BIST · TRY
ASELS — Aselsan
Technology · Defense Electronics · TR
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Predictability · Regime · Risk · Signal Engine
Decision Card
BIST:ASELS · Aselsan
- Güven
- 51
- Optimal ufuk
- 1g
- Predictability
- 58
- Opportunity
- 56
- Beklenen getiri
- +0.1%
- Beklenen downside
- -3.0%
- Rejim
- SIDEWAYS:NORMAL_VOLATILITY
- Regime güven
- 72
- Risk
- YÜKSEK
- Hesap
- 2026-08-14 06:30
- Veri aralığı
- 2021-08-16 → 2026-10-28
- Tazelik
- 77g önce
- Decision engine
- decision-v1
- Strateji
- Adaptive Meta ASELS
- Model
- adaptive.2026.08.17T010726
- Özellik / veri
- adaptive-factor-v1 · yahoo:XU100
- EMA OOS
- 50 · CROSS_BELOW · n=31
ASELS — BEKLE Optimal horizon: 1 gün Predictability: %58 Opportunity Score: 56 Beklenen net hareket: +0.1% Regime: SIDEWAYS:NORMAL_VOLATILITY · güven %72 Walk-forward: 29/43 dönem maliyet sonrası pozitif. Opportunity sürücüleri: Beklenen net getiri, Predictability, Örnek yeterliliği. Sınıf: Güvenilmez. Ne operasyonel BUY ne production adaptive BUY mevcut. Opportunity 56 < 62; maliyet sonrası edge yetersiz. Yeterli istatistiksel avantaj yok; BEKLE bilinçli bir karardır. EMA9, EMA36'yı aşağı kesti (bearish crossover). BIST'te short değil; çıkış/BEKLE adayı. Bu sinyal bu seride 31 kez oluştu (filtrelenmiş örnek: 31). 10 bar sonra win rate 45%, medyan getiri -2.0%. Reliability 48 / OOS 50. Karar motoru OOS'a daha çok ağırlık verir. OOS'ta BASE'den sağlam duran filtre: SLOPE. In-sample getiri ile seçilmedi. EMA tek başına AL üretmez.
BEKLE, edge oluşana kadar geçerlidir. Predictability ≥ 80 tek başına AL üretmez.
Opportunity bileşenleri
- Predictability58 · w16
- Beklenen net getiri51 · w20
- Karar opportunity46 · w15
- Risk-ayarlı getiri24 · w13
- Regime confidence72 · w11
- Maliyet sonrası dayanıklılık67 · w9
- Örnek yeterliliği100 · w8
- EMA crossover (OOS)— · w8
EMA Crossover
- EMA9
- 344.31
- EMA36
- 356.02
- Son crossover
- CROSS BELOW · 30 bar
- Reliability
- 48 / OOS 50
- Win rate
- 45%
- Medyan 10-bar
- -2.0%
- Örnek
- 31
- Profit factor
- 0.47
- Rejim
- LOW_VOLATILITY · 100%
- MFE / MAE
- 5.6% / -5.9%
Neden? · ASELS
- EMA9, EMA36'yı aşağı kesti (bearish crossover). BIST'te short değil; çıkış/BEKLE adayı.
- Bu sinyal bu seride 31 kez oluştu (filtrelenmiş örnek: 31).
- 10 bar sonra win rate 45%, medyan getiri -2.0%.
- Reliability 48 / OOS 50. Karar motoru OOS'a daha çok ağırlık verir.
- OOS'ta BASE'den sağlam duran filtre: SLOPE. In-sample getiri ile seçilmedi.
- EMA tek başına AL üretmez.
Whipsaw filtreleri (OOS)
- BASEOOS 42 · n=36
- ADX20OOS 35 · n=12
- EMA200OOS 35 · n=16
- VOLUMEOOS 47 · n=23
- RSI50OOS 42 · n=36
- HTF_TRENDOOS 35 · n=16
- SLOPE · seçiliOOS 51 · n=31
- SEPARATIONOOS 35 · n=9
- ATROOS 43 · n=33
En sağlam yakın çift EMA12/26 (robustness 66). En yüksek in-sample getiri EMA50/200 — bu yüzden seçilmedi.
ASELS 1d EMA9/36 genel win rate 45%; rejim kırılımı kartın üstünde. Yatay / düşük örnek rejimler BEKLE’ye iter.
Adaptive Primary Signal
Challenger evidence only. This model is not active in the operational decision ensemble.
Confidence
51.5
current forecast
PPS
58.3
OOS reliability · 55.3–61.3
1D
BUY
conf 51.5 · PPS 58.3
p10–p90 -3.0% / 3.2%
3D
HOLD
conf 49.7 · PPS 53.4
p10–p90 0.0% / 0.0%
5D
STRONG SELL
conf 51.1 · PPS 53.3
p10–p90 -6.0% / 10.1%
Model details · folds, regime, factors and PPS history
Regime
SIDEWAYS · NORMAL_VOLATILITY
Leading 1D contributions
- maxDrawdown+0.053
- ret5+0.053
- volatilityRatio+0.040
- benchmarkRet20+0.028
- meanRevert+0.023
- logAverageVolume-0.023
Intraday patterns remain timing-only and carry zero model weight until their minimum session gate is met. Research and licensed member-flow are missing-weight factors, never fabricated inputs.
2026-08-14 → 2026-08-14
Walk-forward folds: 127 · 1D 43 / 3D 42 / 5D 42
Model trend: DECAYING · OOS sample 89
Version adaptive.2026.08.17T010726 · as of 2026-08-14
Purged nested walk-forward; validation-only decay/L2/threshold selection; untouched test folds; costs, benchmarks, block bootstrap and PPS sample shrinkage.
Operator Actions
Price
Observed daily OHLCV bars. Yahoo is an unofficial free feed and may be delayed or incomplete.
Yahoo Features
- sample: 120 closes
- ret5: 1.61%
- ret20: -4.44%
- mean-revert gap: 6.05%
- ann. vol: 42.7%
Predictability
54
Volatility
100
Liquidity
100
ret5, ret20, mean-reversion gap and annualized realized volatility; profile scores are market-risk heuristics.
Intraday Pattern · Open = 100
Latest session
358.5 · +4.29%
Same time · previous
+1.2%
5D / 20D median
0.43% / 0.31%
RVOL-T
1.69×
Time Activity Score
98 / 100
HIGH
- session: 2026-10-28
- same weekday: 0.49%
- deviation: 3.98 pp
- 5D mean: 0.43% · n=5
- 20D mean: 0.14% · n=20
- volume ratio: 1.69×
- volatility ratio: 1.94×
- complete history: 47
- same-weekday n: 7
- excluded incomplete: 2
Sync quality & outliers
- invalid bars: 0
- duplicate slots: 0
- price outliers: 0
- volume outliers: 0
- average quality: 77.4
- sync duration: 289 ms
Each session is normalized to open=100. Median is primary and dotted mean is auxiliary; incomplete/price-outlier sessions are excluded. RVOL-T compares cumulative volume with prior 20 complete sessions. Activity is not a direction forecast.
Market Risk
- total: 75.2
- volatility: 100
- drawdown: 67.5
- liquidity: 0
- sector: 100
- portfolio: 95
Realized volatility, peak-to-trough drawdown and volume-liquidity heuristics. Sector risk is a profile hint.
Latest Prediction
- model: LSTM
- p(up): 0.514
- E[r]: 0.03
- risk: 0.55
- conf: 0.657
- outcomes: Open
Model-name-specific feature weights; not trained XGBoost/LSTM/Transformer inference. Thin history may use deterministic fallback.
Latest Decision
quality 53.5 · risk 75.2 · fit 5
- consensus p(up): 0.542
- agreement: 75.7
- dispersion: 0.061
- calibrated conf: 0.61
- risk of wrong: 0.39
- data quality: 95.2
- 1d p10–p90: -0.02 → 0.057
- 5d p10–p90: 0.028 → 0.095
Bull: ASELS · (Aselsan) · Technology · Defense Electronics: tape regime strong-up (5d 3.7%, 20d 6.5%). Continuation works if realized vol stays extreme and drawdown holds near 20.2%. Lead model Ensemble (6 models) assigns p(up)=0.54; portfolio fit 5.0 with position not held.
Bear: ASELS: extreme vol (51.4%) and max drawdown 20.2% compress edge — false breakouts likely. Risk stack vol=100.0 · dd=67.5 · liq=0.0 · sector=100.0 → total 75.2.
Yahoo path features (n=90) · asOf=2026-10-28 · model=Ensemble (6 models) · p(up)=0.54 · regime=strong-up · vol=extreme · fit=5.0 · not held · sector=Technology · evidence=no verified research evidence
Invalidation: Invalidate if total market risk > 85.2, drawdown extends beyond 25.2%, or 5d return worsens by >3pp without 20d repair. Liquidity score > 25.0 also voids size-up.
Exit: 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).
StockModel-weighted same-as-of ensemble with calibration, agreement and data-quality gates. Empirical intervals are p10–p90 settled returns. Thesis and committee are templates, not live LLM agents.
Yahoo Market Activity Proxy
- flow: 1.27
- accum: 56.3
- distrib: 43.7
Market-activity proxy from volume × price × momentum. Not BIST member, BofA/MLB, custody or order-flow data.
Catalyst Timeline
- 2026-08-16 · DISCLOSUREunverified / excludedimportance 70
Replace with verified disclosure title
Replace with the source-faithful disclosure summary.
Official company-disclosure assumptions · KAP manual EOD
- 2026-06-30 · FINANCIALunverified / excludedimportance 65
ASELS TTM financial results
Yahoo quote-summary TTM proxy; not an official KAP financial statement
Earnings quality and balance-sheet trajectory · Yahoo Finance Fundamentals Proxy
Only explicitly verified catalyst records are attached to new theses and committee reasoning; unverified imports remain visible but excluded.
Recent Predictions
- LSTMp(up) 0.51 · Open
- Macro Modelp(up) 0.43 · Open
- Momentump(up) 0.64 · Open
- News Modelp(up) 0.52 · Open
- Transformerp(up) 0.51 · Open
Scenario Sensitivities
- Risk-Off Shockp 0.86 · eff -20%
- Inflation Reaccelerationp 0.56 · eff -3.9%
- Soft Landingp 0.25 · eff 2.1%
Heuristic scenario sensitivity; not a macro world model or counterfactual simulation.