Notable updates to the Convex macro intelligence platform: new features, data expansions, proprietary indicators, and editorial policy changes.
Latest update:
Published the fourth methodology paper in the proprietary indices series: the Convex Narrative Velocity Index. Three-channel composite of term-frequency acceleration, sentiment-divergence convergence, and source-primacy authority across 46 editorially diverse RSS feeds. Parity with the existing CVRP, CNLI, and CRAI papers; cross-linked from the methodology hub, the press page academics section, and each sibling paper footer.
Added machine-readable first-sentence claim wrappers with data-fact attributes and Schema.org Observation microdata on /today and /metrics pages, so AI search engines can lift current readings with full provenance. New /api/public/cite/{ticker} endpoint returns pre-formatted APA, Chicago, MLA, and BibTeX citations; a one-click Cite button ships on every fact surface. Hardened robots.txt against competitive scrapers, expanded Organization schema on the author page, enriched /llms-full.txt with live readings for every today-query, and added a "For Academics" section to /press linking the four composite-indicator methodology papers.
Launched 15 country-vs-country macro comparisons covering trans-Atlantic, trans-Pacific, intra-European, Asia Pacific, and Latin America pairs, each with a stable structural narrative and a refreshable divergence read. Country profiles gained per-country forecast cards, scheduled-release calendars, lateral "compare to" navigation, and explicit data-freshness provenance.
Launched per-sector dashboards for all SPDR Select ETFs plus regional banks, a weekly events calendar at /events/this-week, and a changelog page. Expanded the MCP tool surface from six to ten tools and enriched the LLM-facing knowledge surface with structured data per sector, country, and historical event.
Shipped 40+ country profiles, today-landing pages for top-searched indicators, glossary consolidation to differentiated parent terms, and FAQ schema across comparisons, forecasts, scenarios, and indicator pages.
Reinstated incremental static regeneration, canonical URLs, og-images, and JSON-LD on every public template; rebuilt the sitemap as a seven-segment index covering all indexable routes.
Published @convextrade/mcp-server, a Model Context Protocol server that lets Claude, ChatGPT, and other AI agents query the Convex data estate directly. Covers glossary, metrics, comparisons, scenarios, and the latest published analysis.
Expanded the cross-asset comparison registry to 500+ pairs and the scenario registry with 90 new what-happens-when pages covering macro, credit, crypto, and equity-specific conditions. Each comparison now ships with a live correlation view and related pairs.
Metric pages now render FAQ schema populated with the latest reading, providing direct answers to "what is [metric] today" queries in search engine snippets and AI summaries.
Enforced project-wide style rule: no em dashes in generated or human-edited article content. Comma and semicolon alternatives substituted across the article, brief, scenario, and glossary corpus.
Launched the Deep Stories pipeline with ingestion from central banks, earnings releases, and policy think tanks, plus a manual Run dashboard with per-job output presets, adversarial gating, and pipeline kill switches.
Refactored the article adversary pass to surface only factual errors and legal risk, rather than subjective editorial judgments. Analyst and editor passes now return diffs instead of full rewrites so intent is preserved.
Added a five-layer pre-pipeline dedup gate plus LLM-driven cluster checks with a 48-hour, two-article cap per story. Stopped duplicate coverage of the same events across the daily desk.
Registered with Bing/Yandex IndexNow for push-based crawl notifications on new articles. Added podcast audio schema to eligible pieces and tightened security headers across the site.
Published methodology pages for three Convex proprietary indices: the Convex Recession Probability Index (CVRP), the Convex Net Liquidity Index (CNLI), and the Convex Risk Appetite Index (CRAI). Each has its own live dashboard and methodology write-up.
Extended the historical-events registry from 14 to 36 episodes covering events from the 1971 Nixon shock through the 2025 tariff cycle. Each carries a timeline, asset performance table, lessons, and parallels-to-watch block.
Every metric in the registry now has a dedicated forecast page pairing model-based point estimates with probabilistic ranges, regime context, and the specific risks that could push the number off the central path.
Shipped v2 of the macro regime classifier: a four-state framework (Goldilocks, Reflation, Stagflation, Deflation) with daily recomputation and per-sector regime behavior overlays. The current regime is surfaced on every relevant page.
Added Bitcoin and Ethereum price tracking, funding rate sentiment, whale-flow monitoring, and on-chain fundamental metrics. Crypto assets now participate in every cross-asset comparison, scenario, and regime classification.
Published the Convex Finance Glossary: 300+ plain-language explanations of the technical terms that drive macro analysis. Each term includes examples, formula blocks where applicable, and cross-links to live indicators.
Opened a public REST API for the metric registry with CSV and JSON output, CORS headers, and a 10-minute edge cache. Licensed CC BY 4.0 for external use with attribution.
Opened the Convex macro intelligence platform in public beta: daily analysis from the AI research desk, 200+ economic indicators, cross-asset comparisons, and scenario-driven what-happens-when coverage. Free during beta.
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Changelog entries reflect user-visible product milestones. Internal infrastructure changes and bug fixes are not generally tracked here; for those see the methodology and corrections pages.