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2026-08-09
Informe de Trading — 2026-08-09 (modo fallback)
Groq no disponible — informe generado directamente desde los modelos cuantitativos.
340 simbolos analizados. Distribucion: {"ALCISTA": 62, "NEUTRAL": 271, "BAJISTA": 7}
Corto plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| G.MI | $44.81 | $42.79 (-4.51%) | ALCISTA ⚠ | 78.6% | 13% |
| ADM.L | $3886.00 | $3718.53 (-4.31%) | ALCISTA ⚠ | 57.1% | 32% |
| TIT.MI | $7.59 | $7.34 (-3.32%) | ALCISTA ⚠ | 55.9% | 21% |
| TTE.PA | $74.09 | $72.18 (-2.58%) | ALCISTA ⚠ | 63.1% | 24% |
| AAL.L | $4022.00 | $3918.68 (-2.57%) | ALCISTA ⚠ | 57.1% | 38% |
Medio plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| ABN.AS | $39.73 | $38.73 (-2.51%) | ALCISTA ⚠ | 55.9% | 25% |
| MTS.MC | $62.96 | $61.40 (-2.48%) | ALCISTA ⚠ | 55.9% | 37% |
| ANE.MC | $20.86 | $21.28 (+2.01%) | BAJISTA ⚠ | 63.1% | 40% |
| BPE.MI | $14.58 | $14.25 (-2.30%) | ALCISTA ⚠ | 55.9% | 27% |
| ROKU | $153.11 | $148.61 (-2.94%) | ALCISTA ⚠ | 46.4% | 29% |
Largo plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| SHELL.AS | $38.39 | $37.66 (-1.89%) | ALCISTA ⚠ | 63.1% | 23% |
| SAN.MC | $12.86 | $12.57 (-2.20%) | ALCISTA ⚠ | 55.9% | 25% |
| MT.AS | $62.98 | $61.61 (-2.18%) | ALCISTA ⚠ | 55.9% | 37% |
| DIA.MI | $75.40 | $73.82 (-2.09%) | ALCISTA ⚠ | 57.1% | 45% |
| ALV.DE | $433.50 | $424.58 (-2.06%) | ALCISTA ⚠ | 57.1% | 15% |
Criptomonedas (top 5)
Sin candidatos.
Cartera diversificada
| Ticker | Peso | Precio | Dir | Vol | Horizonte |
|---|---|---|---|---|---|
| G.MI | 21.3% | $44.81 | ALCISTA | 13% | Corto |
| ADM.L | 8.8% | $3886.00 | ALCISTA | 32% | Corto |
| TIT.MI | 13.3% | $7.59 | ALCISTA | 21% | Corto |
| ABN.AS | 11.2% | $39.73 | ALCISTA | 25% | Medio |
| MTS.MC | 7.6% | $62.96 | ALCISTA | 37% | Medio |
| ANE.MC | 7.1% | $20.86 | BAJISTA | 40% | Medio |
| SHELL.AS | 12.1% | $38.39 | ALCISTA | 23% | Largo |
| SAN.MC | 11.1% | $12.86 | ALCISTA | 25% | Largo |
| MT.AS | 7.6% | $62.98 | ALCISTA | 37% | Largo |
Performance por modelo
| Modelo | Accuracy | MAE | Sesgo | N evals | Simbolos |
|---|---|---|---|---|---|
| ensemble | 53% | 2.82% | -0.64% | 33647 | 979 |
| gbm | 51% | 1.75% | -0.34% | 33470 | 970 |
| ml | 51% | 11.01% | 0.79% | 33666 | 980 |
| kalman | 51% | 2.87% | 0.65% | 33666 | 980 |
| merton | 50% | 2.41% | 0.43% | 33666 | 980 |
| hmm_signal | 47% | — | — | 33666 | 980 |
| kalman_signal | 46% | — | — | 33666 | 980 |
Metricas globales (ensemble, 7d)
MAE: 2.82% | RMSE: 4.86% | Hit rate: 53% | N: 33647
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) | -1.13 |
| Sortino (anualizado) | -1.54 |
| Calmar | -0.21 |
| Max Drawdown | -83.58% |
| Profit Factor | 0.87 |
| Win Rate (= Hit Rate global) | 46.45% |
| Expectancy por trade | -0.071% |
| N evaluaciones | 2000 |
Hit rate por bucket de confianza
| Bucket conf. | N | Hit rate |
|---|---|---|
| 00-30 | 1465 | 47.4% |
| 30-50 | 461 | 44.3% |
| 50-60 | 35 | 62.9% |
| 60-70 | 33 | 21.2% |
| 70-80 | 4 | 50.0% |
| 80-100 | 2 | 0.0% |
13. Calibracion (post-isotonic)
Isotonic (PAV) calibrator entrenado sobre 820706 muestras historicas el 2026-08-09T00:30:52Z. 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 | 3629 | 55.3% | 0 | N/A |
| 30-50 | 1094 | 51.7% | 483 | 59.2% |
| 50-60 | 222 | 59.0% | 4515 | 54.2% |
| 60-70 | 38 | 52.6% | 0 | N/A |
| 70-80 | 14 | 57.1% | 0 | N/A |
| 80-100 | 3 | 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% |
| 46.7 | 50.7% |
| 60.8 | 51.5% |
| 60.9 | 52.9% |
| 100.0 | 52.9% |
| 100.0 | 100.0% |
| 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 820706 (raw_conf, hit) pairs|Brier gate PASSED: calibrated 0.2501 <= baseline 0.2498 on holdout n=164142
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 |
| BTC-USD | Bitcoin | ALCISTA | 57 | 0.00% | 84.1 |
| QQQ | NASDAQ 100 | ALCISTA | 57 | 0.00% | 84.2 |
| 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) | DB1.DE | DB1.DE | ALCISTA | 52.9% | 50.0 | 0.00% | 274.1000 | 277.0000 | GBM/Kalman ensemble: conf_raw=77.3% (cal=52.9%), dir=ALCISTA, vol_annual=23.0%, regime=BULL |
| MEDIO (1-3m) | IVG.MI | IVG.MI | ALCISTA | 52.9% | 50.0 | 0.00% | 13.8900 | 13.9257 | Stacking ensemble (ridge): pred_return=0.26%, conf_raw=62.9% (cal=52.9%), dir=ALCISTA |
| LARGO (6-12m) | Oil (WTI) | USO | NEUTRAL | 50.6% | 50.0 | 0.00% | 117.9800 | 117.9800 | Fundamental=50/100 (neutral) + Macro=45/100 (RISK-OFF); blend=47.5 -> NEUTRAL, cal_conf=50.6% |
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.