCISTA | 43.7% | 5.03 | 5.51 | 1.0 | P5: 4.70, P50: 5.40, P95: 6.20 |
5. Criptomonedas
No hay datos disponibles para criptomonedas.
6. Cartera Diversificada
| Ticker | Peso | Precio | Vol | Plazo |
|---|---|---|---|---|
| LR.PA | 9.6% | 151.10 | 38% | Corto |
| RIO.L | 12.4% | 7515.00 | 29% | Corto |
| G24.DE | 13.1% | 76.15 | 28% | Corto |
| RWE.DE | 14.9% | 54.62 | 24% | Medio |
| ACS.MC | 11.4% | 129.40 | 32% | Medio |
| IAG.L | 9.9% | 456.80 | 37% | Medio |
| ENI.MI | 11.2% | 21.57 | 32% | Largo |
| TEN.MI | 10.5% | 25.21 | 35% | Largo |
| SPM.MI | 6.9% | 4.48 | 53% | Largo |
7. Alertas
- Eventos de dividendos: AVGO el 2026-06-22, APH el 2026-06-23.
- Eventos de earnings: CCL el 2026-06-23 y 2026-06-24.
8. Backtesting
- IFX.DE: Acertó con un retorno real del 4.532% vs. un retorno predicho de -2.365%.
- BLND.L: Falló con un retorno real del -2.450% vs. un retorno predicho de -1.046%.
9. Performance Modelos
| Modelo | Accuracy | MAE | Sesgo |
|---|---|---|---|
| Ensemble | 54% | 3.09% | 0.28% |
| GBM | 53% | 1.68% | -0.40% |
| ML | 52% | 9.66% | -0.85% |
| Merton | 51% | 1.54% | -0.52% |
| Kalman | 44% | 2.18% | -0.93% |
10. Calibracion
- Bucket 00-30%: n=25659, hit_rate=54%, avg_conf=15%.
- Bucket 80+%: n=14, hit_rate=64%, avg_conf=85%. La calibración sugiere que las predicciones están ligeramente sobreconfiadas en los rangos de confianza más altos.
11. Disclaimer
Este informe es para fines informativos y no constituye asesoramiento financiero. Los inversores deben realizar su propia investigación y considerar su tolerancia al riesgo 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) | -0.41 |
| Sortino (anualizado) | -0.58 |
| Calmar | -0.10 |
| Max Drawdown | -76.38% |
| Profit Factor | 0.95 |
| Win Rate (= Hit Rate global) | 48.70% |
| Expectancy por trade | -0.026% |
| N evaluaciones | 2000 |
Hit rate por bucket de confianza
| Bucket conf. | N | Hit rate |
|---|---|---|
| 00-30 | 1411 | 47.9% |
| 30-50 | 500 | 48.6% |
| 50-60 | 63 | 65.1% |
| 60-70 | 24 | 50.0% |
| 70-80 | 1 | 100.0% |
| 80-100 | 1 | 100.0% |
13. Calibracion (post-isotonic)
Isotonic (PAV) calibrator entrenado sobre 552 muestras historicas el 2026-06-19T00:30:00Z. 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 | 3431 | 54.4% | 0 | N/A |
| 30-50 | 1287 | 55.3% | 0 | N/A |
| 50-60 | 156 | 56.4% | 0 | N/A |
| 60-70 | 106 | 45.3% | 0 | N/A |
| 70-80 | 16 | 50.0% | 0 | N/A |
| 80-100 | 4 | 50.0% | 5000 | 54.5% |
Curva isotonic (knots)
| raw_conf | calibrated |
|---|---|
| 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% |
| 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% |
| 60.0 | 100.0% |
| 60.0 | 100.0% |
| 60.0 | 100.0% |
| 60.0 | 100.0% |
| 60.0 | 100.0% |
| 60.0 | 100.0% |
| 62.0 | 100.0% |
| 62.0 | 100.0% |
| 67.0 | 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% |
| 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 = 54.5%, 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 552 (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: 10.08% (cap 20%)
- Risk score medio: 67.7/100 (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% | 1 | 12.5% |
| 10-15% | 1 | 12.5% |
| 15-20% | 3 | 37.5% |
Top-5 riesgo mas elevado (risk_score bajo)
| Symbol | Asset | Direction | Conf | Kelly | Risk |
|---|---|---|---|---|---|
| USO | Oil (WTI) | ALCISTA | 55 | 6.71% | 56.1 |
| SPY | S&P 500 | ALCISTA | 57 | 20.00% | 57.8 |
| URTH | MSCI World | ALCISTA | 57 | 20.00% | 58.1 |
| QQQ | NASDAQ 100 | ALCISTA | 57 | 13.91% | 60.9 |
| EURUSD=X | EUR/USD | ALCISTA | 70 | 20.00% | 61.0 |
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) | ABBN.SW | ABBN.SW | ALCISTA | 100.0% | 50.0 | 0.00% | 87.2600 | 89.0052 | GBM/Kalman ensemble: conf_raw=24.4% (cal=100.0%), dir=ALCISTA, vol_annual=23.7%, regime=LATERAL |
| MEDIO (1-3m) | A2A.MI | A2A.MI | ALCISTA | 100.0% | 50.0 | 0.00% | 2.2630 | 2.2679 | Stacking ensemble (ridge): pred_return=0.22%, conf_raw=55.2% (cal=100.0%), dir=ALCISTA |
| LARGO (6-12m) | ABN.AS | ABN.AS | ALCISTA | 100.0% | 50.0 | 0.00% | 37.8800 | 43.5620 | Fundamental=85/100 (ATRACTIVO) + Macro=49/100 (NEUTRO); blend=67.0 -> 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.