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2026-09-18
Informe de Trading — 2026-09-18 (modo fallback)
Groq no disponible — informe generado directamente desde los modelos cuantitativos.
802 simbolos analizados. Distribucion: {"BAJISTA": 55, "NEUTRAL": 663, "ALCISTA": 84}
Corto plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| UBSG.SW | $42.13 | $40.13 (-4.75%) | BAJISTA | 58.1% | 24% |
| LI | $11.97 | $12.54 (+4.78%) | BAJISTA ⚠ | 41.8% | 37% |
| BMPS.MI | $11.90 | $11.38 (-4.37%) | ALCISTA ⚠ | 44.3% | 26% |
| PSX | $274.21 | $266.53 (-2.80%) | ALCISTA ⚠ | 61.4% | 30% |
| EXPN.L | $2776.00 | $2896.08 (+4.33%) | BAJISTA ⚠ | 41.8% | 29% |
Medio plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| MAERSK-B.CO | $22460.00 | $23379.99 (+4.10%) | ALCISTA | 42.4% | 41% |
| REP.MC | $29.41 | $28.28 (-3.83%) | ALCISTA ⚠ | 41.8% | 27% |
| TRGP | $285.07 | $274.26 (-3.79%) | ALCISTA ⚠ | 42.0% | 22% |
| EL.PA | $139.20 | $142.17 (+2.14%) | BAJISTA ⚠ | 58.9% | 32% |
| ENEL.MI | $8.94 | $8.49 (-5.13%) | ALCISTA ⚠ | 30.1% | 20% |
Largo plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| G.MI | $45.68 | $44.75 (-2.03%) | ALCISTA ⚠ | 60.8% | 13% |
| HSBA.L | $1531.00 | $1483.03 (-3.13%) | ALCISTA ⚠ | 44.5% | 23% |
| ARE | $56.34 | $54.60 (-3.08%) | ALCISTA ⚠ | 44.8% | 46% |
| CF | $133.82 | $129.29 (-3.38%) | ALCISTA ⚠ | 41.6% | 39% |
| CVX | $211.57 | $207.62 (-1.87%) | ALCISTA ⚠ | 62.9% | 25% |
Criptomonedas (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| EGLD-USD | $4.02 | $3.65 (-9.25%) | NEUTRAL | 21.1% | 80% |
| AAVE-USD | $135.14 | $126.69 (-6.25%) | NEUTRAL | 19.0% | 69% |
| CAKE-USD | $2.53 | $2.67 (+5.56%) | ALCISTA | 40.1% | 72% |
| DASH-USD | $59.49 | $61.50 (+3.38%) | ALCISTA | 40.1% | 117% |
| KSM-USD | $4.32 | $4.22 (-2.34%) | ALCISTA ⚠ | 40.1% | 72% |
Cartera diversificada
| Ticker | Peso | Precio | Dir | Vol | Horizonte |
|---|---|---|---|---|---|
| UBSG.SW | 10.4% | $42.13 | BAJISTA | 24% | Corto |
| LI | 6.8% | $11.97 | BAJISTA | 37% | Corto |
| BMPS.MI | 9.8% | $11.90 | ALCISTA | 26% | Corto |
| MAERSK-B.CO | 6.2% | $22460.00 | ALCISTA | 41% | Medio |
| REP.MC | 9.5% | $29.41 | ALCISTA | 27% | Medio |
| TRGP | 11.3% | $285.07 | ALCISTA | 22% | Medio |
| G.MI | 19.2% | $45.68 | ALCISTA | 13% | Largo |
| HSBA.L | 11.0% | $1531.00 | ALCISTA | 23% | Largo |
| ARE | 5.5% | $56.34 | ALCISTA | 46% | Largo |
| EGLD-USD | 3.2% | $4.02 | NEUTRAL | 80% | Crypto |
| AAVE-USD | 3.7% | $135.14 | NEUTRAL | 69% | Crypto |
| CAKE-USD | 3.5% | $2.53 | ALCISTA | 72% | Crypto |
Performance por modelo
| Modelo | Accuracy | MAE | Sesgo | N evals | Simbolos |
|---|---|---|---|---|---|
| hmm_signal | 56% | — | — | 1689 | 338 |
| kalman_signal | 56% | — | — | 1689 | 338 |
| merton | 52% | 2.05% | 0.21% | 1689 | 338 |
| kalman | 50% | 2.30% | -0.36% | 1689 | 338 |
| ensemble | 50% | 2.82% | -0.47% | 1689 | 338 |
| ml | 41% | 8.29% | 2.06% | 1689 | 338 |
| gbm | 38% | 2.09% | 0.22% | 1689 | 338 |
Metricas globales (ensemble, 7d)
MAE: 2.82% | RMSE: 3.77% | Hit rate: 50% | N: 1689
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) | 1.19 |
| Sortino (anualizado) | 1.75 |
| Calmar | 0.52 |
| Max Drawdown | -36.87% |
| Profit Factor | 1.16 |
| Win Rate (= Hit Rate global) | 53.75% |
| Expectancy por trade | 0.075% |
| N evaluaciones | 2000 |
Hit rate por bucket de confianza
| Bucket conf. | N | Hit rate |
|---|---|---|
| 00-30 | 1604 | 55.5% |
| 30-50 | 347 | 47.8% |
| 50-60 | 9 | 55.6% |
| 60-70 | 37 | 32.4% |
| 70-80 | 0 | N/A |
| 80-100 | 3 | 33.3% |
13. Calibracion (post-isotonic)
Isotonic (PAV) calibrator entrenado sobre 909517 muestras historicas el 2026-09-15T00:31:09Z. 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 | 3524 | 48.8% | 0 | N/A |
| 30-50 | 1235 | 46.4% | 605 | 37.7% |
| 50-60 | 136 | 35.3% | 4394 | 49.1% |
| 60-70 | 76 | 46.1% | 0 | N/A |
| 70-80 | 6 | 50.0% | 1 | 0.0% |
| 80-100 | 23 | 26.1% | 0 | N/A |
Curva isotonic (knots)
| raw_conf | calibrated |
|---|---|
| 0.0 | 47.8% |
| 0.0 | 50.3% |
| 0.0 | 50.6% |
| 46.7 | 50.6% |
| 60.9 | 51.0% |
| 60.9 | 52.3% |
| 61.0 | 52.9% |
| 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 909517 (raw_conf, hit) pairs|Brier gate PASSED: calibrated 0.2499 <= baseline 0.2498 on holdout n=181904
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: 5.12% (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% | 1 | 12.5% |
| 5-10% | 2 | 25.0% |
| 10-15% | 0 | 0.0% |
| 15-20% | 1 | 12.5% |
Top-5 riesgo mas elevado (risk_score bajo)
| Symbol | Asset | Direction | Conf | Kelly | Risk |
|---|---|---|---|---|---|
| EURUSD=X | EUR/USD | ALCISTA | 55 | 20.00% | 61.0 |
| USO | Oil (WTI) | BAJISTA | 37 | 0.00% | 76.8 |
| SPY | S&P 500 | ALCISTA | 57 | 8.95% | 77.6 |
| URTH | MSCI World | ALCISTA | 57 | 8.32% | 78.5 |
| BTC-USD | Bitcoin | NEUTRAL | 52 | 0.00% | 81.9 |
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) | CVX | CVX | ALCISTA | 52.9% | 50.0 | 0.00% | 211.5700 | 213.8084 | GBM/Kalman ensemble: conf_raw=62.9% (cal=52.9%), dir=ALCISTA, vol_annual=25.1%, regime=BULL |
| MEDIO (1-3m) | ARB-USD | ARB-USD | ALCISTA | 52.9% | 50.0 | 0.00% | 0.0006 | 0.0006 | Stacking ensemble (ridge): pred_return=0.53%, conf_raw=62.1% (cal=52.9%), dir=ALCISTA |
| LARGO (6-12m) | CVX | CVX | ALCISTA | 50.6% | 50.0 | 0.00% | 211.5700 | 227.6282 | Fundamental=72/100 (ATRACTIVO) + Macro=49/100 (NEUTRO); blend=60.5 -> ALCISTA, cal_conf=50.6% |
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.