What we shipped.

Sunday Weekly Debrief — automated draft generator

New script reads system_brain.json + live-trades data and generates a ready-to-send newsletter draft every Sunday at 10:45 UTC. Includes weekly P&L, win-rate, best/worst setup, next week's strategy, and v8.1 layer status.

Public launch — tradynx.com live

Full marketing stack shipped in a single day:

• Landing page on Cloudflare Pages, SSL via Cloudflare
• Imprint, Privacy, About, Risk pages (DDG + DSGVO compliant)
• MailerLite Waitlist embedded + branded confirmation + welcome automation
• DKIM + SPF + Domain-verification configured
• Twitter @tradynx_ active, launch announcement posted

v8.1 — Self-Learning Stack (8 new validation layers)

Massive optimizer rebuild. Eight independent validation layers now stack:

• K-Fold Cross-Validation — anti-overfit across random week-blocks
• Adversarial Perturbation Testing — anti-fragility check on top picks
• CUSUM Decay Detection — auto-pause setups that drift below backtest WR
• Hidden Markov Switching — per-setup ON/OFF state inference
• Bayesian Confidence — Beta-Binomial conjugate updates trade-by-trade
• Adaptive Time-Decay — learning rate matches regime stability (10–60d halflife)
• Genetic Algorithm Discovery — evolves new setup combinations
• Apriori Feature Mining — finds hidden feature conjunctions

Anti-overtrading rules — universal across all setups

Three new universal guards baked into both optimizer and live trade agent:

• 15-min opening cooldown — no trades in first 15 min after session open
• 15-min minimum gap between trades on the same session
• Pattern-size filter — reject FVGs under 2 points (noise) and over 40 points (news gaps)

v8.0 — Per-setup profiles + Bayesian confidence

Optimizer no longer treats all 26 setups equally. Each setup gets its own parameter grid (RR / SL / ATR-cap / filter pool) tuned to its characteristics. Bayesian Beta-Binomial layer initialized with priors from backtest, updates per live trade. Kelly-fractional risk sizing per setup added.

Real-data Multi-Timeframe confluence (15m + 1h)

Replaced EMA-approximations on 5m bars with actual 15m and 1h data via yfinance. New htf_mtf_bull filter requires both higher timeframes to agree before signaling. Improves regime detection accuracy.

News-window + drawdown-guardian inside backtest

Backtest now applies the same news-pause (−10 / +20 min around NFP & CPI) and drawdown limits ($2k daily / $3k trailing) as the live trade agent. Eliminates a major train-vs-live performance gap.

v7.5 — Setup library expansion (+10 setups, +8 filters)

Added Hammer, Doji-Reversal, Tweezer, Three-Bar Reversal, EMA-Cross, MACD-Cross, Stochastic Reversal, Bollinger Squeeze, Donchian-Break. New 3-way confluence filters combining HTF + VWAP + Volume + ADX.

v7.2 — Out-of-Sample Holdout + Regime-Aware Selection

Last 14 days of every backtest now reserved as pure out-of-sample validation — never seen by the optimizer. Plus per-regime setup selection: low / normal / high volatility get their own primary pick.

Live execution via TradersPost webhook

Trade agent now fires signals via TradersPost webhook directly into MFFU Pro 100K account on Tradovate. Bracket orders with stop-loss and take-profit hit the broker in under 2 seconds.