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2026-09-30
Informe de Trading — 2026-09-30 (modo fallback)
Groq no disponible — informe generado directamente desde los modelos cuantitativos.
988 simbolos analizados. Distribucion: {"ALCISTA": 55, "BAJISTA": 233, "NEUTRAL": 700}
Corto plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| REP.MC | $31.29 | $29.81 (-4.73%) | ALCISTA ⚠ | 82.6% | 32% |
| NRG | $97.17 | $89.80 (-7.59%) | BAJISTA | 51.5% | 41% |
| AON | $275.90 | $259.27 (-6.03%) | BAJISTA | 62.8% | 28% |
| FRT | $109.39 | $103.11 (-5.75%) | BAJISTA | 61.7% | 13% |
| PAYX | $99.31 | $93.10 (-6.26%) | BAJISTA | 54.0% | 41% |
Medio plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| WY | $19.55 | $17.98 (-8.01%) | BAJISTA | 38.9% | 30% |
| HONA | $155.44 | $148.07 (-4.74%) | BAJISTA | 58.4% | 63% |
| HD | $288.04 | $278.38 (-3.35%) | BAJISTA | 68.0% | 23% |
| RVTY | $152.77 | $157.85 (+3.33%) | ALCISTA | 66.5% | 41% |
| DTE | $122.39 | $117.56 (-3.94%) | BAJISTA | 56.0% | 17% |
Largo plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| GEN | $20.85 | $18.65 (-10.53%) | BAJISTA | 28.6% | 71% |
| AAVE-USD | $161.12 | $188.60 (+17.06%) | ALCISTA | 27.7% | 78% |
| PCG | $12.18 | $11.56 (-5.06%) | BAJISTA | 43.0% | 43% |
| MTD | $1537.33 | $1595.13 (+3.76%) | ALCISTA | 53.2% | 31% |
| BALL | $56.65 | $58.45 (+3.18%) | BAJISTA ⚠ | 59.7% | 24% |
Criptomonedas (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| AAVE-USD | $161.12 | $188.60 (+17.06%) | ALCISTA | 27.7% | 78% |
| ZEC-USD | $1412.53 | $1272.75 (-9.90%) | NEUTRAL | 23.9% | 108% |
| ICP-USD | $3.45 | $3.92 (+13.76%) | ALCISTA | 24.9% | 77% |
| LINK-USD | $14.43 | $15.50 (+7.37%) | NEUTRAL | 16.3% | 72% |
| AVAX-USD | $11.19 | $12.72 (+13.69%) | NEUTRAL | 12.9% | 83% |
Cartera diversificada
| Ticker | Peso | Precio | Dir | Vol | Horizonte |
|---|---|---|---|---|---|
| REP.MC | 12.4% | $31.29 | ALCISTA | 32% | Corto |
| NRG | 9.5% | $97.17 | BAJISTA | 41% | Corto |
| AON | 13.8% | $275.90 | BAJISTA | 28% | Corto |
| WY | 13.1% | $19.55 | BAJISTA | 30% | Medio |
| HONA | 6.2% | $155.44 | BAJISTA | 63% | Medio |
| HD | 16.7% | $288.04 | BAJISTA | 23% | Medio |
| GEN | 5.5% | $20.85 | BAJISTA | 71% | Largo |
| AAVE-USD | 5.0% | $161.12 | ALCISTA | 78% | Largo |
| PCG | 9.1% | $12.18 | BAJISTA | 43% | Largo |
| ZEC-USD | 3.6% | $1412.53 | NEUTRAL | 108% | Crypto |
| ICP-USD | 5.1% | $3.45 | ALCISTA | 77% | Crypto |
Performance por modelo
| Modelo | Accuracy | MAE | Sesgo | N evals | Simbolos |
|---|---|---|---|---|---|
| kalman | 60% | 1.47% | 0.14% | 15582 | 984 |
| kalman_signal | 56% | — | — | 15592 | 985 |
| hmm_signal | 56% | — | — | 15592 | 985 |
| ensemble | 55% | 2.74% | -0.46% | 15592 | 985 |
| gbm | 51% | 1.47% | 0.22% | 15521 | 979 |
| merton | 50% | 1.31% | 0.15% | 15592 | 985 |
| ml | 48% | 8.48% | 1.15% | 15592 | 985 |
Metricas globales (ensemble, 7d)
MAE: 2.74% | RMSE: 19.11% | Hit rate: 55% | N: 15592
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 924888 muestras historicas el 2026-09-30T00:31:24Z. 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 | 3755 | 59.5% | 0 | N/A |
| 30-50 | 1057 | 54.2% | 634 | 53.3% |
| 50-60 | 108 | 42.6% | 4366 | 58.6% |
| 60-70 | 67 | 52.2% | 0 | N/A |
| 70-80 | 9 | 77.8% | 0 | N/A |
| 80-100 | 4 | 50.0% | 0 | N/A |
Curva isotonic (knots)
| raw_conf | calibrated |
|---|---|
| 0.0 | 47.8% |
| 0.0 | 50.3% |
| 0.0 | 50.7% |
| 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 924888 (raw_conf, hit) pairs|Brier gate PASSED: calibrated 0.2499 <= baseline 0.2497 on holdout n=184978
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: 4.36% (cap 20%)
- Risk score medio: 79.5/100 (100 = mas seguro)
- Predicciones con Kelly = 0: 5/8
Distribucion de Kelly size
| Rango Kelly | N | % |
|---|---|---|
| 0% | 5 | 62.5% |
| 0-5% | 0 | 0.0% |
| 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 | 70 | 20.00% | 61.0 |
| USO | Oil (WTI) | ALCISTA | 57 | 0.00% | 70.6 |
| SPY | S&P 500 | ALCISTA | 57 | 8.28% | 78.6 |
| BTC-USD | Bitcoin | BAJISTA | 37 | 0.00% | 80.3 |
| TLT | US 10Y Bond | ALCISTA | 70 | 6.62% | 80.4 |
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) | DPLM.L | DPLM.L | ALCISTA | 52.9% | 50.0 | 0.00% | 7865.0000 | 7948.2117 | GBM/Kalman ensemble: conf_raw=66.7% (cal=52.9%), dir=ALCISTA, vol_annual=22.9%, regime=BULL |
| MEDIO (1-3m) | 1INCH-USD | 1INCH-USD | ALCISTA | 52.9% | 50.0 | 0.00% | 0.1032 | 0.1064 | Stacking ensemble (nnls): pred_return=3.10%, conf_raw=73.2% (cal=52.9%), dir=ALCISTA |
| LARGO (6-12m) | FIS | FIS | ALCISTA | 50.9% | 50.0 | 0.00% | 33.3500 | 35.8963 | Fundamental=85/100 (ATRACTIVO) + Macro=49/100 (NEUTRO); blend=67.0 -> ALCISTA, cal_conf=50.9% |
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.