Changelog

Scenario narratives now draw their numbers from a single evidence ledger, so each figure carries a link back to the market data, filing or historical episode it came from. Figures we can't verify are marked as such rather than quietly adjusted.

Scenarios centred on Bitcoin, Ethereum or the wider crypto market now pull live crypto prices and crypto-specific news alongside the usual macro context.

The scenario Intelligence tabs share one layout and one set of labels, units and colour meanings; selection states, tooltips and empty states now reach screen readers and keyboards properly.

Prediction-market probabilities and forecast ranges are now derived from the live order book and the full price ladder, giving steadier expected values and confidence cones across Kalshi and Polymarket.

Filing analysis reads real 10-K and 8-K structure far more reliably, removes duplicate material events, and attributes each item to the issuer that reported it.

Historical replays now cover the full set of risk factors for each episode, with clearer instrument labels, correctly scaled dollar values, and an honest count of what the knowledge base could and could not supply.

Sharing a scenario link again renders a rich preview card — scenario name, type, severity, and top shocks — in social and chat apps.

Routine security patches and dependency upgrades across the platform.

Numbers quoted in narratives are grounded more strictly against live market data, and shock calibration handles edge cases more consistently.

Generated scenarios again cite analogous historical episodes and knowledge-base context throughout their narratives and causal maps.

Fixed an issue where new scenario runs could hang at 0% before starting. Generation now runs on a dedicated background worker, so the app stays fast and responsive while scenarios build.

Strengthened safeguards.

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

Enforces credit ladder consistency and aggregation consistency.

The news engine now runs follow-up research.

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

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.

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.

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

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

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.

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

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.

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.

Routine security patches and dependency upgrades across the production stack.

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

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

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.

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.

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

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

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

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

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

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.