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2026-07-19
Informe de Trading — 2026-07-19 (modo fallback)
Groq no disponible — informe generado directamente desde los modelos cuantitativos.
340 simbolos analizados. Distribucion: {"ALCISTA": 25, "BAJISTA": 14, "NEUTRAL": 301}
Corto plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| UBSG.SW | $42.54 | $41.13 (-3.32%) | ALCISTA ⚠ | 60.7% | 27% |
| SEB-A.ST | $215.30 | $222.85 (+3.51%) | ALCISTA | 57.6% | 23% |
| SBRY.L | $356.30 | $349.43 (-1.93%) | ALCISTA ⚠ | 79.3% | 19% |
| ROKU | $144.43 | $138.56 (-4.06%) | ALCISTA ⚠ | 44.3% | 33% |
| JD | $29.62 | $30.83 (+4.08%) | BAJISTA ⚠ | 42.4% | 28% |
Medio plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| BRBY.L | $1049.00 | $1090.52 (+3.96%) | BAJISTA ⚠ | 43.0% | 46% |
| NN.AS | $78.06 | $76.10 (-2.51%) | ALCISTA ⚠ | 47.6% | 13% |
| RGTI | $14.11 | $14.39 (+1.97%) | BAJISTA ⚠ | 61.5% | 88% |
| KGF.L | $304.20 | $295.03 (-3.01%) | ALCISTA ⚠ | 40.3% | 33% |
| TSCO.L | $484.70 | $476.78 (-1.63%) | ALCISTA ⚠ | 58.0% | 22% |
Largo plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| DB1.DE | $256.90 | $250.84 (-2.36%) | ALCISTA ⚠ | 43.0% | 24% |
| REP.MC | $24.50 | $24.07 (-1.75%) | ALCISTA ⚠ | 49.2% | 31% |
| BP.L | $517.10 | $506.62 (-2.03%) | ALCISTA ⚠ | 40.3% | 31% |
| SPX.L | $6960.00 | $7160.06 (+2.87%) | BAJISTA ⚠ | 25.8% | 31% |
| ACX.MC | $16.34 | $16.11 (-1.40%) | ALCISTA ⚠ | 40.3% | 30% |
Criptomonedas (top 5)
Sin candidatos.
Cartera diversificada
| Ticker | Peso | Precio | Dir | Vol | Horizonte |
|---|---|---|---|---|---|
| UBSG.SW | 10.7% | $42.54 | ALCISTA | 27% | Corto |
| SEB-A.ST | 12.2% | $215.30 | ALCISTA | 23% | Corto |
| SBRY.L | 15.4% | $356.30 | ALCISTA | 19% | Corto |
| BRBY.L | 6.2% | $1049.00 | BAJISTA | 46% | Medio |
| NN.AS | 22.2% | $78.06 | ALCISTA | 13% | Medio |
| RGTI | 3.2% | $14.11 | BAJISTA | 88% | Medio |
| DB1.DE | 11.9% | $256.90 | ALCISTA | 24% | Largo |
| REP.MC | 9.2% | $24.50 | ALCISTA | 31% | Largo |
| BP.L | 9.1% | $517.10 | ALCISTA | 31% | Largo |
Performance por modelo
| Modelo | Accuracy | MAE | Sesgo | N evals | Simbolos |
|---|---|---|---|---|---|
| kalman | 56% | 3.24% | 1.76% | 25592 | 980 |
| ensemble | 54% | 2.48% | -0.10% | 25573 | 979 |
| hmm_signal | 53% | — | — | 25592 | 980 |
| kalman_signal | 51% | — | — | 25592 | 980 |
| merton | 50% | 3.08% | 1.80% | 25592 | 980 |
| ml | 50% | 10.54% | 2.17% | 25592 | 980 |
| gbm | 45% | 1.58% | 0.20% | 25434 | 970 |
Metricas globales (ensemble, 7d)
MAE: 2.48% | RMSE: 4.50% | Hit rate: 54% | N: 25573
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) | 0.10 |
| Sortino (anualizado) | 0.14 |
| Calmar | 0.00 |
| Max Drawdown | -66.82% |
| Profit Factor | 1.01 |
| Win Rate (= Hit Rate global) | 50.30% |
| Expectancy por trade | 0.006% |
| N evaluaciones | 2000 |
Hit rate por bucket de confianza
| Bucket conf. | N | Hit rate |
|---|---|---|
| 00-30 | 1428 | 50.3% |
| 30-50 | 458 | 50.7% |
| 50-60 | 78 | 56.4% |
| 60-70 | 27 | 33.3% |
| 70-80 | 9 | 33.3% |
| 80-100 | 0 | N/A |
13. Calibracion (post-isotonic)
Isotonic (PAV) calibrator entrenado sobre 717192 muestras historicas el 2026-07-19T00:30:48Z. 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 | 3855 | 57.1% | 0 | N/A |
| 30-50 | 958 | 54.3% | 614 | 61.1% |
| 50-60 | 110 | 55.5% | 4383 | 55.8% |
| 60-70 | 64 | 50.0% | 3 | 66.7% |
| 70-80 | 10 | 50.0% | 0 | N/A |
| 80-100 | 3 | 66.7% | 0 | N/A |
Curva isotonic (knots)
| raw_conf | calibrated |
|---|---|
| 0.0 | 47.8% |
| 0.0 | 50.3% |
| 0.0 | 50.4% |
| 46.7 | 50.5% |
| 60.9 | 51.0% |
| 60.9 | 52.7% |
| 100.0 | 66.7% |
| 100.0 | 75.0% |
Bucket 80+ calibrado con n=0 — el calibrador nunca entrega valores >=80 (mapa aplanado por la anti-calibracion del raw). Documentado como limitacion.
Notas: trained on 717192 (raw_conf, hit) pairs|Brier gate PASSED: calibrated 0.2502 <= baseline 0.2500 on holdout n=143439
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: 2.20% (cap 20%)
- Risk score medio: 82.9/100 (100 = mas seguro)
- Predicciones con Kelly = 0: 7/8
Distribucion de Kelly size
| Rango Kelly | N | % |
|---|---|---|
| 0% | 7 | 87.5% |
| 0-5% | 0 | 0.0% |
| 5-10% | 0 | 0.0% |
| 10-15% | 0 | 0.0% |
| 15-20% | 1 | 12.5% |
Top-5 riesgo mas elevado (risk_score bajo)
| Symbol | Asset | Direction | Conf | Kelly | Risk |
|---|---|---|---|---|---|
| TLT | US 10Y Bond | ALCISTA | 60 | 17.57% | 64.6 |
| USO | Oil (WTI) | BAJISTA | 22 | 0.00% | 76.9 |
| BTC-USD | Bitcoin | ALCISTA | 57 | 0.00% | 80.7 |
| QQQ | NASDAQ 100 | ALCISTA | 60 | 0.00% | 83.8 |
| GLD | Gold | NEUTRAL | 50 | 0.00% | 85.0 |
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) | SBRY.L | SBRY.L | ALCISTA | 59.3% | 50.0 | 0.00% | 356.3000 | 360.5257 | GBM/Kalman ensemble: conf_raw=79.3% (cal=59.3%), dir=ALCISTA, vol_annual=18.6%, regime=BULL |
| MEDIO (1-3m) | ALW.L | ALW.L | ALCISTA | 52.8% | 50.0 | 0.00% | 1319.0000 | 1322.2606 | Stacking ensemble (ridge): pred_return=0.25%, conf_raw=61.2% (cal=52.8%), dir=ALCISTA |
| LARGO (6-12m) | NASDAQ 100 | QQQ | NEUTRAL | 50.4% | 60.0 | 0.00% | 695.3300 | 695.3300 | Fundamental=50/100 (neutral) + Macro=45/100 (RISK-OFF); blend=47.5 -> NEUTRAL, cal_conf=50.4% |
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.