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2026-09-12
Informe de Trading — 2026-09-12 (modo fallback)
Groq no disponible — informe generado directamente desde los modelos cuantitativos.
795 simbolos analizados. Distribucion: {"BAJISTA": 91, "ALCISTA": 64, "NEUTRAL": 640}
Corto plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| PTC | $130.78 | $123.11 (-5.86%) | BAJISTA | 59.4% | 44% |
| USO | $154.90 | $151.18 (-2.40%) | ALCISTA ⚠ | 82.9% | 47% |
| AUTO.L | $484.80 | $498.56 (+2.84%) | BAJISTA ⚠ | 63.0% | 34% |
| DVN | $50.23 | $48.83 (-2.79%) | ALCISTA ⚠ | 61.3% | 27% |
| NCLH | $14.82 | $15.25 (+2.87%) | BAJISTA ⚠ | 58.0% | 42% |
Medio plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| CASY | $615.47 | $582.58 (-5.34%) | BAJISTA | 58.0% | 73% |
| SREN.SW | $136.85 | $130.91 (-4.34%) | ALCISTA ⚠ | 41.5% | 26% |
| FDS | $259.71 | $253.52 (-2.38%) | BAJISTA | 63.0% | 50% |
| ZURN.SW | $588.20 | $566.98 (-3.61%) | ALCISTA ⚠ | 44.7% | 14% |
| DLTR | $118.17 | $115.23 (-2.49%) | BAJISTA | 58.0% | 43% |
Largo plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| AMD | $516.13 | $536.67 (+3.98%) | ALCISTA | 40.0% | 58% |
| CVX | $214.06 | $209.72 (-2.03%) | ALCISTA ⚠ | 61.3% | 20% |
| PSX | $259.47 | $254.30 (-1.99%) | ALCISTA ⚠ | 61.3% | 23% |
| SYK | $275.56 | $269.97 (-2.03%) | BAJISTA | 59.4% | 45% |
| COO | $53.91 | $51.65 (-4.19%) | BAJISTA | 34.8% | 82% |
Criptomonedas (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| AAVE-USD | $126.72 | $119.04 (-6.06%) | NEUTRAL | 19.9% | 60% |
| EGLD-USD | $4.52 | $4.15 (-8.13%) | NEUTRAL | 19.9% | 94% |
| ZEC-USD | $1149.60 | $1074.23 (-6.56%) | NEUTRAL | 19.9% | 131% |
| BNB-USD | $735.74 | $753.01 (+2.35%) | NEUTRAL | 19.9% | 42% |
| SSV-USD | $2.77 | $2.72 (-1.95%) | NEUTRAL | 40.0% | 74% |
Cartera diversificada
| Ticker | Peso | Precio | Dir | Vol | Horizonte |
|---|---|---|---|---|---|
| PTC | 7.8% | $130.78 | BAJISTA | 44% | Corto |
| USO | 7.3% | $154.90 | ALCISTA | 47% | Corto |
| AUTO.L | 10.1% | $484.80 | BAJISTA | 34% | Corto |
| CASY | 4.7% | $615.47 | BAJISTA | 73% | Medio |
| SREN.SW | 13.2% | $136.85 | ALCISTA | 26% | Medio |
| FDS | 6.8% | $259.71 | BAJISTA | 50% | Medio |
| AMD | 6.0% | $516.13 | ALCISTA | 58% | Largo |
| CVX | 17.2% | $214.06 | ALCISTA | 20% | Largo |
| PSX | 14.7% | $259.47 | ALCISTA | 23% | Largo |
| AAVE-USD | 5.8% | $126.72 | NEUTRAL | 60% | Crypto |
| EGLD-USD | 3.7% | $4.52 | NEUTRAL | 94% | Crypto |
| ZEC-USD | 2.6% | $1149.60 | NEUTRAL | 131% | Crypto |
Performance por modelo
| Modelo | Accuracy | MAE | Sesgo | N evals | Simbolos |
|---|---|---|---|---|---|
| gbm | 55% | 0.88% | 0.08% | 9170 | 967 |
| ml | 54% | 7.94% | 1.15% | 9197 | 976 |
| kalman_signal | 54% | — | — | 9197 | 976 |
| hmm_signal | 52% | — | — | 9197 | 976 |
| kalman | 50% | 1.17% | -0.29% | 9197 | 976 |
| merton | 49% | 0.79% | -0.00% | 9197 | 976 |
| ensemble | 46% | 1.97% | -0.30% | 9197 | 976 |
Metricas globales (ensemble, 7d)
MAE: 1.97% | RMSE: 3.72% | Hit rate: 46% | N: 9197
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) | 0.19 |
| Sortino (anualizado) | 0.27 |
| Calmar | 0.02 |
| Max Drawdown | -81.73% |
| Profit Factor | 1.02 |
| Win Rate (= Hit Rate global) | 50.60% |
| Expectancy por trade | 0.012% |
| N evaluaciones | 2000 |
Hit rate por bucket de confianza
| Bucket conf. | N | Hit rate |
|---|---|---|
| 00-30 | 1623 | 51.2% |
| 30-50 | 349 | 47.6% |
| 50-60 | 6 | 50.0% |
| 60-70 | 18 | 50.0% |
| 70-80 | 4 | 75.0% |
| 80-100 | 0 | N/A |
13. Calibracion (post-isotonic)
Isotonic (PAV) calibrator entrenado sobre 907828 muestras historicas el 2026-09-08T00:31:14Z. 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 | 3416 | 46.7% | 0 | N/A |
| 30-50 | 1301 | 44.9% | 681 | 36.9% |
| 50-60 | 177 | 34.5% | 4318 | 47.1% |
| 60-70 | 72 | 45.8% | 0 | N/A |
| 70-80 | 8 | 37.5% | 1 | 0.0% |
| 80-100 | 26 | 30.8% | 0 | N/A |
Curva isotonic (knots)
| raw_conf | calibrated |
|---|---|
| 0.0 | 47.8% |
| 0.0 | 50.3% |
| 0.0 | 50.6% |
| 46.7 | 50.7% |
| 60.9 | 51.0% |
| 60.9 | 52.3% |
| 61.0 | 52.8% |
| 100.0 | 52.9% |
| 100.0 | 71.4% |
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 907828 (raw_conf, hit) pairs|Brier gate PASSED: calibrated 0.2499 <= baseline 0.2498 on holdout n=181566
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: 5.29% (cap 20%)
- Risk score medio: 79.3/100 (100 = mas seguro)
- Predicciones con Kelly = 0: 4/8
Distribucion de Kelly size
| Rango Kelly | N | % |
|---|---|---|
| 0% | 4 | 50.0% |
| 0-5% | 0 | 0.0% |
| 5-10% | 1 | 12.5% |
| 10-15% | 3 | 37.5% |
| 15-20% | 0 | 0.0% |
Top-5 riesgo mas elevado (risk_score bajo)
| Symbol | Asset | Direction | Conf | Kelly | Risk |
|---|---|---|---|---|---|
| URTH | MSCI World | ALCISTA | 57 | 13.15% | 71.3 |
| SPY | S&P 500 | ALCISTA | 57 | 13.14% | 71.3 |
| TLT | US 10Y Bond | ALCISTA | 60 | 11.07% | 74.4 |
| USO | Oil (WTI) | BAJISTA | 29 | 0.00% | 78.3 |
| BTC-USD | Bitcoin | ALCISTA | 57 | 0.00% | 81.1 |
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) | ADI | ADI | ALCISTA | 52.9% | 50.0 | 0.00% | 378.7800 | 382.7875 | GBM/Kalman ensemble: conf_raw=66.0% (cal=52.9%), dir=ALCISTA, vol_annual=34.4%, regime=BEAR |
| MEDIO (1-3m) | HYG | HYG | ALCISTA | 52.9% | 50.0 | 0.00% | 78.6000 | 78.8315 | Stacking ensemble (ridge): pred_return=0.29%, conf_raw=64.7% (cal=52.9%), dir=ALCISTA |
| LARGO (6-12m) | DVN | DVN | ALCISTA | 50.7% | 50.0 | 0.00% | 50.2300 | 54.0500 | Fundamental=85/100 (ATRACTIVO) + Macro=59/100 (RISK-ON); blend=72.0 -> ALCISTA, cal_conf=50.7% |
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.