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2026-09-01
Informe de Trading — 2026-09-01 (modo fallback)
Groq no disponible — informe generado directamente desde los modelos cuantitativos.
833 simbolos analizados. Distribucion: {"NEUTRAL": 755, "ALCISTA": 50, "BAJISTA": 28}
Corto plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| ODFL | $199.96 | $188.23 (-5.86%) | ALCISTA ⚠ | 44.7% | 28% |
| ABT | $110.36 | $114.06 (+3.35%) | BAJISTA ⚠ | 61.0% | 25% |
| TSN | $55.14 | $53.84 (-2.37%) | BAJISTA | 76.6% | 22% |
| LUV | $38.53 | $39.86 (+3.46%) | BAJISTA ⚠ | 57.7% | 37% |
| NFLX | $81.05 | $84.28 (+3.99%) | BAJISTA ⚠ | 44.7% | 33% |
Medio plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| DECK | $87.08 | $84.25 (-3.25%) | BAJISTA | 52.3% | 39% |
| TEN.MI | $24.03 | $23.40 (-2.62%) | ALCISTA ⚠ | 61.0% | 30% |
| AMAT | $458.39 | $440.79 (-3.84%) | ALCISTA ⚠ | 44.7% | 52% |
| STT | $191.38 | $198.33 (+3.63%) | ALCISTA | 44.7% | 22% |
| ELE.MC | $42.32 | $42.87 (+1.30%) | ALCISTA | 82.0% | 15% |
Largo plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| NDSN | $321.72 | $315.52 (-1.93%) | ALCISTA ⚠ | 62.7% | 29% |
| HPE | $52.24 | $53.22 (+1.87%) | ALCISTA | 62.7% | 47% |
| BAS.DE | $53.31 | $54.44 (+2.11%) | ALCISTA | 55.6% | 22% |
| ASRNL.AS | $72.34 | $70.95 (-1.92%) | ALCISTA ⚠ | 58.6% | 17% |
| EN.PA | $44.52 | $42.53 (-4.47%) | ALCISTA ⚠ | 30.4% | 24% |
Criptomonedas (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| DASH-USD | $45.03 | $41.14 (-8.64%) | NEUTRAL | 34.3% | 94% |
| AVAX-USD | $7.23 | $6.91 (-4.49%) | NEUTRAL | 21.3% | 50% |
| BNB-USD | $686.24 | $670.52 (-2.29%) | NEUTRAL | 21.3% | 33% |
| DOT-USD | $0.85 | $0.79 (-8.00%) | BAJISTA | 44.7% | 58% |
| EGLD-USD | $3.90 | $3.96 (+1.56%) | NEUTRAL | 34.3% | 60% |
Cartera diversificada
| Ticker | Peso | Precio | Dir | Vol | Horizonte |
|---|---|---|---|---|---|
| ODFL | 10.0% | $199.96 | ALCISTA | 28% | Corto |
| ABT | 11.1% | $110.36 | BAJISTA | 25% | Corto |
| TSN | 12.6% | $55.14 | BAJISTA | 22% | Corto |
| DECK | 7.0% | $87.08 | BAJISTA | 39% | Medio |
| TEN.MI | 9.1% | $24.03 | ALCISTA | 30% | Medio |
| AMAT | 5.3% | $458.39 | ALCISTA | 52% | Medio |
| NDSN | 9.5% | $321.72 | ALCISTA | 29% | Largo |
| HPE | 5.9% | $52.24 | ALCISTA | 47% | Largo |
| BAS.DE | 12.7% | $53.31 | ALCISTA | 22% | Largo |
| DASH-USD | 2.9% | $45.03 | NEUTRAL | 94% | Crypto |
| AVAX-USD | 5.5% | $7.23 | NEUTRAL | 50% | Crypto |
| BNB-USD | 8.3% | $686.24 | NEUTRAL | 33% | Crypto |
Performance por modelo
| Modelo | Accuracy | MAE | Sesgo | N evals | Simbolos |
|---|---|---|---|---|---|
| ml | 56% | 10.56% | -0.95% | 4656 | 794 |
| gbm | 55% | 1.98% | 0.62% | 4598 | 785 |
| ensemble | 54% | 3.48% | -0.42% | 4656 | 794 |
| merton | 51% | 1.51% | 0.34% | 4656 | 794 |
| kalman_signal | 49% | — | — | 4656 | 794 |
| kalman | 47% | 2.30% | 0.67% | 4656 | 794 |
| hmm_signal | 46% | — | — | 4656 | 794 |
Metricas globales (ensemble, 7d)
MAE: 3.48% | RMSE: 7.24% | Hit rate: 54% | N: 4656
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) | -2.62 |
| Sortino (anualizado) | -3.39 |
| Calmar | -0.35 |
| Max Drawdown | -98.00% |
| Profit Factor | 0.72 |
| Win Rate (= Hit Rate global) | 41.85% |
| Expectancy por trade | -0.163% |
| N evaluaciones | 2000 |
Hit rate por bucket de confianza
| Bucket conf. | N | Hit rate |
|---|---|---|
| 00-30 | 1374 | 38.5% |
| 30-50 | 512 | 50.4% |
| 50-60 | 88 | 42.0% |
| 60-70 | 18 | 27.8% |
| 70-80 | 8 | 100.0% |
| 80-100 | 0 | N/A |
13. Calibracion (post-isotonic)
Isotonic (PAV) calibrator entrenado sobre 898631 muestras historicas el 2026-08-27T00:31:10Z. 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 | 3544 | 55.7% | 0 | N/A |
| 30-50 | 1314 | 45.4% | 504 | 57.9% |
| 50-60 | 27 | 81.5% | 4496 | 52.6% |
| 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 | 52.3% |
| 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 898631 (raw_conf, hit) pairs|Brier gate PASSED: calibrated 0.2500 <= baseline 0.2497 on holdout n=179727
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: 4.72% (cap 20%)
- Risk score medio: 79.7/100 (100 = mas seguro)
- Predicciones con Kelly = 0: 5/8
Distribucion de Kelly size
| Rango Kelly | N | % |
|---|---|---|
| 0% | 5 | 62.5% |
| 0-5% | 1 | 12.5% |
| 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 | 17.61% | 64.6 |
| SPY | S&P 500 | ALCISTA | 57 | 15.86% | 67.2 |
| BTC-USD | Bitcoin | BAJISTA | 37 | 0.00% | 73.7 |
| USO | Oil (WTI) | NEUTRAL | 52 | 0.00% | 81.1 |
| QQQ | NASDAQ 100 | ALCISTA | 57 | 4.29% | 83.4 |
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% | 42.3200 | 42.7677 | GBM/Kalman ensemble: conf_raw=82.0% (cal=52.9%), dir=ALCISTA, vol_annual=15.3%, regime=BEAR |
| MEDIO (1-3m) | ARB-USD | ARB-USD | ALCISTA | 52.9% | 50.0 | 0.00% | 0.0006 | 0.0006 | Stacking ensemble (ridge): pred_return=0.54%, conf_raw=61.8% (cal=52.9%), dir=ALCISTA |
| LARGO (6-12m) | UNI.MC | UNI.MC | ALCISTA | 50.8% | 50.0 | 0.00% | 3.5180 | 3.7861 | Fundamental=78/100 (ATRACTIVO) + Macro=52/100 (NEUTRO); blend=65.0 -> 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.