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2026-09-22
Informe de Trading — 2026-09-22 (modo fallback)
Groq no disponible — informe generado directamente desde los modelos cuantitativos.
983 simbolos analizados. Distribucion: {"ALCISTA": 121, "BAJISTA": 161, "NEUTRAL": 701}
Corto plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| UBSG.SW | $40.55 | $38.86 (-4.16%) | BAJISTA | 58.1% | 26% |
| NN.AS | $80.42 | $84.15 (+4.63%) | ALCISTA | 52.7% | 18% |
| NCLH | $14.24 | $14.75 (+3.55%) | BAJISTA ⚠ | 58.1% | 39% |
| AMAT | $464.24 | $441.47 (-4.90%) | ALCISTA ⚠ | 41.6% | 60% |
| EFX | $158.62 | $153.43 (-3.27%) | BAJISTA | 54.2% | 34% |
Medio plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| EGLD-USD | $4.35 | $3.95 (-9.19%) | ALCISTA ⚠ | 52.7% | 105% |
| AAVE-USD | $143.87 | $138.22 (-3.93%) | ALCISTA ⚠ | 52.7% | 70% |
| BNB-USD | $787.64 | $813.21 (+3.25%) | ALCISTA | 52.7% | 36% |
| MKS.L | $371.40 | $356.84 (-3.92%) | BAJISTA | 42.6% | 35% |
| AMD | $615.52 | $633.70 (+2.95%) | ALCISTA | 52.7% | 73% |
Largo plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| ETHA | $20.85 | $20.24 (-2.95%) | ALCISTA ⚠ | 52.7% | 65% |
| HEI.DE | $144.60 | $137.45 (-4.95%) | BAJISTA | 34.9% | 30% |
| USO | $148.16 | $142.69 (-3.69%) | ALCISTA ⚠ | 44.2% | 46% |
| DTE | $126.13 | $124.30 (-1.45%) | BAJISTA | 84.4% | 16% |
| AVAX-USD | $10.74 | $11.26 (+4.89%) | ALCISTA | 52.7% | 122% |
Criptomonedas (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| EGLD-USD | $4.35 | $3.95 (-9.19%) | ALCISTA ⚠ | 52.7% | 105% |
| AAVE-USD | $143.87 | $138.22 (-3.93%) | ALCISTA ⚠ | 52.7% | 70% |
| BNB-USD | $787.64 | $813.21 (+3.25%) | ALCISTA | 52.7% | 36% |
| AVAX-USD | $10.74 | $11.26 (+4.89%) | ALCISTA | 52.7% | 122% |
| CAKE-USD | $2.50 | $2.67 (+6.59%) | ALCISTA | 52.7% | 69% |
Cartera diversificada
| Ticker | Peso | Precio | Dir | Vol | Horizonte |
|---|---|---|---|---|---|
| UBSG.SW | 15.8% | $40.55 | BAJISTA | 26% | Corto |
| NN.AS | 22.7% | $80.42 | ALCISTA | 18% | Corto |
| NCLH | 10.7% | $14.24 | BAJISTA | 39% | Corto |
| EGLD-USD | 4.0% | $4.35 | ALCISTA | 105% | Medio |
| AAVE-USD | 5.9% | $143.87 | ALCISTA | 70% | Medio |
| BNB-USD | 11.6% | $787.64 | ALCISTA | 36% | Medio |
| ETHA | 6.5% | $20.85 | ALCISTA | 65% | Largo |
| HEI.DE | 13.7% | $144.60 | BAJISTA | 30% | Largo |
| USO | 9.0% | $148.16 | ALCISTA | 46% | Largo |
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) | -2.08 |
| Sortino (anualizado) | -2.74 |
| Calmar | -0.31 |
| Max Drawdown | -94.19% |
| Profit Factor | 0.77 |
| Win Rate (= Hit Rate global) | 43.50% |
| Expectancy por trade | -0.130% |
| N evaluaciones | 2000 |
Hit rate por bucket de confianza
| Bucket conf. | N | Hit rate |
|---|---|---|
| 00-30 | 1522 | 44.1% |
| 30-50 | 442 | 40.0% |
| 50-60 | 8 | 100.0% |
| 60-70 | 28 | 50.0% |
| 70-80 | 0 | N/A |
| 80-100 | 0 | N/A |
13. Calibracion (post-isotonic)
Isotonic (PAV) calibrator entrenado sobre 909517 muestras historicas el 2026-09-19T00:31:06Z. 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: 3.43% (cap 20%)
- Risk score medio: 81.4/100 (100 = mas seguro)
- Predicciones con Kelly = 0: 6/8
Distribucion de Kelly size
| Rango Kelly | N | % |
|---|---|---|
| 0% | 6 | 75.0% |
| 0-5% | 0 | 0.0% |
| 5-10% | 1 | 12.5% |
| 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 | 70 | 20.00% | 61.0 |
| USO | Oil (WTI) | NEUTRAL | 52 | 0.00% | 74.5 |
| URTH | MSCI World | ALCISTA | 57 | 7.43% | 79.8 |
| BTC-USD | Bitcoin | BAJISTA | 44 | 0.00% | 80.0 |
| GLD | Gold | ALCISTA | 57 | 0.00% | 85.0 |
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) | AAPL | AAPL | ALCISTA | 52.9% | 50.0 | 0.00% | 338.9800 | 342.5664 | GBM/Kalman ensemble: conf_raw=62.3% (cal=52.9%), dir=ALCISTA, vol_annual=21.6%, 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) | AAPL | AAPL | ALCISTA | 50.6% | 50.0 | 0.00% | 338.9800 | 364.7086 | Fundamental=65/100 (ATRACTIVO) + Macro=54/100 (NEUTRO); blend=59.5 -> 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.