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2026-09-05
Informe de Trading — 2026-09-05 (modo fallback)
Groq no disponible — informe generado directamente desde los modelos cuantitativos.
981 simbolos analizados. Distribucion: {"BAJISTA": 50, "ALCISTA": 70, "NEUTRAL": 861}
Corto plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| SYK | $303.60 | $324.91 (+7.02%) | BAJISTA ⚠ | 54.3% | 28% |
| REP.MC | $28.34 | $26.95 (-4.92%) | ALCISTA ⚠ | 63.6% | 28% |
| AMAT | $454.87 | $431.72 (-5.09%) | ALCISTA ⚠ | 48.5% | 51% |
| CAT | $811.34 | $771.08 (-4.96%) | ALCISTA ⚠ | 48.5% | 32% |
| FCT.MI | $12.20 | $12.67 (+3.90%) | BAJISTA ⚠ | 55.7% | 32% |
Medio plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| DNB.OL | $318.90 | $330.42 (+3.61%) | ALCISTA | 54.3% | 12% |
| KEYS | $326.33 | $339.47 (+4.03%) | ALCISTA | 48.5% | 34% |
| AVAX-USD | $7.39 | $7.11 (-3.75%) | BAJISTA | 48.5% | 51% |
| NOVN.SW | $131.32 | $128.40 (-2.23%) | ALCISTA ⚠ | 63.6% | 30% |
| FBK.MI | $23.42 | $22.67 (-3.22%) | ALCISTA ⚠ | 48.5% | 21% |
Largo plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| PCG | $14.15 | $13.43 (-5.08%) | BAJISTA | 40.7% | 97% |
| BAS.DE | $53.51 | $54.98 (+2.75%) | ALCISTA | 54.3% | 19% |
| GRAB | $3.42 | $3.54 (+3.48%) | BAJISTA ⚠ | 63.6% | 33% |
| CPRT | $33.63 | $32.30 (-3.97%) | BAJISTA | 36.9% | 35% |
| XLE | $64.03 | $63.21 (-1.29%) | ALCISTA ⚠ | 79.3% | 19% |
Criptomonedas (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| AVAX-USD | $7.39 | $7.11 (-3.75%) | BAJISTA | 48.5% | 51% |
| DASH-USD | $55.42 | $49.93 (-9.91%) | NEUTRAL | 30.8% | 125% |
| AAVE-USD | $130.76 | $134.98 (+3.22%) | NEUTRAL | 24.9% | 71% |
| BNB-USD | $721.21 | $706.88 (-1.99%) | NEUTRAL | 30.8% | 39% |
| EGLD-USD | $4.85 | $5.02 (+3.54%) | NEUTRAL | 30.8% | 136% |
Cartera diversificada
| Ticker | Peso | Precio | Dir | Vol | Horizonte |
|---|---|---|---|---|---|
| SYK | 10.6% | $303.60 | BAJISTA | 28% | Corto |
| REP.MC | 10.6% | $28.34 | ALCISTA | 28% | Corto |
| AMAT | 5.8% | $454.87 | ALCISTA | 51% | Corto |
| DNB.OL | 24.1% | $318.90 | ALCISTA | 12% | Medio |
| KEYS | 8.7% | $326.33 | ALCISTA | 34% | Medio |
| AVAX-USD | 5.8% | $7.39 | BAJISTA | 51% | Medio |
| PCG | 3.1% | $14.15 | BAJISTA | 97% | Largo |
| BAS.DE | 15.8% | $53.51 | ALCISTA | 19% | Largo |
| GRAB | 8.9% | $3.42 | BAJISTA | 33% | Largo |
| DASH-USD | 2.4% | $55.42 | NEUTRAL | 125% | Crypto |
| AAVE-USD | 4.2% | $130.76 | NEUTRAL | 71% | Crypto |
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) | 0.89 |
| Sortino (anualizado) | 1.29 |
| Calmar | 0.56 |
| Max Drawdown | -24.68% |
| Profit Factor | 1.12 |
| Win Rate (= Hit Rate global) | 52.80% |
| Expectancy por trade | 0.056% |
| N evaluaciones | 2000 |
Hit rate por bucket de confianza
| Bucket conf. | N | Hit rate |
|---|---|---|
| 00-30 | 1483 | 54.0% |
| 30-50 | 429 | 49.4% |
| 50-60 | 56 | 62.5% |
| 60-70 | 21 | 19.0% |
| 70-80 | 10 | 30.0% |
| 80-100 | 1 | 100.0% |
13. Calibracion (post-isotonic)
Isotonic (PAV) calibrator entrenado sobre 898631 muestras historicas el 2026-09-05T00:31:08Z. 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: 6.56% (cap 20%)
- Risk score medio: 77.0/100 (100 = mas seguro)
- Predicciones con Kelly = 0: 4/8
Distribucion de Kelly size
| Rango Kelly | N | % |
|---|---|---|
| 0% | 4 | 50.0% |
| 0-5% | 1 | 12.5% |
| 5-10% | 0 | 0.0% |
| 10-15% | 2 | 25.0% |
| 15-20% | 1 | 12.5% |
Top-5 riesgo mas elevado (risk_score bajo)
| Symbol | Asset | Direction | Conf | Kelly | Risk |
|---|---|---|---|---|---|
| EURUSD=X | EUR/USD | ALCISTA | 57 | 20.00% | 61.0 |
| URTH | MSCI World | ALCISTA | 57 | 14.55% | 69.2 |
| SPY | S&P 500 | ALCISTA | 57 | 13.80% | 70.3 |
| BTC-USD | Bitcoin | ALCISTA | 57 | 0.00% | 76.6 |
| USO | Oil (WTI) | BAJISTA | 44 | 0.00% | 80.4 |
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) | CF | CF | ALCISTA | 52.9% | 50.0 | 0.00% | 133.4800 | 134.8922 | GBM/Kalman ensemble: conf_raw=79.3% (cal=52.9%), dir=ALCISTA, vol_annual=41.6%, regime=BULL |
| MEDIO (1-3m) | AAVE-USD | AAVE-USD | ALCISTA | 52.9% | 50.0 | 0.00% | 130.7600 | 134.9750 | Stacking ensemble (nnls): pred_return=3.22%, conf_raw=68.0% (cal=52.9%), dir=ALCISTA |
| LARGO (6-12m) | CF | CF | ALCISTA | 52.9% | 50.0 | 0.00% | 133.3500 | 143.9313 | Fundamental=90/100 (ATRACTIVO) + Macro=72/100 (RISK-ON); blend=81.0 -> ALCISTA, cal_conf=52.9% |
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.