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2026-08-26
Informe de Trading — 2026-08-26 (modo fallback)
Groq no disponible — informe generado directamente desde los modelos cuantitativos.
806 simbolos analizados. Distribucion: {"ALCISTA": 76, "NEUTRAL": 700, "BAJISTA": 30}
Corto plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| MRK | $156.45 | $176.00 (+12.50%) | ALCISTA | 47.2% | 52% |
| XLV | $175.29 | $184.06 (+5.00%) | ALCISTA | 56.0% | 20% |
| KO | $91.64 | $89.51 (-2.33%) | ALCISTA ⚠ | 81.4% | 17% |
| VRTX | $552.85 | $578.84 (+4.70%) | ALCISTA | 47.2% | 31% |
| TRMB | $59.43 | $57.63 (-3.02%) | ALCISTA ⚠ | 59.7% | 33% |
Medio plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| FCT.MI | $12.71 | $13.15 (+3.43%) | BAJISTA ⚠ | 44.1% | 35% |
| SCHW | $112.27 | $114.68 (+2.15%) | ALCISTA | 59.0% | 21% |
| UBER | $80.35 | $82.92 (+3.19%) | BAJISTA ⚠ | 44.1% | 35% |
| CARR | $58.52 | $56.98 (-2.63%) | BAJISTA | 50.7% | 30% |
| FDXF | $128.75 | $124.02 (-3.67%) | BAJISTA | 39.4% | 57% |
Largo plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| ML.PA | $34.83 | $35.87 (+3.00%) | ALCISTA | 44.1% | 18% |
| HWM | $264.04 | $255.58 (-3.21%) | BAJISTA | 41.8% | 33% |
| LH | $337.68 | $344.22 (+1.94%) | ALCISTA | 59.0% | 20% |
| T | $25.77 | $26.52 (+2.91%) | BAJISTA ⚠ | 44.1% | 21% |
| BPE.MI | $14.22 | $13.82 (-2.79%) | ALCISTA ⚠ | 44.1% | 21% |
Criptomonedas (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| DASH-USD | $38.86 | $35.18 (-9.46%) | NEUTRAL | 17.4% | 103% |
| BNB-USD | $698.64 | $691.50 (-1.02%) | ALCISTA ⚠ | 59.7% | 36% |
| SOL-USD | $96.96 | $98.94 (+2.04%) | NEUTRAL | 37.3% | 55% |
| MKR-USD | $1645.89 | $1733.88 (+5.35%) | NEUTRAL | 22.4% | 118% |
| YFI-USD | $2283.71 | $2308.23 (+1.07%) | BAJISTA ⚠ | 44.1% | 51% |
Cartera diversificada
| Ticker | Peso | Precio | Dir | Vol | Horizonte |
|---|---|---|---|---|---|
| MRK | 4.5% | $156.45 | ALCISTA | 52% | Corto |
| XLV | 12.0% | $175.29 | ALCISTA | 20% | Corto |
| KO | 14.1% | $91.64 | ALCISTA | 17% | Corto |
| FCT.MI | 6.8% | $12.71 | BAJISTA | 35% | Medio |
| SCHW | 10.9% | $112.27 | ALCISTA | 21% | Medio |
| UBER | 6.6% | $80.35 | BAJISTA | 35% | Medio |
| ML.PA | 13.2% | $34.83 | ALCISTA | 18% | Largo |
| HWM | 7.2% | $264.04 | BAJISTA | 33% | Largo |
| LH | 11.5% | $337.68 | ALCISTA | 20% | Largo |
| DASH-USD | 2.3% | $38.86 | NEUTRAL | 103% | Crypto |
| BNB-USD | 6.5% | $698.64 | ALCISTA | 36% | Crypto |
| SOL-USD | 4.3% | $96.96 | NEUTRAL | 55% | Crypto |
Performance por modelo
| Modelo | Accuracy | MAE | Sesgo | N evals | Simbolos |
|---|---|---|---|---|---|
| ml | 53% | 9.59% | 0.03% | 8528 | 977 |
| ensemble | 52% | 2.86% | -0.40% | 8528 | 977 |
| merton | 51% | 1.43% | 0.21% | 8528 | 977 |
| gbm | 51% | 1.69% | 0.37% | 8470 | 968 |
| kalman_signal | 47% | — | — | 8528 | 977 |
| hmm_signal | 47% | — | — | 8528 | 977 |
| kalman | 45% | 2.02% | 0.31% | 8528 | 977 |
Metricas globales (ensemble, 7d)
MAE: 2.86% | RMSE: 5.68% | Hit rate: 52% | N: 8528
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) | 1.87 |
| Sortino (anualizado) | 2.79 |
| Calmar | 0.51 |
| Max Drawdown | -63.67% |
| Profit Factor | 1.27 |
| Win Rate (= Hit Rate global) | 55.85% |
| Expectancy por trade | 0.117% |
| N evaluaciones | 2000 |
Hit rate por bucket de confianza
| Bucket conf. | N | Hit rate |
|---|---|---|
| 00-30 | 1629 | 55.7% |
| 30-50 | 330 | 54.2% |
| 50-60 | 29 | 72.4% |
| 60-70 | 8 | 62.5% |
| 70-80 | 0 | N/A |
| 80-100 | 4 | 100.0% |
13. Calibracion (post-isotonic)
Isotonic (PAV) calibrator entrenado sobre 893975 muestras historicas el 2026-08-25T00:31:04Z. 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 | 3537 | 56.0% | 0 | N/A |
| 30-50 | 1321 | 46.0% | 500 | 58.4% |
| 50-60 | 27 | 81.5% | 4500 | 52.9% |
| 60-70 | 112 | 53.6% | 0 | N/A |
| 70-80 | 1 | 0.0% | 0 | N/A |
| 80-100 | 2 | 100.0% | 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% |
| 60.9 | 51.0% |
| 60.9 | 52.0% |
| 61.0 | 52.9% |
| 100.0 | 52.9% |
| 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 893975 (raw_conf, hit) pairs|Brier gate PASSED: calibrated 0.2500 <= baseline 0.2497 on holdout n=178795
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: 4.32% (cap 20%)
- Risk score medio: 80.7/100 (100 = mas seguro)
- Predicciones con Kelly = 0: 6/8
Distribucion de Kelly size
| Rango Kelly | N | % |
|---|---|---|
| 0% | 6 | 75.0% |
| 0-5% | 0 | 0.0% |
| 5-10% | 0 | 0.0% |
| 10-15% | 0 | 0.0% |
| 15-20% | 2 | 25.0% |
Top-5 riesgo mas elevado (risk_score bajo)
| Symbol | Asset | Direction | Conf | Kelly | Risk |
|---|---|---|---|---|---|
| URTH | MSCI World | ALCISTA | 57 | 17.51% | 64.7 |
| SPY | S&P 500 | ALCISTA | 57 | 17.06% | 65.4 |
| USO | Oil (WTI) | NEUTRAL | 52 | 0.00% | 78.5 |
| BTC-USD | Bitcoin | BAJISTA | 29 | 0.00% | 78.8 |
| GLD | Gold | BAJISTA | 29 | 0.00% | 86.6 |
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) | ELE.MC | ELE.MC | ALCISTA | 52.9% | 50.0 | 0.00% | 42.0900 | 42.5353 | GBM/Kalman ensemble: conf_raw=62.7% (cal=52.9%), dir=ALCISTA, vol_annual=15.9%, regime=BEAR |
| MEDIO (1-3m) | IVG.MI | IVG.MI | ALCISTA | 52.9% | 50.0 | 0.00% | 13.9650 | 14.0053 | Stacking ensemble (ridge): pred_return=0.29%, conf_raw=64.4% (cal=52.9%), dir=ALCISTA |
| LARGO (6-12m) | CINF | CINF | ALCISTA | 50.9% | 50.0 | 0.00% | 171.4200 | 184.5079 | Fundamental=90/100 (ATRACTIVO) + Macro=62/100 (RISK-ON); blend=76.0 -> ALCISTA, cal_conf=50.9% |
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.