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2026-08-08
Informe de Trading — 2026-08-08 (modo fallback)
Groq no disponible — informe generado directamente desde los modelos cuantitativos.
340 simbolos analizados. Distribucion: {"NEUTRAL": 273, "ALCISTA": 58, "BAJISTA": 9}
Corto plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| TIT.MI | $7.59 | $7.33 (-3.44%) | ALCISTA ⚠ | 55.9% | 21% |
| SAB.MC | $3.45 | $3.58 (+4.02%) | ALCISTA | 55.4% | 26% |
| ENGI.PA | $26.72 | $25.86 (-3.22%) | BAJISTA | 44.1% | 23% |
| ANE.MC | $20.86 | $21.50 (+3.07%) | BAJISTA ⚠ | 42.9% | 40% |
| DIA.MI | $75.40 | $74.22 (-1.57%) | ALCISTA ⚠ | 56.8% | 45% |
Medio plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| TTE.PA | $74.09 | $71.26 (-3.82%) | ALCISTA ⚠ | 39.2% | 24% |
| U | $43.00 | $44.85 (+4.31%) | ALCISTA | 40.9% | 92% |
| G.MI | $44.81 | $42.79 (-4.50%) | ALCISTA ⚠ | 30.2% | 13% |
| DB1.DE | $274.10 | $263.95 (-3.70%) | ALCISTA ⚠ | 31.8% | 23% |
| RWE.DE | $56.22 | $54.85 (-2.44%) | ALCISTA ⚠ | 42.1% | 26% |
Largo plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| TEN.MI | $23.14 | $20.89 (-9.73%) | ALCISTA ⚠ | 23.6% | 42% |
| ACS.MC | $109.00 | $102.28 (-6.17%) | ALCISTA ⚠ | 26.1% | 28% |
| EWQ | $47.90 | $49.14 (+2.58%) | ALCISTA | 38.8% | 15% |
| AAL.L | $4022.00 | $3938.78 (-2.07%) | ALCISTA ⚠ | 41.7% | 38% |
| REP.MC | $25.28 | $24.82 (-1.83%) | ALCISTA ⚠ | 41.6% | 29% |
Criptomonedas (top 5)
Sin candidatos.
Cartera diversificada
| Ticker | Peso | Precio | Dir | Vol | Horizonte |
|---|---|---|---|---|---|
| TIT.MI | 12.3% | $7.59 | ALCISTA | 21% | Corto |
| SAB.MC | 10.0% | $3.45 | ALCISTA | 26% | Corto |
| ENGI.PA | 11.4% | $26.72 | BAJISTA | 23% | Corto |
| TTE.PA | 10.9% | $74.09 | ALCISTA | 24% | Medio |
| U | 2.8% | $43.00 | ALCISTA | 92% | Medio |
| G.MI | 19.7% | $44.81 | ALCISTA | 13% | Medio |
| TEN.MI | 6.2% | $23.14 | ALCISTA | 42% | Largo |
| ACS.MC | 9.1% | $109.00 | ALCISTA | 28% | Largo |
| EWQ | 17.7% | $47.90 | ALCISTA | 15% | Largo |
Performance por modelo
| Modelo | Accuracy | MAE | Sesgo | N evals | Simbolos |
|---|---|---|---|---|---|
| ensemble | 53% | 2.84% | -0.61% | 33934 | 979 |
| ml | 52% | 11.01% | 0.74% | 33953 | 980 |
| gbm | 51% | 1.76% | -0.32% | 33757 | 970 |
| kalman | 51% | 2.87% | 0.67% | 33953 | 980 |
| merton | 50% | 2.42% | 0.44% | 33953 | 980 |
| hmm_signal | 47% | — | — | 33953 | 980 |
| kalman_signal | 46% | — | — | 33953 | 980 |
Metricas globales (ensemble, 7d)
MAE: 2.84% | RMSE: 4.88% | Hit rate: 53% | N: 33934
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) | -2.02 |
| Sortino (anualizado) | -2.67 |
| Calmar | -0.30 |
| Max Drawdown | -93.79% |
| Profit Factor | 0.78 |
| Win Rate (= Hit Rate global) | 43.70% |
| Expectancy por trade | -0.126% |
| N evaluaciones | 2000 |
Hit rate por bucket de confianza
| Bucket conf. | N | Hit rate |
|---|---|---|
| 00-30 | 1473 | 44.7% |
| 30-50 | 446 | 38.1% |
| 50-60 | 40 | 67.5% |
| 60-70 | 33 | 45.5% |
| 70-80 | 5 | 40.0% |
| 80-100 | 3 | 33.3% |
13. Calibracion (post-isotonic)
Isotonic (PAV) calibrator entrenado sobre 817834 muestras historicas el 2026-08-08T00:30:54Z. 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 | 3587 | 52.2% | 0 | N/A |
| 30-50 | 1153 | 48.0% | 472 | 57.2% |
| 50-60 | 206 | 54.9% | 4526 | 50.7% |
| 60-70 | 40 | 42.5% | 0 | N/A |
| 70-80 | 12 | 58.3% | 0 | N/A |
| 80-100 | 2 | 100.0% | 2 | 100.0% |
Curva isotonic (knots)
| raw_conf | calibrated |
|---|---|
| 0.0 | 47.8% |
| 0.0 | 50.3% |
| 0.0 | 50.6% |
| 20.2 | 50.6% |
| 60.8 | 51.5% |
| 60.9 | 52.9% |
| 100.0 | 52.9% |
| 100.0 | 100.0% |
| 100.0 | 100.0% |
| 100.0 | 100.0% |
Criterio de exito (bucket 80+ >= 70% hit_rate): OK (hit rate calibrado = 100.0%, n=2).
Notas: trained on 817834 (raw_conf, hit) pairs|Brier gate PASSED: calibrated 0.2501 <= baseline 0.2498 on holdout n=163567
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: 0.00% (cap 20%)
- Risk score medio: 85.1/100 (100 = mas seguro)
- Predicciones con Kelly = 0: 8/8 ← modelos en acumulacion de datos, edge aun no estadisticamente significativo (hit rate ~50%)
Distribucion de Kelly size
| Rango Kelly | N | % |
|---|---|---|
| 0% | 8 | 100.0% |
| 0-5% | 0 | 0.0% |
| 5-10% | 0 | 0.0% |
| 10-15% | 0 | 0.0% |
| 15-20% | 0 | 0.0% |
Top-5 riesgo mas elevado (risk_score bajo)
| Symbol | Asset | Direction | Conf | Kelly | Risk |
|---|---|---|---|---|---|
| USO | Oil (WTI) | NEUTRAL | 50 | 0.00% | 65.6 |
| QQQ | NASDAQ 100 | ALCISTA | 57 | 0.00% | 84.2 |
| BTC-USD | Bitcoin | ALCISTA | 57 | 0.00% | 84.3 |
| GLD | Gold | BAJISTA | 29 | 0.00% | 85.3 |
| SPY | S&P 500 | BAJISTA | 44 | 0.00% | 89.6 |
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) | BPE.MI | BPE.MI | ALCISTA | 51.4% | 50.0 | 0.00% | 14.5820 | 14.7319 | GBM/Kalman ensemble: conf_raw=55.9% (cal=51.4%), dir=ALCISTA, vol_annual=26.8%, regime=LATERAL |
| MEDIO (1-3m) | IVG.MI | IVG.MI | ALCISTA | 52.9% | 50.0 | 0.00% | 13.8900 | 13.9237 | Stacking ensemble (ridge): pred_return=0.24%, conf_raw=62.1% (cal=52.9%), dir=ALCISTA |
| LARGO (6-12m) | BPE.MI | BPE.MI | ALCISTA | 51.1% | 50.0 | 0.00% | 14.5820 | 15.6997 | Fundamental=85/100 (ATRACTIVO) + Macro=59/100 (RISK-ON); blend=72.0 -> ALCISTA, cal_conf=51.1% |
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.