Somatic markers have been evidenced as determinant factors in human behavior. In particular, the concepts of somatic reward and punishment have been related to the decision-making process; both reward and somatic punishment represent bodily states with positive or negative sensations, respectively. In this research work, we have designed a mechanism to generate artificial somatic punishments in an autonomous system. An autonomous system is understood as a system capable of performing autonomous behavior and decision making. We incorporated this mechanism within a decision model oriented to support decision making on stock markets. Our model focuses on using artificial somatic punishments as a tool to guide the decisions of an autonomous system. To validate our proposal, we defined an experimental scenario using official data from Standard & Poor’s 500 and the Dow Jones index, in which we evaluated the decisions made by the autonomous system based on artificial somatic punishments in a general investment process using 10,000 independent iterations. In the investment process, the autonomous system applied an active investment strategy combined with an artificial somatic index. The results show that this autonomous system presented a higher level of investment decision effectiveness, understood as the achievement of greater wealth over time, as measured by profitability, utility, and Sharpe Ratio indicators, relative to an industry benchmark.