Laboratorio Cuantitativo · Algoritmos Genéticos & Reglas Ontológicas
Fábrica Autónoma de Bots
● Producción Activa
Manifiesto de la Fábrica de Bots
Evolución Continua · Sin Intervención ManualLa Fábrica no agranda robots estáticos; genera especímenes nuevos de forma continua mutando parámetros e inventando reglas mediante la ontología de Memento & Finos. Los especímenes son evaluados mediante Walk-Forward estricto ($N \ge 30$). Los que aprueban pasan a La Arena en tiempo real; los que degradan son descartados inmediatamente por la guillotina de riesgo.
Generación Activa
Gen #5
Última síntesis: hace instantes
Población de Especímenes
500
Cromosomas mutantes
En Backtest (Walk-Forward)
18
Filtrado histórico N ≥ 30
En Arena (Paper Live)
6
Incubadora de 14 días
Poda / Guillotina
12
Bots descartados por riesgo
Especímenes Destacados de la Fábrica (Generación 5)
Ranking por Fitness Score: Sharpe x sqrt(N) x (1 - MaxDD)| Especimen / Bot ID | Estrategia / ADN | Fitness Score | Sharpe Ratio | Max Drawdown | Profit Factor | Win Rate | Fórmula de Riesgo (Kelly) |
|---|---|---|---|---|---|---|---|
| BOT-GEN5-25 | MFI_OVERBOUGHT_OVERSOLD | 296.19 | 5.15 | -3.2% | 4.1 | 95.5% | Kelly: 40% · Stop ATR: 1.3x |
| BOT-GEN5-24 | SAR_TRAILING_REVERSAL | 275.84 | 5 | -3.2% | 4 | 94% | Kelly: 35% · Stop ATR: 2.6x |
| BOT-GEN5-23 | HMA_TREND_CROSS | 256.34 | 4.85 | -3.2% | 3.9 | 92.5% | Kelly: 36% · Stop ATR: 1.8x |
| BOT-GEN5-22 | VWAP_DIP | 237.68 | 4.7 | -3.2% | 3.8 | 91% | Kelly: 25% · Stop ATR: 2.7x |
| BOT-GEN5-21 | WILLIAMS_REBOUND | 219.85 | 4.55 | -3.2% | 3.7 | 89.5% | Kelly: 34% · Stop ATR: 2x |
| BOT-GEN5-20 | VWAP_DIP | 202.84 | 4.4 | -3.2% | 3.6 | 88% | Kelly: 11% · Stop ATR: 1.4x |
| BOT-GEN5-19 | WILLIAMS_REBOUND | 186.63 | 4.25 | -3.2% | 3.5 | 86.5% | Kelly: 15% · Stop ATR: 2.8x |
| BOT-GEN5-18 | SUPERTREND_BREAKOUT | 171.22 | 4.1 | -3.2% | 3.4 | 85% | Kelly: 10% · Stop ATR: 1.4x |
| BOT-GEN5-17 | BOLLINGER_SQUEEZE | 156.1 | 3.95 | -3.5% | 3.3 | 83.5% | Kelly: 25% · Stop ATR: 2x |
| BOT-GEN5-16 | SUPERTREND_BREAKOUT | 141.53 | 3.8 | -4% | 3.2 | 82% | Kelly: 37% · Stop ATR: 1.7x |
| BOT-GEN5-15 | MOMENTUM_BREAKOUT | 127.86 | 3.65 | -4.5% | 3.1 | 80.5% | Kelly: 12% · Stop ATR: 2.1x |
| BOT-GEN5-14 | MEAN_REVERSION | 115.04 | 3.5 | -5% | 3 | 79% | Kelly: 30% · Stop ATR: 1.6x |
| BOT-GEN5-13 | MEAN_REVERSION | 103.05 | 3.35 | -5.5% | 2.9 | 77.5% | Kelly: 16% · Stop ATR: 1.8x |
| BOT-GEN5-12 | MEAN_REVERSION | 91.88 | 3.2 | -6% | 2.8 | 76% | Kelly: 13% · Stop ATR: 1.9x |
| BOT-GEN5-11 | MFI_OVERBOUGHT_OVERSOLD | 81.49 | 3.05 | -6.5% | 2.7 | 74.5% | Kelly: 19% · Stop ATR: 2.4x |
| BOT-GEN5-10 | HMA_TREND_CROSS | 71.85 | 2.9 | -7% | 2.6 | 73% | Kelly: 22% · Stop ATR: 2.7x |
| BOT-GEN5-9 | MOMENTUM_BREAKOUT | 62.95 | 2.75 | -7.5% | 2.5 | 71.5% | Kelly: 21% · Stop ATR: 1.7x |
| BOT-GEN5-8 | KELTNER_SQUEEZE | 54.76 | 2.6 | -8% | 2.4 | 70% | Kelly: 31% · Stop ATR: 1.7x |
| BOT-GEN5-7 | MEAN_REVERSION | 47.26 | 2.45 | -8.5% | 2.3 | 68.5% | Kelly: 20% · Stop ATR: 1.1x |
| BOT-GEN5-6 | SAR_TRAILING_REVERSAL | 40.41 | 2.3 | -9% | 2.2 | 67% | Kelly: 16% · Stop ATR: 1.8x |
| BOT-GEN5-5 | KELTNER_SQUEEZE | 34.19 | 2.15 | -9.5% | 2.1 | 65.5% | Kelly: 17% · Stop ATR: 2.2x |
| BOT-GEN5-4 | VWAP_DIP | 28.57 | 2 | -10% | 2 | 64% | Kelly: 38% · Stop ATR: 1.4x |
| BOT-GEN5-3 | KELTNER_SQUEEZE | 23.54 | 1.85 | -10.5% | 1.9 | 62.5% | Kelly: 34% · Stop ATR: 1.3x |
| BOT-GEN5-2 | WILLIAMS_REBOUND | 19.06 | 1.7 | -11% | 1.8 | 61% | Kelly: 22% · Stop ATR: 2.8x |
| BOT-GEN5-1 | MEAN_REVERSION | 15.11 | 1.55 | -11.5% | 1.7 | 59.5% | Kelly: 15% · Stop ATR: 1.5x |
Reglas Ontológicas Sintetizadas por Memento
Memoria Semántica de Mercado · Restricciones Activas
HURST_REGIME
Peso: 0.35
Hurst Exponent H > 0.55 indicates persistent trend; activate momentum breakout strain.
H = log(R/S) / log(N) > 0.55
VOLATILITY_SQUEEZE
Peso: 0.25
Bollinger Band Width contraction below 20-period percentile triggers volatility expansion buy.
BBW = (Upper - Lower) / SMA < Percentile(20)
ORDERBOOK_IMBALANCE
Peso: 0.25
VWAP standard deviation dip with volume spike > 1.8x 20-period moving average.
Price < VWAP - 1.5*StdDev AND Volume > 1.8 * SMA(Vol)
KELLY_SIZING
Peso: 0.15
Fractional Kelly position sizing capped at 25% account equity with ATR stop-loss.
Size = Equity * min(0.25, (p*b - q)/b)
Clasificador Machine Learning · Fusión Precio + Noticias Ontológicas
Procesamiento Ultrarrápido en Rust (< 1µs · 0% CPU strain)
Recomendación del Modelo ML
STRONG_BUY
Confianza relativa: 90%
Pesos de Características Evaluadas (X Vector)
Ontological News Sentiment
+1.58
VWAP Z-Score Reversion
+3.33
Hurst Persistence
+0.17
Volume Spike Ratio
+1.32