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Informe Diario

2026-05-30

Informe de Trading — 2026-05-30 (modo fallback)

Groq no disponible — informe generado directamente desde los modelos cuantitativos.

335 simbolos analizados. Distribucion: {"BAJISTA": 15, "ALCISTA": 55, "NEUTRAL": 265}

Corto plazo (top 5)

Ticker Precio Pred Dir Conf Vol
AUTO.L $427.20 $478.53 (+12.02%) BAJISTA ⚠ 59.6% 45%
AMS.MC $53.12 $56.84 (+7.00%) BAJISTA ⚠ 43.2% 27%
INGA.AS $26.48 $25.42 (-4.02%) ALCISTA ⚠ 61.8% 24%
SGE.L $837.40 $806.33 (-3.71%) BAJISTA 60.6% 27%
PCT.L $705.50 $733.17 (+3.92%) ALCISTA 57.6% 27%

Medio plazo (top 5)

Ticker Precio Pred Dir Conf Vol
SAND.ST $376.20 $359.17 (-4.53%) ALCISTA ⚠ 45.6% 31%
ENGI.PA $26.59 $25.95 (-2.42%) ALCISTA ⚠ 68.6% 21%
SAP.DE $151.60 $158.30 (+4.42%) BAJISTA ⚠ 43.2% 36%
REL.L $2447.00 $2512.67 (+2.68%) BAJISTA ⚠ 59.7% 28%
NN.AS $72.38 $69.48 (-4.01%) ALCISTA ⚠ 43.2% 19%

Largo plazo (top 5)

Ticker Precio Pred Dir Conf Vol
ACS.MC $125.20 $115.77 (-7.53%) ALCISTA ⚠ 28.3% 35%
IGG.L $1803.00 $1759.87 (-2.39%) ALCISTA ⚠ 61.8% 38%
LONN.SW $502.20 $519.13 (+3.37%) BAJISTA ⚠ 43.2% 21%
TEN.MI $25.88 $25.12 (-2.94%) ALCISTA ⚠ 45.6% 30%
AVIO.MI $43.86 $42.94 (-2.10%) ALCISTA ⚠ 55.8% 67%

Criptomonedas (top 5)

Sin candidatos.

Cartera diversificada

Ticker Peso Precio Dir Vol Horizonte
AUTO.L 7.1% $427.20 BAJISTA 45% Corto
AMS.MC 12.1% $53.12 BAJISTA 27% Corto
INGA.AS 13.4% $26.48 ALCISTA 24% Corto
SAND.ST 10.4% $376.20 ALCISTA 31% Medio
ENGI.PA 15.6% $26.59 ALCISTA 21% Medio
SAP.DE 8.9% $151.60 BAJISTA 36% Medio
ACS.MC 9.2% $125.20 ALCISTA 35% Largo
IGG.L 8.3% $1803.00 ALCISTA 38% Largo
LONN.SW 15.0% $502.20 BAJISTA 21% Largo

Performance por modelo

Modelo Accuracy MAE Sesgo N evals Simbolos
ensemble 52% 3.01% -0.26% 59573 972
kalman_signal 52% — — 59580 972
gbm 51% 1.91% 0.09% 59125 965
merton 51% 1.75% 0.03% 59580 972
hmm_signal 49% — — 59580 972
ml 48% 9.51% 1.21% 59580 972
kalman 46% 2.13% 0.25% 59580 972

Metricas globales (ensemble, 7d)

MAE: 3.01% | RMSE: 8.35% | Hit rate: 52% | N: 59573

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) -1.02
Sortino (anualizado) -1.39
Calmar -0.19
Max Drawdown -84.13%
Profit Factor 0.88
Win Rate (= Hit Rate global) 46.80%
Expectancy por trade -0.064%
N evaluaciones 2000

Hit rate por bucket de confianza

Bucket conf. N Hit rate
00-30 1469 48.5%
30-50 467 42.8%
50-60 15 13.3%
60-70 47 40.4%
70-80 1 100.0%
80-100 1 100.0%

13. Calibracion (post-isotonic)

Isotonic (PAV) calibrator entrenado sobre 400 muestras historicas el 2026-05-30T00:30:00Z. 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 3889 56.1% 0 N/A
30-50 930 57.7% 0 N/A
50-60 104 40.4% 0 N/A
60-70 65 52.3% 0 N/A
70-80 12 50.0% 0 N/A
80-100 0 N/A 5000 56.0%

Curva isotonic (knots)

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Criterio de exito (bucket 80+ >= 70% hit_rate): NO (hit rate calibrado = 56.0%, n=5000). Razon: el raw signal esta anti-calibrado (hit rate DECRECE con confidence en los datos historicos). PAV es monotona no decreciente, por lo que no puede restaurar magnitudes altas cuando el input no las soporta. Para elevar el bucket 80+ al 70% habria que corregir el generador de confianza (no el calibrador) o flippear el signo de la direccion en el master_agent.

Notas: trained on 400 (raw_conf, hit) pairs | DEGENERATE: PAV collapsed to 1 block (value=1.0000). Raw signal is anti-calibrated (hit rate does not increase with raw_conf). Calibrator returns overall mean for all inputs — the real expected hit rate.

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: 5.16% (cap 20%)
  • Risk score medio: 78.3/100 (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% 1 12.5%
10-15% 1 12.5%
15-20% 1 12.5%

Top-5 riesgo mas elevado (risk_score bajo)

Symbol Asset Direction Conf Kelly Risk
USO Oil (WTI) ALCISTA 60 7.04% 57.0
BTC-USD Bitcoin ALCISTA 70 14.26% 60.7
TLT US 10Y Bond ALCISTA 57 20.00% 61.0
GLD Gold BAJISTA 45 0.00% 86.4
QQQ NASDAQ 100 BAJISTA 44 0.00% 88.1

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 100.0% 50.0 0.00% 312.3250 318.5715 GBM/Kalman ensemble: conf_raw=30.7% (cal=100.0%), dir=ALCISTA, vol_annual=16.7%, regime=BULL
MEDIO (1-3m) A2A.MI A2A.MI ALCISTA 100.0% 50.0 0.00% 2.2600 2.2637 Stacking ensemble (ridge): pred_return=0.16%, conf_raw=53.0% (cal=100.0%), dir=ALCISTA
LARGO (6-12m) Bitcoin BTC-USD NEUTRAL 100.0% 70.0 14.26% 73307.2031 73307.2031 Fundamental=50/100 (neutral) + Macro=45/100 (RISK-OFF); blend=47.5 -> NEUTRAL, cal_conf=100.0%

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.