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2026-08-18
Informe de Trading — 2026-08-18 (modo fallback)
Groq no disponible — informe generado directamente desde los modelos cuantitativos.
325 simbolos analizados. Distribucion: {"ALCISTA": 64, "BAJISTA": 35, "NEUTRAL": 226}
Corto plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| ROKU | $157.68 | $151.43 (-3.96%) | ALCISTA ⚠ | 60.5% | 30% |
| BGEO.L | $13210.00 | $12938.85 (-2.05%) | ALCISTA ⚠ | 60.5% | 34% |
| RHM.DE | $1220.00 | $1259.86 (+3.27%) | ALCISTA | 40.6% | 40% |
| ABN.AS | $41.98 | $43.26 (+3.05%) | ALCISTA | 40.0% | 28% |
| IMB.L | $2568.00 | $2493.06 (-2.92%) | BAJISTA | 41.1% | 27% |
Medio plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| DUOL | $132.83 | $126.00 (-5.14%) | ALCISTA ⚠ | 40.4% | 83% |
| ADYEN.AS | $1041.00 | $1083.15 (+4.05%) | ALCISTA | 40.6% | 74% |
| MARA | $9.20 | $9.55 (+3.84%) | BAJISTA ⚠ | 40.6% | 78% |
| MAERSK-B.CO | $21760.00 | $22581.66 (+3.78%) | ALCISTA | 40.6% | 65% |
| AAL.L | $3883.00 | $3779.24 (-2.67%) | ALCISTA ⚠ | 40.4% | 35% |
Largo plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| MT.AS | $63.32 | $61.65 (-2.63%) | ALCISTA ⚠ | 40.4% | 31% |
| TTE.PA | $76.91 | $75.87 (-1.35%) | ALCISTA ⚠ | 60.3% | 22% |
| RR.L | $1562.20 | $1601.04 (+2.49%) | ALCISTA | 40.4% | 30% |
| SAN.MC | $12.69 | $12.37 (-2.47%) | ALCISTA ⚠ | 40.3% | 23% |
| U | $46.25 | $45.12 (-2.44%) | ALCISTA ⚠ | 40.6% | 71% |
Criptomonedas (top 5)
Sin candidatos.
Cartera diversificada
| Ticker | Peso | Precio | Dir | Vol | Horizonte |
|---|---|---|---|---|---|
| ROKU | 14.2% | $157.68 | ALCISTA | 30% | Corto |
| BGEO.L | 12.4% | $13210.00 | ALCISTA | 34% | Corto |
| RHM.DE | 10.4% | $1220.00 | ALCISTA | 40% | Corto |
| DUOL | 5.0% | $132.83 | ALCISTA | 83% | Medio |
| ADYEN.AS | 5.6% | $1041.00 | ALCISTA | 74% | Medio |
| MARA | 5.4% | $9.20 | BAJISTA | 78% | Medio |
| MT.AS | 13.5% | $63.32 | ALCISTA | 31% | Largo |
| TTE.PA | 19.4% | $76.91 | ALCISTA | 22% | Largo |
| RR.L | 14.0% | $1562.20 | ALCISTA | 30% | Largo |
Performance por modelo
| Modelo | Accuracy | MAE | Sesgo | N evals | Simbolos |
|---|---|---|---|---|---|
| kalman_signal | 56% | — | — | 36473 | 974 |
| ml | 53% | 9.07% | 1.10% | 36473 | 974 |
| gbm | 53% | 1.77% | 0.44% | 35945 | 964 |
| hmm_signal | 52% | — | — | 36473 | 974 |
| kalman | 52% | 1.80% | 0.67% | 36473 | 974 |
| merton | 52% | 1.44% | 0.44% | 36473 | 974 |
| ensemble | 51% | 3.33% | -0.37% | 36467 | 974 |
Metricas globales (ensemble, 7d)
MAE: 3.33% | RMSE: 7.25% | Hit rate: 51% | N: 36467
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) | -0.60 |
| Sortino (anualizado) | -0.84 |
| Calmar | -0.11 |
| Max Drawdown | -89.40% |
| Profit Factor | 0.93 |
| Win Rate (= Hit Rate global) | 48.10% |
| Expectancy por trade | -0.038% |
| N evaluaciones | 2000 |
Hit rate por bucket de confianza
| Bucket conf. | N | Hit rate |
|---|---|---|
| 00-30 | 1588 | 50.6% |
| 30-50 | 375 | 39.5% |
| 50-60 | 22 | 40.9% |
| 60-70 | 3 | 33.3% |
| 70-80 | 12 | 8.3% |
| 80-100 | 0 | N/A |
13. Calibracion (post-isotonic)
Isotonic (PAV) calibrator entrenado sobre 885493 muestras historicas el 2026-08-18T00:30:59Z. 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 | 3956 | 51.0% | 0 | N/A |
| 30-50 | 948 | 49.6% | 664 | 45.9% |
| 50-60 | 37 | 24.3% | 4332 | 51.1% |
| 60-70 | 55 | 45.5% | 4 | 50.0% |
| 70-80 | 3 | 66.7% | 0 | N/A |
| 80-100 | 1 | 0.0% | 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 885493 (raw_conf, hit) pairs|Brier gate PASSED: calibrated 0.2500 <= baseline 0.2497 on holdout n=177099
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: 1.37% (cap 20%)
- Risk score medio: 85.1/100 (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% | 1 | 12.5% |
| 15-20% | 0 | 0.0% |
Top-5 riesgo mas elevado (risk_score bajo)
| Symbol | Asset | Direction | Conf | Kelly | Risk |
|---|---|---|---|---|---|
| USO | Oil (WTI) | NEUTRAL | 52 | 0.00% | 74.5 |
| TLT | US 10Y Bond | ALCISTA | 55 | 10.94% | 74.6 |
| GLD | Gold | BAJISTA | 37 | 0.00% | 85.9 |
| QQQ | NASDAQ 100 | BAJISTA | 37 | 0.00% | 86.4 |
| BTC-USD | Bitcoin | ALCISTA | 57 | 0.00% | 87.2 |
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) | APA | APA | ALCISTA | 51.5% | 50.0 | 0.00% | 40.4700 | 40.8868 | GBM/Kalman ensemble: conf_raw=60.1% (cal=51.5%), dir=ALCISTA, vol_annual=49.6%, regime=BULL |
| MEDIO (1-3m) | HYG | HYG | ALCISTA | 56.2% | 50.0 | 0.00% | 79.7100 | 79.9504 | Stacking ensemble (ridge): pred_return=0.30%, conf_raw=65.1% (cal=56.2%), dir=ALCISTA |
| LARGO (6-12m) | APA | APA | ALCISTA | 50.8% | 50.0 | 0.00% | 40.4700 | 43.5538 | 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.