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2026-10-01
Informe de Trading — 2026-10-01 (modo fallback)
Groq no disponible — informe generado directamente desde los modelos cuantitativos.
341 simbolos analizados. Distribucion: {"ALCISTA": 17, "BAJISTA": 102, "NEUTRAL": 222}
Corto plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| IHG.L | $158.15 | $165.28 (+4.51%) | ALCISTA | 65.8% | 23% |
| EWP | $59.20 | $57.39 (-3.06%) | BAJISTA | 65.5% | 19% |
| AUTO.L | $443.73 | $457.26 (+3.05%) | BAJISTA ⚠ | 64.8% | 27% |
| ZURN.SW | $560.00 | $530.95 (-5.19%) | BAJISTA | 40.6% | 17% |
| ICG.L | $1804.00 | $1863.69 (+3.31%) | BAJISTA ⚠ | 46.2% | 26% |
Medio plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| PSN.L | $1276.00 | $1359.23 (+6.52%) | ALCISTA | 52.0% | 68% |
| G.MI | $42.04 | $40.66 (-3.28%) | BAJISTA | 46.2% | 27% |
| PAH3.DE | $25.34 | $26.17 (+3.27%) | BAJISTA ⚠ | 46.2% | 31% |
| CPNG | $13.87 | $14.05 (+1.33%) | BAJISTA ⚠ | 84.1% | 33% |
| SMIN.L | $2812.00 | $2888.16 (+2.71%) | ALCISTA | 52.0% | 30% |
Largo plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| RMV.L | $439.80 | $448.20 (+1.91%) | BAJISTA ⚠ | 64.8% | 34% |
| BILL | $42.54 | $43.73 (+2.81%) | BAJISTA ⚠ | 46.2% | 48% |
| NU | $12.66 | $11.94 (-5.67%) | BAJISTA | 25.9% | 56% |
| SOFI | $15.72 | $16.13 (+2.62%) | BAJISTA ⚠ | 43.5% | 43% |
| EWI | $58.72 | $57.32 (-2.38%) | BAJISTA | 46.2% | 18% |
Criptomonedas (top 5)
Sin candidatos.
Cartera diversificada
| Ticker | Peso | Precio | Dir | Vol | Horizonte |
|---|---|---|---|---|---|
| IHG.L | 15.3% | $158.15 | ALCISTA | 23% | Corto |
| EWP | 18.6% | $59.20 | BAJISTA | 19% | Corto |
| AUTO.L | 12.9% | $443.73 | BAJISTA | 27% | Corto |
| PSN.L | 5.1% | $1276.00 | ALCISTA | 68% | Medio |
| G.MI | 12.9% | $42.04 | BAJISTA | 27% | Medio |
| PAH3.DE | 11.4% | $25.34 | BAJISTA | 31% | Medio |
| RMV.L | 10.2% | $439.80 | BAJISTA | 34% | Largo |
| BILL | 7.3% | $42.54 | BAJISTA | 48% | Largo |
| NU | 6.3% | $12.66 | BAJISTA | 56% | Largo |
Performance por modelo
| Modelo | Accuracy | MAE | Sesgo | N evals | Simbolos |
|---|---|---|---|---|---|
| hmm_signal | 62% | — | — | 20484 | 985 |
| kalman_signal | 59% | — | — | 20484 | 985 |
| kalman | 58% | 1.46% | 0.23% | 20464 | 984 |
| ensemble | 56% | 2.67% | -0.37% | 20479 | 985 |
| merton | 50% | 1.27% | 0.21% | 20484 | 985 |
| gbm | 49% | 1.55% | 0.34% | 20346 | 979 |
| ml | 46% | 8.86% | 1.19% | 20484 | 985 |
Metricas globales (ensemble, 7d)
MAE: 2.67% | RMSE: 16.92% | Hit rate: 56% | N: 20479
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 928298 muestras historicas el 2026-10-01T00:31:16Z. 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 | 3752 | 57.4% | 0 | N/A |
| 30-50 | 1046 | 56.0% | 453 | 53.4% |
| 50-60 | 118 | 50.8% | 4537 | 57.4% |
| 60-70 | 71 | 64.8% | 10 | 0.0% |
| 70-80 | 3 | 66.7% | 0 | N/A |
| 80-100 | 10 | 0.0% | 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 | 53.0% |
| 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 928298 (raw_conf, hit) pairs|Brier gate PASSED: calibrated 0.2499 <= baseline 0.2497 on holdout n=185660
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: 4.38% (cap 20%)
- Risk score medio: 79.6/100 (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) | NEUTRAL | 52 | 0.00% | 72.3 |
| SPY | S&P 500 | ALCISTA | 57 | 7.89% | 79.2 |
| BTC-USD | Bitcoin | BAJISTA | 37 | 0.00% | 79.7 |
| TLT | US 10Y Bond | ALCISTA | 70 | 7.13% | 79.8 |
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) | DPLM.L | DPLM.L | ALCISTA | 56.6% | 50.0 | 0.00% | 7685.0000 | 7771.9942 | GBM/Kalman ensemble: conf_raw=68.6% (cal=56.6%), dir=ALCISTA, vol_annual=23.4%, regime=BULL |
| MEDIO (1-3m) | A | A | ALCISTA | 69.1% | 50.0 | 0.00% | 175.0300 | 181.5369 | Stacking ensemble (nnls): pred_return=3.72%, conf_raw=95.0% (cal=69.1%), dir=ALCISTA |
| LARGO (6-12m) | FIS | FIS | ALCISTA | 50.9% | 50.0 | 0.00% | 32.9000 | 35.4119 | 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.