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2026-09-06
Informe de Trading — 2026-09-06 (modo fallback)
Groq no disponible — informe generado directamente desde los modelos cuantitativos.
339 simbolos analizados. Distribucion: {"ALCISTA": 55, "BAJISTA": 30, "NEUTRAL": 254}
Corto plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| REP.MC | $27.74 | $26.52 (-4.41%) | ALCISTA ⚠ | 80.4% | 29% |
| BP.L | $539.70 | $515.19 (-4.54%) | ALCISTA ⚠ | 48.0% | 31% |
| VOW3.DE | $81.30 | $83.99 (+3.31%) | BAJISTA ⚠ | 48.0% | 47% |
| LI | $12.37 | $11.99 (-3.08%) | BAJISTA | 48.0% | 32% |
| FCT.MI | $12.21 | $12.46 (+2.02%) | BAJISTA ⚠ | 56.3% | 31% |
Medio plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| STAN.L | $2244.00 | $2264.17 (+0.90%) | ALCISTA | 83.9% | 24% |
| SMT.L | $1500.00 | $1459.92 (-2.67%) | ALCISTA ⚠ | 40.3% | 21% |
| ACX.MC | $18.36 | $18.82 (+2.49%) | ALCISTA | 40.6% | 27% |
| ENG.MC | $16.60 | $16.32 (-1.68%) | BAJISTA | 52.0% | 15% |
| GRAB | $3.42 | $3.54 (+3.63%) | BAJISTA ⚠ | 40.2% | 33% |
Largo plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| BAMI.MI | $16.10 | $15.52 (-3.63%) | ALCISTA ⚠ | 29.8% | 21% |
| ABBN.SW | $77.76 | $74.91 (-3.67%) | ALCISTA ⚠ | 27.8% | 22% |
| SAN.MC | $12.87 | $12.67 (-1.55%) | ALCISTA ⚠ | 48.0% | 22% |
| HEIA.AS | $73.02 | $71.90 (-1.53%) | ALCISTA ⚠ | 48.0% | 15% |
| FCIT.L | $344.80 | $338.80 (-1.74%) | ALCISTA ⚠ | 43.6% | 11% |
Criptomonedas (top 5)
Sin candidatos.
Cartera diversificada
| Ticker | Peso | Precio | Dir | Vol | Horizonte |
|---|---|---|---|---|---|
| REP.MC | 9.7% | $27.74 | ALCISTA | 29% | Corto |
| BP.L | 9.3% | $539.70 | ALCISTA | 31% | Corto |
| VOW3.DE | 6.1% | $81.30 | BAJISTA | 47% | Corto |
| STAN.L | 11.9% | $2244.00 | ALCISTA | 24% | Medio |
| SMT.L | 13.4% | $1500.00 | ALCISTA | 21% | Medio |
| ACX.MC | 10.3% | $18.36 | ALCISTA | 27% | Medio |
| BAMI.MI | 13.5% | $16.10 | ALCISTA | 21% | Largo |
| ABBN.SW | 13.1% | $77.76 | ALCISTA | 22% | Largo |
| SAN.MC | 12.7% | $12.87 | ALCISTA | 22% | Largo |
Performance por modelo
| Modelo | Accuracy | MAE | Sesgo | N evals | Simbolos |
|---|---|---|---|---|---|
| gbm | 55% | 1.10% | -0.10% | 3533 | 958 |
| ml | 51% | 8.58% | 0.65% | 3560 | 967 |
| kalman | 50% | 1.33% | -0.43% | 3560 | 967 |
| ensemble | 48% | 2.48% | -0.74% | 3560 | 967 |
| kalman_signal | 48% | — | — | 3560 | 967 |
| merton | 47% | 0.85% | -0.26% | 3560 | 967 |
| hmm_signal | 46% | — | — | 3560 | 967 |
Metricas globales (ensemble, 7d)
MAE: 2.48% | RMSE: 5.31% | Hit rate: 48% | N: 3560
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) | 0.92 |
| Sortino (anualizado) | 1.34 |
| Calmar | 0.62 |
| Max Drawdown | -23.22% |
| Profit Factor | 1.12 |
| Win Rate (= Hit Rate global) | 52.90% |
| Expectancy por trade | 0.058% |
| N evaluaciones | 2000 |
Hit rate por bucket de confianza
| Bucket conf. | N | Hit rate |
|---|---|---|
| 00-30 | 1451 | 53.1% |
| 30-50 | 459 | 52.1% |
| 50-60 | 65 | 49.2% |
| 60-70 | 19 | 68.4% |
| 70-80 | 5 | 60.0% |
| 80-100 | 1 | 100.0% |
13. Calibracion (post-isotonic)
Isotonic (PAV) calibrator entrenado sobre 901623 muestras historicas el 2026-09-06T00:31:11Z. 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 | 3727 | 49.2% | 0 | N/A |
| 30-50 | 1096 | 46.3% | 551 | 51.0% |
| 50-60 | 92 | 40.2% | 4433 | 48.2% |
| 60-70 | 69 | 59.4% | 15 | 60.0% |
| 70-80 | 13 | 53.8% | 1 | 0.0% |
| 80-100 | 3 | 66.7% | 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 | 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 901623 (raw_conf, hit) pairs|Brier gate PASSED: calibrated 0.2499 <= baseline 0.2497 on holdout n=180325
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: 77.1/100 (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% | 77.7 |
| USO | Oil (WTI) | BAJISTA | 44 | 0.00% | 80.3 |
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) | STAN.L | STAN.L | ALCISTA | 70.8% | 50.0 | 0.00% | 2244.0000 | 2275.7750 | GBM/Kalman ensemble: conf_raw=83.9% (cal=70.8%), dir=ALCISTA, vol_annual=23.7%, regime=BEAR |
| MEDIO (1-3m) | ARB-USD | ARB-USD | ALCISTA | 53.7% | 50.0 | 0.00% | 0.0006 | 0.0006 | Stacking ensemble (ridge): pred_return=0.54%, conf_raw=61.9% (cal=53.7%), dir=ALCISTA |
| LARGO (6-12m) | CF | CF | ALCISTA | 53.7% | 50.0 | 0.00% | 133.3500 | 144.0913 | Fundamental=90/100 (ATRACTIVO) + Macro=72/100 (RISK-ON); blend=81.0 -> ALCISTA, cal_conf=53.7% |
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.