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2026-09-23
Informe de Trading — 2026-09-23 (modo fallback)
Groq no disponible — informe generado directamente desde los modelos cuantitativos.
339 simbolos analizados. Distribucion: {"ALCISTA": 24, "BAJISTA": 14, "NEUTRAL": 301}
Corto plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| ERF.PA | $78.72 | $80.94 (+2.82%) | ALCISTA | 69.7% | 25% |
| ORA.PA | $14.21 | $14.59 (+2.69%) | BAJISTA ⚠ | 66.2% | 42% |
| SY1.DE | $93.26 | $94.90 (+1.76%) | ALCISTA | 69.6% | 26% |
| G.MI | $44.53 | $43.86 (-1.50%) | ALCISTA ⚠ | 72.3% | 21% |
| GME | $22.76 | $23.22 (+2.02%) | ALCISTA | 58.1% | 37% |
Medio plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| SHL.DE | $37.46 | $38.07 (+1.63%) | BAJISTA ⚠ | 66.0% | 20% |
| AMC | $2.89 | $3.00 (+3.68%) | ALCISTA | 58.1% | 69% |
| AGN.AS | $7.88 | $7.73 (-1.93%) | ALCISTA ⚠ | 53.4% | 18% |
| GLEN.L | $544.90 | $534.46 (-1.92%) | BAJISTA | 53.3% | 36% |
| NOVO-B.CO | $257.55 | $262.13 (+1.78%) | BAJISTA ⚠ | 53.3% | 50% |
Largo plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| ASM.AS | $854.40 | $768.20 (-10.09%) | ALCISTA ⚠ | 22.7% | 50% |
| ENEL.MI | $8.95 | $8.49 (-5.18%) | BAJISTA | 28.8% | 20% |
| ENG.MC | $16.74 | $16.38 (-2.18%) | ALCISTA ⚠ | 43.5% | 18% |
| DTG.DE | $42.46 | $41.31 (-2.70%) | BAJISTA | 35.2% | 25% |
| TSCO.L | $481.50 | $493.75 (+2.54%) | ALCISTA | 34.1% | 21% |
Criptomonedas (top 5)
Sin candidatos.
Cartera diversificada
| Ticker | Peso | Precio | Dir | Vol | Horizonte |
|---|---|---|---|---|---|
| ERF.PA | 11.6% | $78.72 | ALCISTA | 25% | Corto |
| ORA.PA | 6.9% | $14.21 | BAJISTA | 42% | Corto |
| SY1.DE | 11.0% | $93.26 | ALCISTA | 26% | Corto |
| SHL.DE | 14.3% | $37.46 | BAJISTA | 20% | Medio |
| AMC | 4.2% | $2.89 | ALCISTA | 69% | Medio |
| AGN.AS | 15.7% | $7.88 | ALCISTA | 18% | Medio |
| ASM.AS | 5.7% | $854.40 | ALCISTA | 50% | Largo |
| ENEL.MI | 14.2% | $8.95 | BAJISTA | 20% | Largo |
| ENG.MC | 16.4% | $16.74 | ALCISTA | 18% | Largo |
Performance por modelo
| Modelo | Accuracy | MAE | Sesgo | N evals | Simbolos |
|---|---|---|---|---|---|
| kalman | 65% | 1.59% | -0.25% | 1155 | 385 |
| hmm_signal | 63% | — | — | 1155 | 385 |
| kalman_signal | 58% | — | — | 1155 | 385 |
| ensemble | 50% | 3.67% | -1.74% | 1155 | 385 |
| gbm | 48% | 2.23% | -0.03% | 1133 | 378 |
| merton | 44% | 1.57% | -0.40% | 1155 | 385 |
| ml | 43% | 10.56% | -3.28% | 1155 | 385 |
Metricas globales (ensemble, 7d)
MAE: 3.67% | RMSE: 8.63% | Hit rate: 50% | N: 1155
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 2026-09-23T00:31:09Z. 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 | 50.7% | 0 | N/A |
| 30-50 | 1098 | 48.9% | 518 | 44.2% |
| 50-60 | 306 | 46.7% | 4482 | 50.8% |
| 60-70 | 56 | 58.9% | 0 | N/A |
| 70-80 | 4 | 75.0% | 0 | N/A |
| 80-100 | 12 | 33.3% | 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: 3.56% (cap 20%)
- Risk score medio: 81.3/100 (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) | ALCISTA | 57 | 0.00% | 74.5 |
| URTH | MSCI World | ALCISTA | 57 | 8.44% | 78.3 |
| BTC-USD | Bitcoin | BAJISTA | 29 | 0.00% | 79.9 |
| GLD | Gold | ALCISTA | 57 | 0.00% | 85.8 |
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) | HYG | HYG | ALCISTA | 52.9% | 50.0 | 0.00% | 78.6800 | 78.9085 | Stacking ensemble (ridge): pred_return=0.29%, conf_raw=64.5% (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.