VALUE MANAGER
46.4No clear value dislocation from price path alone.
Mean-revert gap 4.5%.
BIST · 2026-10-28
TUPRS — WATCH
Tüpraş · operator [email protected]
Bu sayfa ne işe yarıyor?
Tek kararın tez, kanıt, replay ve settlement kaydı.
Hangi soruya cevap veriyor?
Bu karar hangi girdilerle alındı ve sonra ne oldu?
Kararda nasıl kullanılmalı?
Öğrenme için kullanın. Eski karar yeni sinyal değildir.
Hangi motora veri sağlar?
Outcome review · Learning Engine · Signal history
Scores
- prediction: 40.1
- confidence: 68.8
- opportunity: 42.6
- timing: 74.2
- portfolio fit: 5.0
Bull Case
TUPRS · (Tüpraş) · Energy · Oil Refining: defensive bounce case only — 5d -1.2% / 20d -5.6%. Need reclaim of short-term structure before sizing. Lead model Ensemble (6 models) assigns p(up)=0.40; portfolio fit 5.0 with position not held.
Bear Case
TUPRS: elevated vol (42.0%) and max drawdown 15.6% compress edge — false breakouts likely. Risk stack vol=100.0 · dd=51.9 · liq=0.0 · sector=100.0 → total 70.6.
Ensemble & Uncertainty
- consensus p(up): 0.401
- agreement: 73.7
- dispersion: 0.066
- calibrated conf: 0.688
- risk of wrong: 0.312
- data quality: 93.2
- 1d p10–p90: 0.014 → 0.058
- 5d p10–p90: -0.001 → 0.086
source: QBMosaic weighted ensembleproxy / heuristicas of 2026-10-28 09:35 UTC
Same-as-of model votes weighted by learned StockModel weights, then gated by calibration, agreement and data quality.
Point-in-Time Intraday Timing
- availability: INSUFFICIENT
- readiness: —
- session: 2026-10-28
- activity: LOW
- RVOL-T: 0.46
- deviation: -1.26pp
- Current intraday quality 32.3 is below 60
source: Yahoo Finance observed 5-minute barsproxy / heuristicas of 2026-10-28 09:35 UTC
Quality-, freshness- and sample-gated timing readiness. Volume, activity and deviation are non-directional and never change BUY into AVOID.
DQS contribution
daily 35.0 · models 25.0 · intraday 15.2 · settled 18.0
- 1 intraday sessions are incomplete
Why Not?
No hard NO_ACTION gate fired.
Catalysts
Yahoo path features (n=90) · asOf=2026-10-28 · model=Ensemble (6 models) · p(up)=0.40 · regime=mixed · vol=elevated · fit=5.0 · not held · sector=Energy · evidence=no verified research evidence
Invalidation
Invalidate if total market risk > 80.6, drawdown extends beyond 20.6%, or 5d return worsens by >3pp without 20d repair. Liquidity score > 25.0 also voids size-up.
Key Assumptions
Rule thesis over Yahoo closes (sample 90). Mean-revert proxy 4.5%. Intraday timing INSUFFICIENT; activity is non-directional. Verified evidence count 0; unverified imports are excluded. No live LLM; committee text is numeric templates. XK030/sharia screens are membership-only — not a fundamental audit.
Exit Conditions
Stay on watch until p(up)≥0.58 and opportunity clears risk gates without vol spike. Re-check after next Yahoo settle (1d/3d/5d).
Paper Position
Replay Closure
Decision Evidence Pack
No verified point-in-time research evidence was attached to this decision.
AI Committee
GROWTH MANAGER
33.8Growth case needs stronger directional odds.
p(up)=0.40 from Ensemble (6 models) · Oil Refining.
MACRO MANAGER
33.9Intermediate trend pressure argues patience.
20d regime -5.6% with vol 42.0% · Energy. No verified financial/news/disclosure evidence.
TECHNICAL MANAGER
46.3Tape soft (mixed) — wait for reclaim.
5d -1.2% / 20d -5.6%; mean-revert 4.5%. Intraday timing INSUFFICIENT; no eligible observed 5-minute context.
RISK MANAGER
24.4Risk budget strained — size down or avoid.
Total 70.6 · volR 100.0 · ddR 51.9 · ann.vol 42.0%.
SENTIMENT MANAGER
68.8Signal confidence supportive.
Confidence 68.8; decision WATCH. No verified financial/news/disclosure evidence.
CIO MANAGER
52.1Aggregate call: WATCH.
Opp 42.6 · fit 5.0 · risk 70.6 · not held.