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2026-09-26
Informe de Trading — 2026-09-26 (modo fallback)
Groq no disponible — informe generado directamente desde los modelos cuantitativos.
805 simbolos analizados. Distribucion: {"ALCISTA": 92, "BAJISTA": 195, "NEUTRAL": 518}
Corto plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| G.MI | $43.32 | $40.64 (-6.19%) | ALCISTA ⚠ | 60.9% | 24% |
| CF | $114.67 | $107.70 (-6.08%) | BAJISTA | 45.8% | 43% |
| SMIN.L | $2757.00 | $2890.67 (+4.85%) | ALCISTA | 52.0% | 36% |
| AON | $277.99 | $261.84 (-5.81%) | BAJISTA | 44.4% | 28% |
| ALL | $227.60 | $217.13 (-4.60%) | BAJISTA | 45.8% | 31% |
Medio plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| CAKE-USD | $2.75 | $3.08 (+11.75%) | ALCISTA | 52.0% | 62% |
| GEN | $21.62 | $20.45 (-5.42%) | BAJISTA | 45.8% | 80% |
| SMCI | $43.26 | $45.14 (+4.35%) | ALCISTA | 52.0% | 77% |
| NEAR-USD | $4.86 | $5.17 (+6.38%) | ALCISTA | 52.0% | 110% |
| LINK-USD | $13.98 | $14.55 (+4.05%) | ALCISTA | 52.0% | 65% |
Largo plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| UNI.MI | $26.88 | $25.70 (-4.39%) | BAJISTA | 45.8% | 27% |
| LNT | $63.60 | $60.82 (-4.36%) | BAJISTA | 45.8% | 15% |
| ERF.PA | $77.72 | $74.86 (-3.68%) | ALCISTA ⚠ | 52.0% | 30% |
| VOD.L | $125.30 | $119.49 (-4.63%) | ALCISTA ⚠ | 42.6% | 28% |
| LTC-USD | $74.05 | $79.89 (+7.89%) | ALCISTA | 27.0% | 80% |
Criptomonedas (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| CAKE-USD | $2.75 | $3.08 (+11.75%) | ALCISTA | 52.0% | 62% |
| NEAR-USD | $4.86 | $5.17 (+6.38%) | ALCISTA | 52.0% | 110% |
| LINK-USD | $13.98 | $14.55 (+4.05%) | ALCISTA | 52.0% | 65% |
| LTC-USD | $74.05 | $79.89 (+7.89%) | ALCISTA | 27.0% | 80% |
| YFI-USD | $2450.26 | $2535.24 (+3.47%) | ALCISTA | 52.0% | 53% |
Cartera diversificada
| Ticker | Peso | Precio | Dir | Vol | Horizonte |
|---|---|---|---|---|---|
| G.MI | 14.3% | $43.32 | ALCISTA | 24% | Corto |
| CF | 7.9% | $114.67 | BAJISTA | 43% | Corto |
| SMIN.L | 9.3% | $2757.00 | ALCISTA | 36% | Corto |
| CAKE-USD | 5.5% | $2.75 | ALCISTA | 62% | Medio |
| GEN | 4.2% | $21.62 | BAJISTA | 80% | Medio |
| SMCI | 4.4% | $43.26 | ALCISTA | 77% | Medio |
| UNI.MI | 12.6% | $26.88 | BAJISTA | 27% | Largo |
| LNT | 22.5% | $63.60 | BAJISTA | 15% | Largo |
| ERF.PA | 11.2% | $77.72 | ALCISTA | 30% | Largo |
| NEAR-USD | 3.1% | $4.86 | ALCISTA | 110% | Crypto |
| LINK-USD | 5.2% | $13.98 | ALCISTA | 65% | Crypto |
Performance por modelo
| Modelo | Accuracy | MAE | Sesgo | N evals | Simbolos |
|---|---|---|---|---|---|
| hmm_signal | 59% | — | — | 5297 | 980 |
| kalman | 59% | 1.64% | -0.01% | 5297 | 980 |
| kalman_signal | 58% | — | — | 5297 | 980 |
| ensemble | 52% | 2.60% | -0.23% | 5297 | 980 |
| gbm | 49% | 1.69% | 0.35% | 5275 | 973 |
| merton | 49% | 1.55% | 0.27% | 5297 | 980 |
| ml | 46% | 8.71% | 0.27% | 5297 | 980 |
Metricas globales (ensemble, 7d)
MAE: 2.60% | RMSE: 4.88% | Hit rate: 52% | N: 5297
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) | -0.87 |
| Sortino (anualizado) | -1.20 |
| Calmar | -0.19 |
| Max Drawdown | -75.64% |
| Profit Factor | 0.90 |
| Win Rate (= Hit Rate global) | 47.25% |
| Expectancy por trade | -0.055% |
| N evaluaciones | 2000 |
Hit rate por bucket de confianza
| Bucket conf. | N | Hit rate |
|---|---|---|
| 00-30 | 1581 | 48.0% |
| 30-50 | 362 | 45.6% |
| 50-60 | 46 | 37.0% |
| 60-70 | 3 | 33.3% |
| 70-80 | 7 | 42.9% |
| 80-100 | 1 | 0.0% |
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 | 4062 | 53.1% | 0 | N/A |
| 30-50 | 732 | 50.3% | 609 | 52.4% |
| 50-60 | 163 | 49.1% | 4391 | 52.6% |
| 60-70 | 31 | 51.6% | 0 | N/A |
| 70-80 | 10 | 40.0% | 0 | N/A |
| 80-100 | 2 | 100.0% | 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: 5.51% (cap 20%)
- Risk score medio: 78.2/100 (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% | 3 | 37.5% |
| 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% | 73.1 |
| SPY | S&P 500 | ALCISTA | 57 | 8.93% | 77.6 |
| BTC-USD | Bitcoin | NEUTRAL | 52 | 0.00% | 79.4 |
| TLT | US 10Y Bond | ALCISTA | 70 | 7.44% | 79.4 |
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) | KEYS | KEYS | ALCISTA | 52.9% | 50.0 | 0.00% | 362.1500 | 365.9815 | GBM/Kalman ensemble: conf_raw=67.6% (cal=52.9%), dir=ALCISTA, vol_annual=37.2%, regime=BULL |
| MEDIO (1-3m) | HYG | HYG | ALCISTA | 52.9% | 50.0 | 0.00% | 77.8600 | 78.0918 | Stacking ensemble (ridge): pred_return=0.30%, conf_raw=64.9% (cal=52.9%), dir=ALCISTA |
| LARGO (6-12m) | HIG | HIG | ALCISTA | 50.6% | 50.0 | 0.00% | 124.2300 | 133.6591 | Fundamental=85/100 (ATRACTIVO) + Macro=54/100 (NEUTRO); blend=69.5 -> 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.