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2026-08-19
Informe de Trading — 2026-08-19 (modo fallback)
Groq no disponible — informe generado directamente desde los modelos cuantitativos.
340 simbolos analizados. Distribucion: {"ALCISTA": 44, "BAJISTA": 35, "NEUTRAL": 261}
Corto plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| ROKU | $157.78 | $152.20 (-3.54%) | ALCISTA ⚠ | 80.5% | 28% |
| MAERSK-B.CO | $20660.00 | $22131.05 (+7.12%) | ALCISTA | 41.7% | 59% |
| SAN.MC | $12.33 | $11.90 (-3.47%) | ALCISTA ⚠ | 60.4% | 24% |
| EOAN.DE | $17.50 | $16.71 (-4.54%) | BAJISTA | 41.7% | 27% |
| SBRY.L | $331.20 | $325.55 (-1.71%) | BAJISTA | 60.9% | 23% |
Medio plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| SPOT | $516.28 | $531.93 (+3.03%) | ALCISTA | 40.8% | 49% |
| SAB.MC | $3.62 | $3.72 (+2.66%) | ALCISTA | 61.2% | 21% |
| BMPS.MI | $11.99 | $11.79 (-1.62%) | ALCISTA ⚠ | 60.4% | 21% |
| DB1.DE | $278.80 | $282.76 (+1.42%) | ALCISTA | 61.2% | 18% |
| ALV.DE | $440.50 | $434.89 (-1.27%) | ALCISTA ⚠ | 60.4% | 14% |
Largo plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| IMB.L | $2561.00 | $2528.96 (-1.25%) | BAJISTA | 60.9% | 24% |
| ZAL.DE | $22.43 | $21.40 (-4.59%) | BAJISTA | 24.2% | 47% |
| BAS.DE | $51.37 | $50.20 (-2.28%) | ALCISTA ⚠ | 41.1% | 22% |
| STLAP.PA | $4.51 | $4.43 (-1.88%) | BAJISTA | 50.2% | 42% |
| RACE.MI | $355.95 | $363.38 (+2.09%) | ALCISTA | 41.1% | 25% |
Criptomonedas (top 5)
Sin candidatos.
Cartera diversificada
| Ticker | Peso | Precio | Dir | Vol | Horizonte |
|---|---|---|---|---|---|
| ROKU | 11.0% | $157.78 | ALCISTA | 28% | Corto |
| MAERSK-B.CO | 5.3% | $20660.00 | ALCISTA | 59% | Corto |
| SAN.MC | 13.0% | $12.33 | ALCISTA | 24% | Corto |
| SPOT | 6.4% | $516.28 | ALCISTA | 49% | Medio |
| SAB.MC | 14.8% | $3.62 | ALCISTA | 21% | Medio |
| BMPS.MI | 15.2% | $11.99 | ALCISTA | 21% | Medio |
| IMB.L | 13.2% | $2561.00 | BAJISTA | 24% | Largo |
| ZAL.DE | 6.7% | $22.43 | BAJISTA | 47% | Largo |
| BAS.DE | 14.4% | $51.37 | ALCISTA | 22% | Largo |
Performance por modelo
| Modelo | Accuracy | MAE | Sesgo | N evals | Simbolos |
|---|---|---|---|---|---|
| kalman_signal | 63% | — | — | 20051 | 967 |
| ml | 55% | 8.16% | 0.48% | 20051 | 967 |
| gbm | 54% | 1.60% | 0.59% | 19811 | 956 |
| kalman | 54% | 1.59% | 0.67% | 20051 | 967 |
| ensemble | 51% | 3.08% | -0.30% | 20051 | 967 |
| merton | 50% | 1.36% | 0.59% | 20051 | 967 |
| hmm_signal | 49% | — | — | 20051 | 967 |
Metricas globales (ensemble, 7d)
MAE: 3.08% | RMSE: 6.35% | Hit rate: 51% | N: 20051
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) | -0.16 |
| Sortino (anualizado) | -0.22 |
| Calmar | -0.06 |
| Max Drawdown | -57.67% |
| Profit Factor | 0.98 |
| Win Rate (= Hit Rate global) | 49.50% |
| Expectancy por trade | -0.010% |
| N evaluaciones | 2000 |
Hit rate por bucket de confianza
| Bucket conf. | N | Hit rate |
|---|---|---|
| 00-30 | 1577 | 51.3% |
| 30-50 | 372 | 41.4% |
| 50-60 | 32 | 43.8% |
| 60-70 | 18 | 72.2% |
| 70-80 | 1 | 0.0% |
| 80-100 | 0 | N/A |
13. Calibracion (post-isotonic)
Isotonic (PAV) calibrator entrenado sobre 888799 muestras historicas el 2026-08-19T00:31:07Z. 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 | 3966 | 52.8% | 0 | N/A |
| 30-50 | 910 | 56.3% | 585 | 51.5% |
| 50-60 | 28 | 46.4% | 4403 | 53.8% |
| 60-70 | 84 | 60.7% | 12 | 33.3% |
| 70-80 | 2 | 0.0% | 0 | N/A |
| 80-100 | 10 | 40.0% | 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 888799 (raw_conf, hit) pairs|Brier gate PASSED: calibrated 0.2500 <= baseline 0.2496 on holdout n=177760
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: 87.6/100 (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% | 77.1 |
| GLD | Gold | BAJISTA | 37 | 0.00% | 86.1 |
| QQQ | NASDAQ 100 | BAJISTA | 37 | 0.00% | 86.6 |
| BTC-USD | Bitcoin | ALCISTA | 57 | 0.00% | 87.3 |
| SPY | S&P 500 | BAJISTA | 37 | 0.00% | 91.0 |
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) | ROKU | ROKU | ALCISTA | 68.2% | 50.0 | 0.00% | 157.7800 | 159.9321 | GBM/Kalman ensemble: conf_raw=80.5% (cal=68.2%), dir=ALCISTA, vol_annual=28.3%, regime=BULL |
| MEDIO (1-3m) | IVG.MI | IVG.MI | ALCISTA | 55.7% | 50.0 | 0.00% | 13.9450 | 13.9851 | Stacking ensemble (ridge): pred_return=0.29%, conf_raw=64.4% (cal=55.7%), dir=ALCISTA |
| LARGO (6-12m) | BBVA.MC | BBVA.MC | ALCISTA | 50.8% | 50.0 | 0.00% | 24.8000 | 26.6898 | Fundamental=85/100 (ATRACTIVO) + Macro=54/100 (NEUTRO); blend=69.5 -> 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.