Changelog

Enforces credit ladder consistency and aggregation consistency.

The news engine now runs follow-up research.

Modeled shock magnitudes are now scaled to each scenario's time horizon.

Strengthened safeguards.

A range of bug fixes and stability improvements across the platform.

The Fed's own economic forecasts (Summary of Economic Projections) and dot plot are now on the dashboard, shown side-by-side with what markets are pricing in.

A new dashboard tile tracks demand at recent Treasury auctions, including bid-to-cover ratios and indirect-bidder share across maturities.

Routine security patches and dependency upgrades across the platform.

Filing analysis now follows earnings-release exhibits in 8-K reports and captures the full risk-factor section of annual reports for more complete coverage.

The conversational assistant can now pull SEC filings, Fed projections, prediction markets, and reference knowledge directly into its answers.

Scenarios and the dashboard now show the unemployment and inflation trajectories implied by live prediction markets.

Every scenario now carries a calibrated confidence score, so you can see at a glance how well-supported its projections are.

Stability improvements and bug fixes across scenario generation, the dashboard, and the Intelligence views.

Market data loads more reliably across the dashboard and scenarios thanks to smarter caching of upstream sources.

Unified severity indicators, redesigned data tables, a clearer causal-map header, and timeframe-aware calendars across the scenario Intelligence view.

The macro dashboard opens on a compact Overview tab with a richer Rates view for faster reading of the market backdrop.

Strike-ladder prediction markets now display a per-event expected value and directional probabilities, with signal reliability weighted by market liquidity. Adds a new private-credit reference page to the knowledge base.

Reference assets now show 90-day sparklines with labeled 1D/1W/1M performance windows. Macro indicators display native-cadence sparklines.

Routine security patches and dependency upgrades across the production stack.

Stability improvements across the scenario generation pipeline, intelligence views, and dashboard components.

New dashboard widget showing the probability of entering a stress regime over the next 21 days, conditioned on current macro covariates using time-varying transition probabilities.

Automatically generates stress scenarios and notifies subscribers when market conditions cross configurable thresholds. Each alert includes an LLM-written cause analysis and a public share link.

Intelligence views now include filterable tables for signals and contested claims, making it easier to drill into the evidence behind a scenario.

Repaired dashboard widgets (media attention, earnings, commodity sparkline), resolved news-pipeline timeouts, and hardened data providers against rate-limit cascades and empty-result caching for more reliable scenario runs.

Scenario intelligence now pulls more relevant insights from SEC filings, with sharper relevance ranking and broader historical coverage.

Long-running scenario pipelines no longer block fast endpoints — they execute on a separate worker process.

Scenarios that finish with empty or degraded output are persisted as failed instead of completed.

Secondary-shock correlations are now calibrated per regime using empirical Kendall's tau, with copula parameters surfaced in the copula table.

Expanded risk factor coverage to include international rates, emerging-market equity, additional commodities, FX, and sovereign bonds.

SEC filings on the scenario page now show the full detailed summary with a Show more / Show less toggle.

The Predictions tab now loads every attached market via infinite scroll, no longer capped at 30.

Hypothetical scenarios now generate roughly 40% faster end-to-end.

A new dashboard card ranks six stress themes (recession, tariff, inflation, war, uncertainty, cybersecurity) by news-volume z-score versus the trailing 90 days.

Historical scenarios now include a per-factor Market Data view with sparklines, peak/trough readings, and distribution stats for each tracked asset.

Shipped 30+ bug fixes from weekly branch-test verification cycles.

Scenarios can now draw on more market-data sources across prediction markets, fundamentals, and macro indicators.

The Statistics tab now shows regime-conditional correlations and surfaces copula family, primary driver, and theta on every secondary shock.

Scenarios now open with a causal narrative (trigger → transmission → end state). New macro widgets added to the dashboard.

Overhauled the scenario page — no more drawers taking the middle of the screen. New Intelligence tab displays extracted risk signals and insights.

Subscription tiers have been replaced with per-scenario credits.

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.

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.

The Causal Map tab had been silently hidden after a schema rename. It now renders for every scenario that has transmission DAG data.

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.

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.

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.

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.

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.

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.

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).