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2026-09-29
Informe de Trading — 2026-09-29 (modo fallback)
Groq no disponible — informe generado directamente desde los modelos cuantitativos.
988 simbolos analizados. Distribucion: {"NEUTRAL": 797, "BAJISTA": 98, "ALCISTA": 93}
Corto plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| AON | $271.25 | $256.81 (-5.32%) | BAJISTA | 42.0% | 29% |
| ENT.L | $425.90 | $407.04 (-4.43%) | BAJISTA | 44.9% | 40% |
| PAH3.DE | $25.36 | $26.16 (+3.15%) | BAJISTA ⚠ | 58.4% | 33% |
| FBK.MI | $22.05 | $21.00 (-4.74%) | ALCISTA ⚠ | 42.0% | 26% |
| AMGN | $417.85 | $435.05 (+4.12%) | ALCISTA | 46.5% | 33% |
Medio plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| FDXF | $112.51 | $104.83 (-6.83%) | BAJISTA | 36.0% | 46% |
| LOW | $188.29 | $193.37 (+2.70%) | BAJISTA ⚠ | 60.0% | 23% |
| TXT | $76.95 | $74.97 (-2.58%) | BAJISTA | 60.0% | 21% |
| DDOG | $271.52 | $277.64 (+2.25%) | ALCISTA | 63.8% | 55% |
| AUTO.L | $453.25 | $443.29 (-2.20%) | BAJISTA | 64.5% | 29% |
Largo plazo (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| PSA | $283.99 | $279.87 (-1.45%) | BAJISTA | 80.4% | 22% |
| LMT | $516.82 | $529.18 (+2.39%) | BAJISTA ⚠ | 58.1% | 22% |
| LINK-USD | $15.24 | $15.78 (+3.52%) | ALCISTA | 43.6% | 72% |
| MBG.DE | $41.08 | $40.16 (-2.22%) | BAJISTA | 60.7% | 27% |
| UU.L | $1414.90 | $1459.00 (+3.12%) | ALCISTA | 46.9% | 19% |
Criptomonedas (top 5)
| Ticker | Precio | Pred | Dir | Conf | Vol |
|---|---|---|---|---|---|
| LINK-USD | $15.24 | $15.78 (+3.52%) | ALCISTA | 43.6% | 72% |
| AVAX-USD | $10.38 | $11.02 (+6.08%) | NEUTRAL | 21.7% | 86% |
| CAKE-USD | $2.61 | $2.93 (+12.42%) | NEUTRAL | 21.7% | 72% |
| NEAR-USD | $4.92 | $5.25 (+6.58%) | NEUTRAL | 21.7% | 111% |
| YFI-USD | $2377.70 | $2473.14 (+4.01%) | NEUTRAL | 21.7% | 53% |
Cartera diversificada
| Ticker | Peso | Precio | Dir | Vol | Horizonte |
|---|---|---|---|---|---|
| AON | 10.2% | $271.25 | BAJISTA | 29% | Corto |
| ENT.L | 7.6% | $425.90 | BAJISTA | 40% | Corto |
| PAH3.DE | 9.1% | $25.36 | BAJISTA | 33% | Corto |
| FDXF | 6.5% | $112.51 | BAJISTA | 46% | Medio |
| LOW | 12.8% | $188.29 | BAJISTA | 23% | Medio |
| TXT | 14.5% | $76.95 | BAJISTA | 21% | Medio |
| PSA | 13.8% | $283.99 | BAJISTA | 22% | Largo |
| LMT | 13.9% | $516.82 | BAJISTA | 22% | Largo |
| LINK-USD | 4.2% | $15.24 | ALCISTA | 72% | Largo |
| AVAX-USD | 3.5% | $10.38 | NEUTRAL | 86% | Crypto |
| CAKE-USD | 4.2% | $2.61 | NEUTRAL | 72% | Crypto |
Performance por modelo
| Modelo | Accuracy | MAE | Sesgo | N evals | Simbolos |
|---|---|---|---|---|---|
| kalman | 58% | 1.61% | 0.11% | 9354 | 985 |
| kalman_signal | 56% | — | — | 9357 | 985 |
| hmm_signal | 55% | — | — | 9357 | 985 |
| ensemble | 52% | 2.80% | -0.36% | 9357 | 985 |
| gbm | 52% | 1.64% | 0.35% | 9315 | 979 |
| ml | 49% | 8.54% | 0.70% | 9357 | 985 |
| merton | 49% | 1.46% | 0.25% | 9357 | 985 |
Metricas globales (ensemble, 7d)
MAE: 2.80% | RMSE: 14.15% | Hit rate: 52% | N: 9357
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 916850 muestras historicas el 2026-09-29T00:31:13Z. 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 | 3950 | 51.9% | 0 | N/A |
| 30-50 | 864 | 52.3% | 653 | 49.3% |
| 50-60 | 117 | 59.0% | 4347 | 52.6% |
| 60-70 | 65 | 49.2% | 0 | N/A |
| 70-80 | 2 | 50.0% | 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 | 50.7% |
| 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 916850 (raw_conf, hit) pairs|Brier gate PASSED: calibrated 0.2499 <= baseline 0.2498 on holdout n=183370
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: 4.34% (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) | ALCISTA | 57 | 0.00% | 72.6 |
| SPY | S&P 500 | ALCISTA | 57 | 8.25% | 78.6 |
| BTC-USD | Bitcoin | NEUTRAL | 52 | 0.00% | 79.5 |
| TLT | US 10Y Bond | ALCISTA | 70 | 6.47% | 80.5 |
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) | CRL | CRL | ALCISTA | 52.9% | 50.0 | 0.00% | 295.2950 | 298.4192 | GBM/Kalman ensemble: conf_raw=67.0% (cal=52.9%), dir=ALCISTA, vol_annual=41.5%, regime=BEAR |
| MEDIO (1-3m) | 1INCH-USD | 1INCH-USD | ALCISTA | 52.9% | 50.0 | 0.00% | 0.1001 | 0.1026 | Stacking ensemble (nnls): pred_return=2.50%, conf_raw=68.0% (cal=52.9%), dir=ALCISTA |
| LARGO (6-12m) | CINF | CINF | ALCISTA | 50.7% | 50.0 | 0.00% | 161.9200 | 174.2340 | Fundamental=90/100 (ATRACTIVO) + Macro=49/100 (NEUTRO); blend=69.5 -> ALCISTA, cal_conf=50.7% |
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.