What we've shipped.

Signals list now paginates server-side (25 / 50 / 100 / 200 per page) with first / prev / next / last controls and a total count next to the title, instead of being capped at the latest 100 rows.

The Trades page now shows when the next scheduled portfolio pass will run (Asia / EU / US session) in your local time, with a live countdown.

Closes are only valid for thesis negation, direction flip, or locking profit on a deteriorating winner — rotations are blocked while the book isn't full, and stale-but-not-negated losers are no longer realised.

Reinforcing news on an existing position now increases its target weight (pyramiding) instead of opening a duplicate slot.

Consolidated max positions into a single setting (portfolio_max_positions); the duplicate max_open_positions key has been retired.

Added a Files tab in-app to read the live backlog, roadmap and plan documents without leaving the dashboard.

The portfolio AI now returns an explicit hold / trim / close verdict + reason for every currently open ticker, instead of implicitly closing anything not in the new target book.

Verdicts are persisted on the brief and surfaced on the Briefs page, and a new 'Last portfolio cycle' panel on the Jobs page summarises trigger, inputs, opens, closes, holds and errors.

Polygon (Massive plan) and TwitterAPI.io keys wired back in as optional enrichment sources for signals and event context.

Three daily sessions (Asia / EU / US opens) plus intraday reactions on breaking single-ticker news, multi-headline clusters and imminent scheduled events.

Opposing signals on the same ticker are blocked; the loop picks by earliest date then highest confidence among unprocessed items.

Firecrawl is used to enrich truncated or short summaries before scoring.

Demo and live eToro Retail API credentials supported side by side. Mode is stamped on every signal, trade and brief, with a hard guard against opening live trades without an explicit toggle.

Each rebalancing cycle produces a market brief (window, inputs, AI raw response, target book, close list, narrative) and a portfolio_pass_run + per-action records, so every order has a traceable parent decision.

Replay any agent configuration over historical events with full per-trade and aggregate P&L, drawdown during hold, and a frozen config snapshot per run.

For events with a known type (earnings, FDA, M&A, macro), we match analogous prior occurrences and compute win rate, average return, drawdown, optimal entry-days-before and exit-days-after.

Role-based access via a dedicated user_roles table (admin / operator) and an access-requests review queue. First user is auto-promoted to admin; subsequent users land pending until approved.

Alerts table + dashboard for API failures, risk-gate trips and lifecycle anomalies, with acknowledge flow.

Finnhub news + events ingestion every 15 minutes, Gemini-powered signal scoring through Lovable AI Gateway, eToro instrument cache, and the core schema (news_items, events, signals, trades, portfolios, agent_config).