Changelog

The disclosure block on public pages now uses larger type and labeled sections (informational purposes only, trading risk, and, where relevant, hypothetical and backtested results) instead of fine print. The wording itself did not change.

Filters and form menus, including alerts, trade history charts, billing, deliveries, the marketplace, the backtester, and the feedback form, now use the same accessible, themed dropdown as Settings, and open menus stay within the visible screen.

Filter reported trade history by period, symbol, and outcome, page through older records, and click or use the arrow keys to open a single trade. The outcome and daily charts follow the same filters, and source caveats stay visible.

Each workspace header now shows your plan and its state (active, trialing with days left, payment failed, or free) with a link to billing, and the pricing page marks your current plan. This release also fixed a lookup that could treat some paying and trialing accounts as free in Discord commands and API key generation.

Plan prices now come from one canonical table. The in-app assistant could previously quote plan names and prices that do not exist; it now reads the same table as checkout, and so do our emails and docs. No prices or plans changed.

New guides cover topics such as agentic trading, AI stock-analysis workflows, 0DTE options, micro futures, TradingView webhooks, broker API bots, spotting trading-bot scams, and algorithmic versus AI trading. Existing articles were refreshed too: legacy $25,000 PDT references now reflect the rule's elimination on June 4, 2026, unsourced market-size figures were softened, and truncated page titles were fixed.

Watchlist rows, the Overview's since-your-last-visit catch-up, and signal emails now open the exact latest signal instead of a generic list.

The Signals overview now brings back signals you saved or marked for paper tracking, alongside each signal's recorded outcome so far. Nothing in this workflow places a trade.

A new /trial page previews the subscriber dashboard with clearly labeled illustrative data and states the terms before checkout: a payment method is required, and canceling before day 7 avoids the first charge.

Backtest results now show what a run documents and what still needs review (inputs and test window, a baseline comparison, sample size, modeled trading costs, drawdown, an overfitting check, and disclosures) before you record a paper observation plan. A complete checklist is not an approval to trade.

Sort the watchlist by latest recorded signal, number of signals, largest recorded price move, or A to Z. It is an ordering aid only, not a signal, alert, forecast, or recommendation.

Added a keyboard skip-to-content link, labeled the newsletter and feedback forms, and gave the chat assistant's buttons and message field proper labels for screen readers.

Ask the web chat or the Discord bot what bullish, an entry zone, a momentum alert, an exit alert, or a pairs trade means, or why Free signals arrive about 15 minutes late, and it answers in plain language, even during an AI-provider outage. The answers are educational, not instructions to trade.

The Market tab of the Signals dashboard now lists price moves of 30% or more across the active US-equity universe, with ticker and severity filters and a reminder to check for a corporate action, data issue, or catalyst before acting on a move.

Agent alerts in Discord now lead with the takeaway, show key figures as labeled lines, and drop text that repeated the title. We also fixed an alert that showed its before-and-after comparison backwards.

The public status page no longer shows some percentages 100 times too large, and a single failed health check no longer marks a service as down; checks now retry before reporting a disruption.

The Strategy Builder's backtest preview now runs the public backtester on the closest built-in strategy and shows a small equity curve, replacing the placeholder figures it showed before.

The watchlist checks tickers as you type, keeps a rejected symbol in the field so you can correct it, and suggests the likely ticker for a typo. AI analysis in the signals table now renders as formatted text instead of raw markdown.

The Signals overview showed platform-wide signal statistics in a way that could read as your personal results. Those figures are now labeled Platform, and navigation links that were cut off on desktop now wrap into view.

The trading dashboard could stall on its loading screen when feature flags failed to load, so we retired the experimental v2 dashboards. The trading and predictions dashboards now load their established layouts directly.

A methodology page at /ai-limitations/methodology documents what our AI cannot do, with dated sources: out-of-sample directional accuracy tests, confidence filters that did not hold up out of sample, null backtest results, how we contain language-model lookahead bias, and strategies we retired on the evidence.

Studio is a planned way to run your own strategy rules with your own LLM keys on Tradewink's infrastructure, including key custody, risk controls, sizing, and watchdogs. It is in development with no public date, and it will be paper trading only.

Six new Learn articles on Kalshi prediction markets, covering bots and automation, the API, strategies, and arbitrage, plus five glossary terms (including event contract, favorite-longshot bias, and Brier score) and a Kalshi vs. Polymarket comparison.

Strategy equity curves now include a dashed buy-and-hold line over the same dates, so you can see whether a strategy did better or worse than simply holding the ticker.

An exit alert refers to an earlier entry signal, so email, webhook, and Discord DM delivery now sends it only to members who received that entry. A daily cap on advisory alerts keeps them from crowding out new entry signals.

If your Discord privacy settings block direct messages, onboarding now explains how to allow them and start again, instead of pointing you to DMs that never arrive.

Learn guides, glossary terms, and comparison pages now reflect that the federal Pattern Day Trader designation and $25,000 minimum were eliminated effective June 4, 2026, although brokers may keep PDT-style tracking during a transition through October 2027. Tradewink keeps a configurable internal day-trade guard as a conservative safeguard, not as a legal requirement.

Press Cmd-K on Mac or Ctrl-K on Windows to search every page on the site and jump straight to it.

New accounts choose what they want to do first, then get a short guided tour and a getting-started checklist that ticks off steps as you complete them. Progress is saved to your account, so it follows you between devices.

The Strategy Builder now has its own tab in the signed-in Signals dashboard. Old /tools/strategy-builder links still work: signed-in visitors go straight to the builder, and everyone else is asked to sign in first.

Backtests now charge a bid-ask half-spread on every fill and raise modeled costs during volatile stretches, instead of filling at the bar price with a single flat slippage estimate, so results are less optimistic than before.

A dismissible dashboard banner now counts down the days left in a free trial, and you get an email if a subscription payment fails so you can update your payment method.

A weekday after-the-close digest for newsletter subscribers with index closes, a sector heatmap, an AI-written recap, tomorrow's calendar, and new articles. You can turn it off under newsletter preferences.

Pages that show P&L, risk scores, or hypothetical results, including Portfolio X-Ray, trader profiles, trade replays, and the Signals dashboard, now carry the standard risk disclosure, and an automated check keeps new pages from shipping without it.

Signing in now takes you directly to your dashboard instead of a product chooser. We also removed the unreleased Pipeline Studio preview.

Removed the achievement pop-ups and the nine-step spotlight tour that appeared when the trading dashboard first loaded.

The community hub, including the forum, trade ideas, challenges, and journals, was removed on April 11.

Corrected Webull order types and buying-power reporting, moomoo cash balances, and SnapTrade sell-to-close orders along with partially filled and failed order statuses.

Every Learn article now includes an FAQ section, and glossary terms link to related guides and strategies.

If part of the trading, predictions, or Signals dashboard fails to load, you now see an error message with a reload option instead of a blank screen.

A full audit of every code path that touches prices — from quote ingestion to Discord embeds to strategy creation — now guards against NaN, Inf, and negative prices. Prevents hallucinated AI prices from propagating into trades.

Interactive Brokers positions are now reconciled after reconnection events, and missed-fill recovery runs as part of the pre-scan pipeline to catch fills that arrived while the connection was down.

Added LightGBM as an ML model option alongside the existing pipeline, with feature screening, rolling z-score normalization, and walk-forward validation to reduce overfitting.

Vol-regime-aware thresholds, momentum deceleration detection, kurtosis and VoV filters, strategy-aware dead zones, ATR expansion filter, and session range gating make mean reversion far more selective about entries.

New decay exit detects momentum exhaustion, ATR expansion filter blocks entries during volatility spikes, momentum acceleration confirmation, and single-timeframe mode for faster scanning.

Research scanning now covers 10 Reddit subreddits plus web forums including Hacker News, Quant Stack Exchange, and Elite Trader — with a new reddit-learn skill to extract actionable codebase improvements from community posts.

A running balance tracker now estimates margin requirements before each trade, preventing over-allocation when multiple positions are opened in rapid succession.

The system now automatically generates new strategy configurations from patterns found in winning trades, feeding successful trade characteristics back into the screener.

Replaced MATIC/USD with POL/USD across Coinbase, IBKR, and CryptoQuant adapters following the Polygon network rebrand, with CoinGecko historical data fallback.

Opening Range Breakout now uses EMA-slope filters, a minimum range gate, and momentum-scaled Chandelier trailing stops for better entry quality and tighter exits.

All exit reasons are now stored as structured codes (target_hit, stop_loss, time_decay, regime_shift, etc.) instead of free-text strings, enabling proper analytics and filtering.

Batch prefetching in scan and monitor loops, adaptive backoff, and a semaphore-based thundering herd guard cut CoinGecko 429 errors by over 80%.

A systematic investigation into WR decline identified and fixed three signal-quality bugs — conviction gap zone, stale screener thresholds, and journal dedup race conditions.

Added product analytics instrumentation to the chatbot widget and pipeline builder UI for usage tracking and funnel analysis.

A conviction gate, an early breakeven floor, and an RSI-based momentum gate are designed to reduce time-decay exits (positions closed for lack of movement).

Trailing stops are now capped at min(3x ATR, 4%) to prevent runaway risk on volatile tickers, with a breakeven floor that activates when MFE reaches 2%.

Portfolio positions now track an updated_at timestamp, and orphaned positions that haven't been refreshed are automatically force-closed instead of accumulating indefinitely.

The AI model router no longer opens circuit breakers on 502/504/timeout errors (which are transient), and blank_response_counts reset on success to prevent premature soft-bans of healthy providers.

The predictions agent now uses Tavily for deep web research when evaluating markets, with DuckDuckGo as a fallback. Richer context leads to better-calibrated probability estimates.

Replaced the internal `is_active` concept with an explicit `enabled` flag for broker connections. Stock-only brokers are now filtered from crypto and futures trading automatically.

Added a twikit-based Twitter client for monitoring market-moving tweets and sentiment signals. The agent can now factor in real-time social chatter alongside traditional data sources.

Predictions and user settings panels now require an explicit Save button press rather than auto-saving on every change, preventing accidental configuration updates.

Added a `/llm-rankings` endpoint backed by live API data rather than static rankings, giving an up-to-date leaderboard of model performance across tiers.

Integrated Resend webhook handlers to track email delivery status (sent, opened, bounced) and feed that data back into notification reliability monitoring.

Updated to compliance agreement v3.0 with seven new SEC/FINRA disclaimer clauses and an electronic signature requirement during onboarding.

Enabled PostHog's cookieless mode to improve privacy for users who opt out of tracking, removing third-party cookie dependencies from the analytics pipeline.

Every change to broker keys, user settings, and compliance agreements is now written to an immutable audit log with timestamp, user ID, and diff — meeting financial compliance requirements.

Changed compliance enforcement from fail-open to fail-closed: if the compliance check errors out, trading is blocked rather than permitted. Safer default for regulated environments.

Your subscription tier is now shown during AI conversations, giving the model context about your available features and model access.

Improved position reconciliation across multiple connected brokers for more accurate portfolio views.

Reduced minimum liquidity thresholds for predictions, allowing more markets to be analyzed and scored.

Updated the AI models available on the free tier to provide better quality analysis out of the box.

Added detailed architecture documentation to the web UI explaining how the trade loop works internally.

Upgraded from Gemini Flash-Lite 1.5 to 2.0 across all services for faster inference and improved analysis quality.

New profile dropdown in the navigation for quick access to account settings and dashboard.

AI engine caching now uses time-based keys to prevent stale analysis from persisting across market sessions.

Upgraded to Gemini 3.1 Flash-Lite with reordered AI provider priority for optimal cost-performance balance.

AI model routing now supports per-provider tier overrides, allowing fine-grained control over which models serve each subscription tier.

New marketing service capabilities for analyzing SEO performance and discovering content opportunities.

Added position size calculator, risk/reward calculator, and options profit calculator to the web tools section.

Programmatic SEO pages comparing supported brokers with dynamic routes, RSS feed, and sitemap integration.

Crypto and futures trades now track detailed exit reasons (target hit, stop loss, regime shift, EOD flatten) for post-trade analytics.

Crypto screening now fetches data in parallel, cutting scan cycle time significantly.

Futures trades now automatically submit initial protective stop orders on entry, with correct limit price sign handling for Alpaca and Schwab.

Prediction agent now respects per-user settings, allowing individual customization of prediction parameters.

AI conviction scoring now processes candidates in batches, reducing latency and token usage per scan cycle.

Refactored 40+ conversation action handlers from a 400-line if/elif chain into a clean registry pattern for better maintainability.

New daily loss recovery system that automatically adjusts position sizing and risk parameters after significant drawdowns.

Dynamic exit engine now scales trailing stop distances based on real-time volatility, tightening in calm markets and widening in volatile ones.

Futures trading now re-resolves broker connections at execution time, rejecting inactive broker records to prevent failed orders.

Crypto data providers now use task-local context managers for broker scoping, preventing data leaks between concurrent user sessions.

Options strategies, legs, and journal entries now persist their broker association for accurate tracking across sessions.

Added granular user preference mappings for 50+ alert types, giving users fine-grained control over which notifications they receive.

New interactive product tour that launches after onboarding, with the ability to reset and replay it from settings.

Switched prediction market discovery to event-based fetching to avoid parlay floods, with improved volume/liquidity filtering.