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2026-08-17
Informe de Trading — 2026-08-17 (modo fallback)
Groq no disponible — informe generado directamente desde los modelos cuantitativos.
969 simbolos analizados. Distribucion: {"ALCISTA": 156, "NEUTRAL": 750, "BAJISTA": 63}
Corto plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| KKR | $114.01 | $126.54 (+10.99%) | ALCISTA | 60.1% | 45% |
| BX | $143.93 | $153.84 (+6.89%) | ALCISTA | 40.4% | 42% |
| ROKU | $157.68 | $151.43 (-3.96%) | ALCISTA ⚠ | 60.4% | 30% |
| TKO | $201.28 | $213.42 (+6.03%) | ALCISTA | 40.4% | 27% |
| HSIC | $89.77 | $92.98 (+3.58%) | ALCISTA | 59.1% | 21% |
Medio plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| DUOL | $132.83 | $142.25 (+7.09%) | ALCISTA | 40.8% | 83% |
| LINK-USD | $9.49 | $9.97 (+5.07%) | ALCISTA | 40.4% | 51% |
| MARA | $9.20 | $9.64 (+4.79%) | BAJISTA ⚠ | 41.0% | 78% |
| CCI | $75.98 | $72.37 (-4.75%) | BAJISTA | 40.8% | 31% |
| NESTE.HE | $30.50 | $31.41 (+2.98%) | ALCISTA | 58.4% | 35% |
Largo plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| LDOS | $143.83 | $154.20 (+7.21%) | ALCISTA | 28.3% | 43% |
| FOXA | $69.04 | $65.92 (-4.52%) | ALCISTA ⚠ | 40.4% | 45% |
| APA | $40.47 | $41.54 (+2.65%) | ALCISTA | 60.1% | 50% |
| XOM | $160.10 | $152.45 (-4.78%) | ALCISTA ⚠ | 37.5% | 25% |
| FCX | $66.49 | $63.71 (-4.18%) | ALCISTA ⚠ | 40.9% | 44% |
Criptomonedas (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| LINK-USD | $9.49 | $9.97 (+5.07%) | ALCISTA | 40.4% | 51% |
| INJ-USD | $4.12 | $4.33 (+5.10%) | BAJISTA ⚠ | 40.4% | 66% |
| XMR-USD | $412.53 | $403.12 (-2.28%) | ALCISTA ⚠ | 40.4% | 51% |
| EGLD-USD | $2.63 | $2.52 (-4.01%) | BAJISTA | 31.8% | 48% |
| BNB-USD | $603.51 | $607.69 (+0.69%) | ALCISTA | 40.9% | 29% |
Cartera diversificada
| Ticker | Peso | Precio | Dir | Vol | Horizonte |
|---|---|---|---|---|---|
| KKR | 10.0% | $114.01 | ALCISTA | 45% | Corto |
| BX | 10.6% | $143.93 | ALCISTA | 42% | Corto |
| ROKU | 15.1% | $157.68 | ALCISTA | 30% | Corto |
| DUOL | 5.3% | $132.83 | ALCISTA | 83% | Medio |
| LINK-USD | 8.7% | $9.49 | ALCISTA | 51% | Medio |
| MARA | 5.7% | $9.20 | BAJISTA | 78% | Medio |
| LDOS | 10.3% | $143.83 | ALCISTA | 43% | Largo |
| FOXA | 9.9% | $69.04 | ALCISTA | 45% | Largo |
| APA | 9.0% | $40.47 | ALCISTA | 50% | Largo |
| INJ-USD | 6.8% | $4.12 | BAJISTA | 66% | Crypto |
| XMR-USD | 8.6% | $412.53 | ALCISTA | 51% | Crypto |
Performance por modelo
| Modelo | Accuracy | MAE | Sesgo | N evals | Simbolos |
|---|---|---|---|---|---|
| hmm_signal | 57% | — | — | 45621 | 873 |
| kalman_signal | 53% | — | — | 45621 | 873 |
| merton | 52% | 1.52% | 0.25% | 45621 | 873 |
| kalman | 51% | 1.90% | 0.53% | 45621 | 873 |
| ensemble | 51% | 3.65% | 0.13% | 45595 | 873 |
| ml | 50% | 9.38% | 0.94% | 45621 | 873 |
| gbm | 50% | 1.92% | 0.28% | 45000 | 863 |
Metricas globales (ensemble, 7d)
MAE: 3.65% | RMSE: 7.22% | Hit rate: 51% | N: 45595
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) | 3.00 |
| Sortino (anualizado) | 4.63 |
| Calmar | 0.91 |
| Max Drawdown | -63.49% |
| Profit Factor | 1.46 |
| Win Rate (= Hit Rate global) | 59.30% |
| Expectancy por trade | 0.186% |
| N evaluaciones | 2000 |
Hit rate por bucket de confianza
| Bucket conf. | N | Hit rate |
|---|---|---|
| 00-30 | 1576 | 60.2% |
| 30-50 | 381 | 56.4% |
| 50-60 | 32 | 59.4% |
| 60-70 | 6 | 16.7% |
| 70-80 | 5 | 60.0% |
| 80-100 | 0 | N/A |
13. Calibracion (post-isotonic)
Isotonic (PAV) calibrator entrenado sobre 870035 muestras historicas el 2026-08-17T00:31:03Z. 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 | 3810 | 48.3% | 0 | N/A |
| 30-50 | 982 | 52.5% | 692 | 47.1% |
| 50-60 | 124 | 63.7% | 4298 | 50.2% |
| 60-70 | 74 | 64.9% | 9 | 77.8% |
| 70-80 | 7 | 85.7% | 1 | 100.0% |
| 80-100 | 3 | 66.7% | 0 | N/A |
Curva isotonic (knots)
| raw_conf | calibrated |
|---|---|
| 0.0 | 47.8% |
| 0.0 | 50.3% |
| 0.0 | 50.6% |
| 46.7 | 50.8% |
| 60.8 | 51.5% |
| 60.9 | 53.0% |
| 100.0 | 83.3% |
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 870035 (raw_conf, hit) pairs|Brier gate PASSED: calibrated 0.2500 <= baseline 0.2495 on holdout n=174007
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: 86.9/100 (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) | ALCISTA | 57 | 0.00% | 73.2 |
| GLD | Gold | BAJISTA | 37 | 0.00% | 85.6 |
| QQQ | NASDAQ 100 | BAJISTA | 37 | 0.00% | 85.9 |
| BTC-USD | Bitcoin | NEUTRAL | 50 | 0.00% | 87.1 |
| SPY | S&P 500 | BAJISTA | 37 | 0.00% | 90.5 |
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) | DNB.OL | DNB.OL | ALCISTA | 68.3% | 50.0 | 0.00% | 314.7000 | 318.9988 | GBM/Kalman ensemble: conf_raw=80.6% (cal=68.3%), dir=ALCISTA, vol_annual=13.8%, regime=BULL |
| MEDIO (1-3m) | HYG | HYG | ALCISTA | 56.6% | 50.0 | 0.00% | 79.7100 | 79.9571 | Stacking ensemble (ridge): pred_return=0.31%, conf_raw=65.5% (cal=56.6%), dir=ALCISTA |
| LARGO (6-12m) | BMED.MI | BMED.MI | ALCISTA | 50.8% | 50.0 | 0.00% | 24.4700 | 26.3346 | Fundamental=85/100 (ATRACTIVO) + Macro=59/100 (RISK-ON); blend=72.0 -> ALCISTA, cal_conf=50.8% |
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.