Feature
May 21, 2026Broader risk factor coverage
Expanded risk factor coverage to include international rates, emerging-market equity, additional commodities, FX, and sovereign bonds.
Changelog
The latest features, improvements, and fixes to the StressGen platform.
Improvement
May 21, 2026Expandable filing summaries
SEC filings on the scenario page now show the full detailed summary with a Show more / Show less toggle.
Improvement
May 21, 2026All prediction markets accessible
The Predictions tab now loads every attached market via infinite scroll, no longer capped at 30.
Improvement
May 21, 2026Hypothetical scenarios are ~40% faster
Hypothetical scenarios now generate roughly 40% faster end-to-end.
Feature
May 21, 2026Media Attention dashboard widget
A new dashboard card ranks six stress themes (recession, tariff, inflation, war, uncertainty, cybersecurity) by news-volume z-score versus the trailing 90 days.
Feature
May 21, 2026Market Data view for historical scenarios
Historical scenarios now include a per-factor Market Data view with sparklines, peak/trough readings, and distribution stats for each tracked asset.
Bug Fix
May 15, 2026Weekly branch-test fix waves
Shipped 30+ bug fixes from weekly branch-test verification cycles.
Improvement
May 15, 2026Broader market-data sources
Scenarios can now draw on more market-data sources across prediction markets, fundamentals, and macro indicators.
Feature
May 15, 2026Statistics view + regime-conditional correlations
The Statistics tab now shows regime-conditional correlations and surfaces copula family, primary driver, and theta on every secondary shock.
Feature
May 15, 2026Narrative-first scenarios + macro dashboard widgets
Scenarios now open with a causal narrative (trigger → transmission → end state). New macro widgets added to the dashboard.
Feature
May 15, 2026Scenario detail page UI/UX overhaul
Overhauled the scenario page — no more drawers taking the middle of the screen. New Intelligence tab displays extracted risk signals and insights.
Feature
May 15, 2026Subscription tiers replaced by per-scenario credits
Subscription tiers have been replaced with per-scenario credits.
Improvement
April 29, 2026Economist transparency on fallback shocks
When the economist falls back to copula-derived shocks, the `fallback_used` flag is now recorded on each shock proposal and surfaced in audit metadata. Removed a redundant `correlation_valid` field that duplicated the master `validation_passed` boolean.
Security
April 29, 2026Cryptography and data-engine library upgrades
Bumped cryptography 46→47 and pyarrow 23→24 (majors), plus polars 1.38→1.40 and yfinance 1.1→1.3 for upstream security patches and faster tabular processing.
Improvement
April 29, 2026Per-provider source attribution in retrieval diagnostics
Every context agent (macro, data, filings, prediction, web search) now reports which providers succeeded and which failed. Silent zero-result paths are now visible in audit output.
Improvement
April 29, 2026News pipeline survives slow feeds
RSS source is now formally recognized; the news context-agent floor was raised to 120s and partial sub-query results survive timeout. Per-feed failures are surfaced inline (e.g., "rss(2 failed)") instead of disappearing silently.
Bug Fix
April 29, 2026Causal Map tab is visible again
The Causal Map tab had been silently hidden after a schema rename. It now renders for every scenario that has transmission DAG data.
Bug Fix
April 29, 2026Historical scenarios now use correct start dates
Fixed an off-by-one in historical market data fetching that shifted start dates earlier than requested, distorting factor context, peak-to-trough metrics, rolling shocks, and historical time-series charts. All values now align with the scenario's actual start date.
Feature
April 28, 2026Causal transmission graphs per scenario
Every scenario now exposes a transmission DAG mapping how the initial shock propagates through risk factors. Known crises use expert-authored DAGs; novel scenarios get LLM-inferred ones.
Feature
April 28, 2026Latest News dashboard widget
A new dashboard card surfaces fresh headlines from 12 curated publishers across political, geopolitical, financial, and policy domains, refreshing every minute. News research in scenario runs is also broader thanks to the new RSS source.
Feature
April 28, 2026Recovery scenarios: stress-test the upside
Scenarios can now model recovery regimes — post-crash rebounds, post-election rallies, post-downgrade recoveries — with sign-agnostic shocks. The historical knowledge base gained 6 recovery narratives spanning 1987 to 2020.
Improvement
April 28, 2026Richer historical analog matching
Historical scenarios now dynamically retrieve the most relevant precedents per run from an expanded knowledge base, replacing a hardcoded list. The taxonomy gained 9 recovery archetypes and 2 new crisis archetypes (banking crisis, asset bubble).
Improvement
April 28, 2026Sharper agent context across the board
Filings agent now extracts per-filing risk factors from Item 1A; macro agent grounds historical comparisons with statistical anomaly detection; news agent surfaces its sub-query plan; data agent uses deterministic per-asset volatility regimes.
Bug Fix
April 23, 2026News timeouts, dashboard calendar, and 0-shock pipeline recovery
Bounded per-provider news timeouts prevent a slow data source from blocking runs; the economic calendar widget no longer errors on an invalid parameter; and the pipeline now recovers correctly when an intermediate LLM call returns 0 shocks.
Improvement
April 23, 2026Faster, more consistent agent pipeline
Agent prompts are now deduplicated via shared Jinja2 fragments, a redundant context-synthesis LLM call was removed, and Kalshi + Polymarket agents share a common prediction base class. Scenarios generate with fewer round-trips and more consistent framing.
Improvement
April 23, 2026Scenario context is now dynamically planned per run
A new context coordinator dispatches only the agents (news, macro, filings, prediction markets, etc.) most relevant to each scenario, with per-agent query hints. Result: sharper, less noisy context and better evidence selection on every run.
Feature
April 23, 2026Shock Judge validates shock magnitudes before quantification
A new LLM-as-judge step cross-checks proposed shocks against historical analogs, percentile anchors, and copula-implied bounds — producing a `judge_plan` with hard `[min, max]` constraints before the scenario reaches the quantitative layer. Surfaced in the API response and scenario detail UI.
Feature
April 23, 2026New dashboard widgets: correlation, rate expectations, watchlist & more
Ten new dashboard cards — Correlation Heatmap, Rate Expectations, News Sentiment, Scenario Timeline, Watchlist, Portfolio P&L, MOVE Volatility, Global Macro Calendar, Scenario Comparison, and Provider Health — give you a richer at-a-glance view of market and pipeline state. Each card includes an empty state, staleness indicator, and refresh timestamp.
Feature
April 7, 2026Parallel News Research
News agent now plans and executes multiple search queries in parallel, then aggregates results for faster and more comprehensive coverage.
Feature
April 7, 2026Split Prediction Market Analysis
Kalshi and Polymarket are now analyzed by dedicated agents with LLM-powered market interpretation, replacing the single prediction agent for more granular signals.
Bug Fix
April 2, 2026Improved Treasury Data Accuracy
US Treasury 2Y yield now correctly sources from FRED instead of Yahoo Finance futures.
Feature
April 2, 2026Advanced Correlation Analytics
Added EWMA correlation estimation, Ledoit-Wolf matrix shrinkage, and condition number monitoring for more robust risk factor dependency modeling.
Feature
April 2, 2026Financial Stress Indices Widget
New dashboard widget tracking NFCI, STLFSI4, and OFR FSI financial stress indices.
Improvement
April 2, 2026Enhanced Public Scenario Sharing
Users can now share any scenario to a public page.
Feature
April 2, 2026Provenance Tooltips for Narrative Metrics
Key metrics in historical narratives now show provenance tooltips revealing the exact data source and computation method behind each number.
Improvement
April 2, 2026Smarter Historical Crisis Narratives
When a crisis isn't in the knowledge base, an agentic research loop (news/web search) fills the gap automatically.
Feature
March 23, 2026Contact Form & Regulatory Calendar
New contact form page for reaching the StressGen team. Added a curated regulatory calendar with verified dates for upcoming Fed, ECB, and prudential deadlines. Crisis Chronicle drawer now surfaces historical narrative context.
Improvement
March 23, 2026Market Regime Detection & SEO Hardening
Fixed HMM regime detector to correctly identify market stress states in the dashboard. Improved site discoverability with SEO fixes across sitemap, metadata, and llms.txt. Dashboard widget preferences now persist correctly across sessions.
Feature
March 23, 2026Multi-Source News & Prediction Markets
Added GDELT and Finnhub as new news providers for broader market and geopolitical coverage. Prediction market data from Kalshi and Polymarket now injects price momentum signals into scenario generation with tighter relevance filtering.
Feature
March 22, 2026Portfolio Sensitivity & Stress Testing
- Portfolio snapshots with delta/gamma/vega exposures per risk factor - Stress test engine with unit-aware impact computation - Pivot table with drag-and-drop, heatmaps, and CSV export - Cross-run comparison with Shapley attribution - Snapshot audit trail for regulatory compliance
Improvement
March 22, 2026RBAC & Platform Polish
- Subscription tiers (Free, Professional, Enterprise) - Subdomain routing for app vs marketing site - Regime detection alerts and PDF viewer - SEO and logging hardening
Feature
March 22, 2026Geopolitical Intelligence Upgrade
- Geopolitical risk taxonomy with 15 risk types and calibration anchors - Causal transmission DAG engine for modeling shock propagation paths - Contagion correlation monitor with regime detection - Crisis matching against 14 historical episodes (GFC, COVID, etc.) - Per-shock provenance tracing for full audit trail
Improvement
March 10, 2026Simplified Roles & Subscription Tiers
Streamlined role-based access controls and introduced clearer subscription tiers throughout the platform.
Feature
March 10, 2026Dedicated FAQ Page
New dedicated FAQ page covering common questions about stress testing, scenarios, and platform usage.
Bug Fix
March 9, 2026Fixed chat and dashboard UI issues
Resolved chat message text overflowing in the expanded sidebar, fixed duplicate key warnings in the activity feed, and corrected earnings calendar date grouping and hover states.
Improvement
March 9, 2026CSV/Excel snapshot upload and portfolio audit trail
Upload portfolio exposures via CSV or Excel files with template validation and error reporting. Snapshot deletions now use soft delete for regulatory audit compliance, with full user attribution tracking.
Security
March 9, 2026Fixed PII sanitization in chat
Corrected a PII sanitization method call that could fail silently when generating chat titles, ensuring personal data is always scrubbed before reaching LLM providers.
Bug Fix
March 9, 2026Fixed production stability issues
Fixed a slowapi header injection bug causing intermittent 500 errors, and resolved Redis connection pool cascade failures that could take down database connections during high load.
Feature
March 5, 2026Stress Test Impact Analysis
Run stress tests against portfolio snapshots to compute P&L impacts across risk factors — with waterfall charts, factor attribution breakdowns, and cross-run comparisons.
Feature
March 5, 2026Interactive Pivot Tables
Explore stress test results with drag-and-drop pivot tables featuring collapsible rows, inline bar charts, heatmaps, sorting, and a hide-empty-rows toggle.
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