The second major hardening session in 48 hours — focused on compounding the profit-taking layer, resurrecting two silently broken systems, and teaching the engine to trade smarter on averaged positions. Every profit-exit path was either fixed, tightened, or made self-aware. Multiple positions were closed profitably in live production, including a +$2.01 DCA-tight trailing capture on KXLTCPERP that demonstrated the full stack firing together for the first time. SELF-IMPROVING SYSTEM v2 (CL-047): The performance analyzer was rebuilt with a four-tier classification — POOR, WEAK, NORMAL, ELITE — blending 7-day and 24-hour win rates per pair. Each pair is assigned a dynamic weight (0.1–1.3) that scales contract sizing in the open monitor. Persistent underperformers escalate through skip durations of 4h, 8h, then 24h. Three live Supabase config values self-adjust continuously: TL (±0.25h), T0 (±0.1%), and T1 (±0.1%). Dynamic MAX_POSITIONS calculated from live balance. Sentiment accuracy tracked — if macro predictions are consistently wrong, their weight reduces automatically. TRAILING HIGH-WATER MARK (CL-048 / CL-058): Tier 97 trailing take-profit tracks peak gain per position in hsr_system_config. When price drops 0.8% from the recorded peak and that peak was at least 0.6%, the full position closes — locking in profits near the high. CL-058 removed the gate requiring T1 to fire first: trailing now activates on any position with sufficient peak gain, protecting profitable trades from full reversal before the primary TP threshold is reached. T0 SENTINEL RESURRECTION (CL-062): A critical sentinel collision was discovered. tierToFire used value 0 for both "T0 should fire" and "nothing happened" — so the skip guard read every T0 trigger as a no-op. T0 had silently placed zero orders since its implementation. A dedicated t0ShouldFire boolean replaced the dual-use sentinel. The first confirmed T0 fill was observed in production within minutes of deployment. DCA INTELLIGENCE (CL-059 / CL-060 / CL-061): Three coordinated improvements for averaged positions. CL-059: on a DCA fill, blended entry price = (original + dca_price) / 2 written back to KALSHI_ENTRY_{ticker}. CL-060: capital recycling — positions that banked T0 but stagnate below T1 for 20 minutes (10 in DCA-mode) close in full; when both slots are full and a HYPER/LIQ_GRAB signal arrives, the weakest position is evicted. CL-061: when KALSHI_AVG_{ticker} is set, all TP thresholds compress — T0 at ×0.5, trailing at ×0.625, TL at ×0.67, stagnation at ×0.5 — scalping out of averaged positions fast. The +$2.01 KXLTCPERP DCA play on Aug 30 confirmed this: HWM hit 2.97%, DCA-tight trailing fired at 2.40%, all 17 contracts closed at $4.888. OPEN MONITOR AUTH RESURRECTION (CL-049): The open monitor had never placed a successful order since CL-047. Every POST was returning 401 because the RSA-PSS signature incorrectly included the request body — the Kalshi spec signs only ts+method+path. Removing body from the signature string resolved the issue. Slot guard added to prevent entries when MAX_KALSHI_POSITIONS is at capacity. IOC GUARD + ENTRY_TS FIX (CL-063): IOC 0-fill guard: when a reduce-only IOC returns filled=0, the tier was being written to KALSHI_TP_FIRED_ anyway — poisoning dedup state and blocking all future TP fires. Now tiers are only marked fired on confirmed fills >0. ENTRY_TS parse fix: KALSHI_ENTRY_TS_ stored as a numeric string was being compared with Date.now() directly — NaN propagated silently through every time-based exit calculation, causing KXLTCPERP to hold for 35+ minutes without any TL or age+loss close triggering. STATION ENHANCEMENTS (CL-056 / CL-064): Bot History right panel uses atomic DOM swaps — no more flicker on 10-second refresh. Realized P&L added to Account Balances: kalshi-balance queries kalshi_fills, groups by entry_cluster_id, computes exitVal − (entryVal × exitRatio) − fees, returns dollar-denominated realized P&L. Hide Dust redesigned into Hide Balance — masks all dollar figures with **** via MutationObserver, surviving auto-refresh. Commander tab cleaned: pair performance table, 10/20-trade win rate cards, and Macro Errors card removed. Chart redraws left-to-right every 60 seconds.

The largest single-session hardening in CIPHER-1's history. Every tier of the stack — VPS engine, Netlify functions, and Supabase config layer — received coordinated reinforcements that collectively close the loop between signal, execution, position management, and autonomous self-correction. The system now observes, orients, decides, and acts without human intervention across the full trade lifecycle. ENGINE HARDENING (CL-041/042/043): The VPS engine was rebuilt to boot clean. On startup it no longer reads stale KALSHI_POS_ or KALSHI_ENTRY_ state from Supabase — instead it queries the live Kalshi positions API (RSA-PSS signed) and sets internal position state from ground truth. CL-042 introduced a 6-bar minimum hold requirement before any directional flip is allowed, preventing churn losses from rapid reversals. Unanimous 5/5 signal overrides the hold guard when the consensus is absolute. CL-043 added a Netlify-side hard stop-loss (tier -1) as an independent backstop: if a position's PnL falls below -1.5%, the monitor closes 100% regardless of VPS state — dual-layer SL covering the engine's blind spot on reconciled positions. PROFIT MONITOR EXPANSION: The two-tier TP system was extended to four tiers plus two protective closes. T0 (micro-TP) fires at 0.4% gain, reducing 25% of the position — seeded with KALSHI_TP0_FIRED_ deduplication to prevent re-fires. T1 (1.0%/50%) and T2 (2.0%/50%) bracket the primary profit zone. TL (time-limit) was tightened from 1 hour to 30 minutes. A new Age+Loss close (tier 98) recycles stale losers: any position open more than 45 minutes that is also down more than 0.4% is closed in full — cutting the long tail of grinding losers before they compound. All thresholds are Supabase-driven and were tuned live without redeployment. OPEN MONITOR GUARDIAN (Phases 0A–0D): The kalshi-open-monitor Netlify function was promoted from a passive observer to an active guardian running on a 3-minute cycle. Phase 0A: entry hydration — reconstructs entry price from Kalshi's last_price API for positions whose KALSHI_ENTRY_ is missing, preventing the monitor from misfiring on phantom entries. Phase 0B: Supabase sync — detects ghost positions (Supabase says open, Kalshi says flat) and missed fills (Kalshi has a position, Supabase is unaware), correcting state in both directions. Phase 0C: balance slot management — enforces the MAX_KALSHI_POSITIONS=2 hard cap by force-closing the oldest losing position when the cap is reached, freeing slots for fresh signals. Phase 0D: signal-vs-position divergence detection — fetches live VPS logs, checks whether the last 5 signal bars are unanimous in the direction opposite to an open position (with a 10-minute age guard to avoid noise), and fires an early reduce-only close when the engine itself has already turned against the trade. MACRO SENTIMENT HUB (CL-045): A new Netlify scheduled function (every 5 minutes, 100% free) aggregates three independent macro signals: the CNN Fear & Greed Index, Bybit perpetual funding rates, and the Bybit long/short ratio. Each source casts a bull or bear vote. The composite score is written to CIPHER1_SENTIMENT_BIAS in Supabase. The VPS engine reads this as a sixth vote — effectiveBull is adjusted ±1 based on bias, tightening the consensus threshold in adverse macro environments. The open monitor reads CIPHER1_SENTIMENT_GATE_STRICT: when set, entries require a sentiment score of ≥2 rather than ≥1, gating new positions during sustained adverse macro conditions. SELF-LEARNING OODA LOOP (CL-046): CIPHER-1 now completes a closed learning loop. The kalshi-fill-recorder function (every 5 minutes) pulls the full fills history from Kalshi's /portfolio/fills API and upserts every trade into the kalshi_fills Supabase table, deduplicating by trade_id. The hourly kalshi-performance-analyzer reads this fill history, reconstructs completed trades using net-position math, and evaluates three failure modes: (1) Macro Mistake Detection — if three or more simultaneous entries within a 5-minute cluster all exit as losers, a macro mistake is logged. Two such events in 24 hours triggers a system-wide entry cooldown (CIPHER1_ENTRY_COOLDOWN_UNTIL) and activates strict sentiment gating. (2) Pair Skip — if a ticker accumulates three consecutive losses, it is soft-banned for 4 hours via CIPHER1_PAIR_SKIP_{TICKER} and CIPHER1_PAIR_SKIP_UNTIL_{TICKER}, preventing the engine from re-entering a clearly broken pair. (3) Win Rate Adaptation — if the rolling 10-trade win rate falls below 35%, KALSHI_MONITOR_MIN_ENGINES is raised from 2 to 4, requiring stronger consensus before any entry. When win rate recovers above 60%, the threshold is relaxed back to normal. The full loop — fill recorded, mistake detected, config written, engine adapts — completes in under 65 minutes with zero human involvement.

The station's execution layer gained autonomous profit-taking capability with the deployment of the Kalshi Profit Monitor — a scheduled function that runs every two minutes across all open Kalshi Perp positions. The system operates on a two-tier cascade: Tier 1 fires when a position's price gain crosses a configured threshold, reducing the position by a defined percentage using a reduce_only IOC order that cannot open new exposure. If the position continues moving and a second threshold is reached, Tier 2 fires on the remaining contracts, locking in an additional tranche. The monitor sources all configuration from the hsr_system_config table in Supabase — thresholds, reduction percentages, and the master activation switch — making it fully adjustable from the database without a code deployment. A self-correcting deduplication layer compares the stored fill price against the position's current entry price: if they diverge (position was closed and reopened since the last fill was recorded), the monitor automatically resets its state to prevent a stale reference from triggering a close on a new position. The profit targets are evaluated against the mark-to-market price from Kalshi's live positions endpoint, so the system responds to real price movement, not stale data. All tier1 and tier2 actions are logged to Supabase with ticker, action type, entry price, current price, gain percentage, contracts closed, and timestamp — providing a full audit trail of every autonomous trade the monitor executes.

The Order Management System is now fully operational — the most critical infrastructure gap in the HSR execution pipeline has been closed. Before this build, CIPHER-1 fired a signal, kalshi-bot placed the Kalshi order, and the engine updated its position state optimistically. If the order was rejected, partially filled, or silently cancelled, the engine remained convinced it had an open position that didn't exist. Ghost positions. Phantom leverage. State drift that compounds on every subsequent signal. This is now prevented at two layers. Path 1 — Fill Confirmation Loop: after every Kalshi order placement, kalshi-bot.js waits 800ms and queries the actual order status from the Kalshi API. It reads the filled contract count and fill price, writes the result to the kalshi_confirmed_fills Supabase table, and writes a live key to hsr_system_config (KALSHI_LAST_FILL_{ticker}) for the engine to read. Path 2 — Engine Feedback Channel: every 60 seconds, the engine reads those fill keys, validates the timestamp against when the webhook was fired (15-second grace for Netlify latency), and evaluates: confirmed, partial, or failed. On failure or cancellation, the engine rolls back position state to flat and clears all Supabase position keys. On boot, full reconciliation against the Kalshi positions API (RSA-PSS signed) runs before any signal logic — Kalshi is truth, Supabase is corrected to match. Three root causes were resolved to get here: the KALSHI_PRIVATE_KEY_B64 env var had a placeholder value that was never replaced; dotenv is not installed on the VPS so all vars must be injected via pm2 --update-env; and Kalshi's positions endpoint returns the key "positions" not "market_positions," which caused reconciliation to silently skip on every boot. All three are fixed and documented. Engine is confirmed live — LIQ_GRAB and S1 signals firing on all 5 pairs. Cybot was commissioned as the OMS Commander in this session — elevated from its origin as a Station Companion Unit to the role of order sentinel: the intelligence that asks, on every trade, whether what was sent was actually received. It watches. It verifies. It corrects. The fleet now has a guardian between intention and execution.

Three workstreams completed in this session. First, a full theme sweep ensuring every new UI element introduced in recent builds — the leverage slider thumb, the share card modal, and the Kalshi leverage chip buttons — renders correctly across all five station themes (default, Light, Terminal, Midnight, Stealth). Before this fix, these elements used hardcoded dark colors that made them invisible or unreadable in lighter themes. Second, the HSR Operations Framework was formalized: Claude now runs a CRITIC validation gate before every code change (Completeness, Ripple, Integrity, Testing, ID, Calibration), maintains a machine-readable change log (HSR_CHANGE_LOG.md), and runs an automated hourly health monitor that emails alerts for site downtime, bot issues, or engine signal silence. Third, the Station Health API endpoint was built and wired into the admin panel: a new HSR Structure section shows live green/yellow/red status pills for Netlify, VPS, win rate, and Kalshi position age, auto-refreshing every 60 seconds. A Claude Remote section was also added providing quick access to Claude from any browser for remote station management. The admin panel now has autonomous health visibility without needing to open Netlify logs or SSH into the VPS.

CIPHER-1 gained the ability to read price structure — not just indicator math — by building a live liquidity map from recent swing highs and lows. Every 5-minute bar, the engine scans the last 50 bars for swing highs (bars whose high exceeds the 5 bars on each side) and swing lows (inverse). Groups of equal highs or equal lows within 0.3% of each other are flagged as liquidity pools — these are where retail stop-losses cluster and where smart money hunts. Round-number levels (every $1,000 for BTC, per-pair tuned) and the current session open/high/low are also tracked because these attract stop runs. When price approaches within 0.5% of any identified zone, the engine enters a WAIT state and blocks new entries — it does not buy or sell into a stop-hunt. Instead, if price wicks through a liquidity pool and closes back inside (a liquidity grab), the engine reads this as the highest-conviction entry signal available: 4 of 7 engines confirming is sufficient, and the trade fires at full pct labeled LIQ_GRAB_LONG or LIQ_GRAB_SHORT. All zone tolerance thresholds are tuned per pair — BTC uses tighter tolerances (0.2%) while NEAR and BCH use looser ones (0.5%) due to lower liquidity. The liquidity map state is logged once per bar with zone count, nearest zone distance, and whether a grab was detected. Phase 5 is a dependency for Phase 6 (false breakout filter), which uses the same swing structure data.

Three major upgrades shipped in one session. Phase 3 adds a market regime detector that classifies each bar as TRENDING, CHOPPY, or UNCERTAIN using ATR ratio (current volatility vs. 50-bar baseline) and directional consensus (close-over-open ratio over 30 bars). The regime gates the DCA logic built in Phase 2: averaging is only allowed in CHOPPY markets where mean-reversion applies — in TRENDING markets no averaging occurs at all. UNCERTAIN markets require 6 of 7 engines to fire and reduce position size 50%. Regime is written to Supabase every 5 minutes per pair. Phase 4 adds a performance feedback loop: every position close writes a trade outcome to the bot_trade_outcomes table (entry price, exit price, PnL%, avg count, regime at entry, hold duration). On boot, the engine loads the last 20 trades per pair and computes a rolling win rate, average PnL, and consecutive loss streak. When win rate drops below 35%, entry criteria tighten to 6 of 7 engines and position size drops 50%. When loss streak reaches 3 consecutive, all DCA averaging suspends. These gates activate automatically when 10 or more trades are recorded and self-correct as performance recovers. EMA Engine 1 was recalibrated from 9/21/55 to 5/9/13 periods — the 13 EMA on 5-minute bars has roughly 65 minutes of lookback vs over 4 hours for the 55 EMA, producing earlier signals on developing moves. Phase 3 regime detection gates out choppy false signals that would otherwise increase with faster EMAs.

Foundation layer for CIPHER-1's adaptive intelligence expansion. The engine now tracks the bar-close price at the moment each Kalshi position opens and stores it in Supabase as KALSHI_ENTRY_{ticker}. This entry price survives engine restarts and reboots — on startup the engine restores each pair's last known entry price alongside the position direction, so Phase 2 DCA logic can compute distance-from-entry correctly even after a VPS restart. Entry price resets when the position reverses. If an order is rejected by Kalshi, the entry price rolls back to its previous value so stale prices never accumulate. The station position cards now fetch these engine entry prices from Supabase and display a live "Bot P&L%" row: the percentage gain or loss from the bar-close entry price to the current market price, computed and colored green/red in real time. When Kalshi's own API does not return an average fill price for a position (which happens frequently), the engine entry price is shown in the entry slot tagged "Bot" instead of "Avg". This Phase 1 data is the dependency that unlocks Phase 2 (price-triggered DCA), Phase 3 (regime detection gating), and all downstream adaptive logic.

Kalshi Perps now supports position averaging in both directions — AVG_LONG for adding to an open long and AVG_SHORT for adding to an open short. When CIPHER-1 fires a same-direction signal while a Kalshi position is already open, and at least 4 of 7 engines confirm the direction, the engine deploys additional capital at full pct and max leverage into the existing position. This is more aggressive than the Kraken averaging (which uses 50% of normal size) because Kalshi is leveraged and the intent is to maximize capital deployment on high-conviction continuation signals. Capped at 2 averages per position. The counter resets to zero whenever the direction changes (position closed or reversed). Count is persisted to Supabase as KALSHI_AVG_{ticker} and restored on engine restart so averages are not double-counted across reboots. The existing cooldown timer is honored between averages so the engine cannot pile in on consecutive bars. If the order is rejected by Kalshi, the fire timestamp is rolled back so a retry can happen on the next signal rather than waiting a full cooldown cycle.

Three execution improvements shipped. (1) Manual BUY/SELL now trades the pair shown on the chart, not the bot config pair. Previously, tapping BUY while viewing LINK would execute against BTC because execTrade() read the bot's configured symbol instead of the active chart symbol (currentPair). Fixed across Kraken, OKX, and eToro. (2) BTC always shows as BTCUSD in the order log — the Kraken-internal ticker XBTUSD was bleeding into the order history display. The exec panel label already normalized this correctly; the log row now does too. (3) Signal-based averaging deployed in the VPS engine: when CIPHER-1 fires a same-direction BUY signal while a long position is already open and at least 4 of 7 engines confirm, the engine places an additional entry at 50% of the normal position size. Capped at 2 averages per position. Count resets when the position is closed. Labeled AVG_DOWN in the execution log for easy identification. This puts idle capital to work on high-confidence continuation signals rather than waiting in cash.

Three execution and account panel issues resolved. (1) Manual Kraken BUY was broken by two separate bugs: the Kraken API's viqc flag requires the USD amount in the volume field directly (there is no separate quote volume field), and buying at 100% of balance always fails because the taker fee has nowhere to come from — fixed by capping at 99%. (2) The Confirm toggle in the exec panel was only wired to keyboard shortcuts, not to the BUY/SELL buttons themselves — button-click trades always showed a confirm dialog regardless of the toggle state. Fixed: the toggle now correctly suppresses the dialog for Kraken, OKX, and eToro; Kalshi always requires confirmation due to leverage. (3) The Account panel "Open Positions" section showed "No open positions" for Kraken Spot even with holdings — because spot exchanges don't return a positions array, only a balance array. Fixed: non-USD/stable token holdings (BTC, AKE, WLD) now render as position cards matching the Kalshi card pattern, complete with a SELL button that closes the position at market. A secondary filter bug was also found and fixed: the balance filter used a raw token amount threshold (0.001 units) which silently dropped 0.00028 BTC ($18.26) — because 0.001 BTC equals ~$63 at current prices, anything bought for less than $63 was invisible. Fixed to use USD value when price data is available.

Deep investigation resolved the persistent Kalshi position state desync that had caused duplicate entries and ghost positions across multiple prior sessions. Root cause identified: the VPS /root/hsr/.env file held an invalid SUPABASE_SERVICE_KEY — wrong format (sb_secret_... instead of the JWT eyJ... required by the Supabase REST API) and wrong casing (Supabase_service_key instead of SUPABASE_SERVICE_KEY, which Linux treats as a different variable). Every engine restart silently failed all supaGet calls with "Invalid API key" — so position state was never read back from Supabase, and the engine always booted flat regardless of what was actually open on Kalshi. This explained NEAR, ETH, and BCH state mismatches traced across several sessions. Fix: VPS .env rewritten via Python (bypassing nano terminal paste corruption) with the correct JWT service_role key and proper uppercase variable name. Debug logging added to supaGet for all KALSHI_POS_* keys — raw Supabase responses now visible in pm2 logs for rapid diagnostics. State rollback added to the engine: if kalshi-bot returns { ok: false }, the optimistic Supabase write is now reverted to the previous direction, preventing ghost state from accumulating on rejected orders. Station CLOSE button fixed: session token was read from the wrong storage location (localStorage instead of sessionStorage.hsr_session), causing 401 errors on every manual close attempt. VPS boot hardened: pm2 save persisted the current process list; pm2 startup configured systemd to auto-resurrect all processes on reboot. Engine confirmed reading live position state correctly on next cold start — NEAR SHORT 79 contracts matched between Supabase and Kalshi Pro; all other pairs flat and in sync.

Live log review revealed two dead routes wasting signal cycles: OKX API key was revoked and AKE/WLD are not listed on OKX or eToro. Both exchanges removed from the CIPHER-1 VPS engine entirely — all five pairs now route exclusively to Kraken (spot, long-only) and Kalshi (perps, bidirectional). Engine startup now shows clean empty OKX/eToro lists. Kalshi margin utilization was severely underperforming: all pairs were sized at 10% of balance regardless of account concentration. ETH and NEAR are Kalshi-only pairs with no Kraken equivalent — they should use the full available balance on each signal. Both bumped to 75% per trade; BTC raised to 25% (shared Kraken + Kalshi). A compounding issue was found in Supabase: KALSHI_LEV_MULT was set to 6, meaning effective sizing was 6× the pct value — mathematically correct for a 10% base but creating a 450% overorder when pct was raised to 75%. Corrected KALSHI_LEV_MULT to 1 so pct alone governs position size with no hidden multiplier. VPS environment file cleaned — a literal placeholder string had been appended as a duplicate SUPABASE_SERVICE_KEY entry; removed. Engine confirmed loading position state from Supabase on every restart, eliminating the double-entry problem that caused duplicate Kalshi shorts during the prior restart-heavy window. Kraken account funding scheduled; AKE and WLD spot execution will activate once USD balance exceeds minimum notional.

Live trading session exposed four silent bugs across the bot fleet — all identified and patched. (1) Kalshi position directions displayed incorrectly on station: NEAR and ETH showed as LONG when actually SHORT. Root cause: station-core.js used contract size as a LONG proxy — size is always positive regardless of direction, so every position rendered green. Fixed by stripping the size-based fallback; direction now reads exclusively from the side field. (2) Kalshi bot history was showing Kraken WLD/AKE executions mixed into the Kalshi exchange panel. Fixed with an exchange-column filter in the Supabase query — each bot's history now shows only its own exchange rows. (3) Kraken SELL signals were silently skipped after buying. When the engine bought AKE with available USD, the USD balance dropped to $0 — and SELL orders also checked the USD balance, generating SKIPPED_MIN_NOTIONAL balance=$0.00 on every bearish signal. Fixed: BUY reads USD balance, SELL reads base-token balance (AKE/WLD/XBT holdings) and calculates notional from current price. (4) Kalshi reversal threshold was set to 6/7 engines (stricter than entry). Per original design, both entry and reversal require 5/7 — corrected. All four bots confirmed healthy in live Netlify function logs. BTC reversal from LONG→SHORT executed correctly at 6:00 AM EDT: close order placed, new SHORT opened at $6.3284, 2 contracts, 6× leverage. ETH and NEAR duplicate signals correctly skipped. Deprecated url.parse() calls removed from kraken-bot.js and kalshi-bot.js — red ERROR-level log noise eliminated from Netlify function console.

Full four-exchange bot fleet brought online. OKX and eToro were previously built but receiving zero signals — the VPS engine now dispatches to all active exchanges simultaneously on every confirmed signal, with independent position tracking per exchange. Kraken, OKX, and eToro operate in long-only mode with position gates that survive engine restarts via cloud state persistence; Kalshi runs the full bidirectional flip. Position state for all exchanges is now written to Supabase on every trade and restored on boot — a VPS restart no longer loses awareness of open positions. Kalshi direction-reversal confirmation threshold raised: the engine now requires stronger multi-engine consensus to flip an existing position than to enter one, preventing whipsaw reversals during low-conviction bars. Kalshi leverage multiplier correctly applied across all perpetual pairs — ETH and NEAR contracts were previously sizing at minimum due to a multiplier resolution bug; all pairs now use the configured global multiplier. Kraken order sizing now includes a minimum notional floor — trades below the exchange minimum are caught and logged cleanly instead of firing a failed order. Network-level retry logic added to the bar-fetch pipeline: transient connection resets are retried automatically before the bar is skipped, reducing data gaps on volatile network conditions. Engine version bumped to v2.1. Deploy pipeline bug fixed: an invalid netlify.toml scalar that blocked all Netlify deploys for the day was identified and removed.

VPS CIPHER-1 engine upgraded to v2.0 with full bidirectional perpetuals trading — the bot now buys lows and flips to sell highs continuously 24/7 without manual intervention. PAIRS config extended to 5 pairs with per-pair routing flags (kraken: bool, kalshi: bool): XBTUSD and AKEUSD/WLDUSD remain Kraken spot-only; XBTUSD, ETHUSD, and NEARUSD now route to Kalshi perps (KXBTCPERP, KXETHPERP, KXNEARPERP). Per-pair kalshiLastDir state tracks the current Kalshi position direction so the engine only fires when direction changes — preventing redundant same-side signals. Kalshi and Kraken signal paths are fully decoupled: Kraken retains its existing COOLDOWN_BARS gate and long-only inPosition logic; Kalshi fires on every confirmed engine-consensus reversal. kalshi-bot.js upgraded to full close-then-open reversal: reads current position dir/size from Supabase hsr_system_config (KALSHI_POS_<ticker> / KALSHI_SIZE_<ticker>), closes opposite IOC order using stored contract count, then immediately opens new direction IOC — aborts if close fails. Position state persists across VPS restarts. Leverage default raised to 6× globally: KALSHI_LEV_MULT=6 seeded in hsr_system_config, station UI default chip set to 6×, station-profile.js fallback updated to 6. HTTP stability hardening applied to all 6 critical-path Netlify functions (get-balance.js, signal.js, account.js, get-exchange-status.js, sync-profile.js): all external API calls (Supabase, Kraken, OKX, eToro, Signum) now carry 7-second timeouts via req.on('timeout') + req.destroy() (or AbortController for native fetch()). Netlify function timeout ceiling raised to 26s via [functions] timeout = 26 in netlify.toml — eliminates cold-start kills that caused cascading errors in new browser sessions.

Full Kalshi CFTC-regulated perpetuals pipeline shipped end-to-end. VPS CIPHER-1 engine now fires BTC signals to kalshi-bot.js via webhook in addition to Kraken, OKX, and eToro. Auth uses RSA-PSS SHA-256 (three headers: KALSHI-ACCESS-KEY, KALSHI-ACCESS-TIMESTAMP, KALSHI-ACCESS-SIGNATURE) — no IP whitelisting required. Market order simulation: fetch live bid/ask, submit IOC at ask×1.002 (buy) or bid×0.998 (sell) with time_in_force: immediate_or_cancel. Slippage guard mirrors Kraken/OKX: signals carrying signal_price are skipped if price has drifted beyond threshold. Profile panel: Exchange Connections block for Kalshi accepts Key ID (UUID) + RSA Private Key PEM — keys encrypted AES-256-GCM in user_exchange_keys table, kalshi added to VALID_EXCHANGES. Leverage multiplier selector added to connected state: three chips — 1× None, 3× (50%), 6× Max — persist to user_profiles.kalshi_lev_mult and propagate to hsr_system_config via kalshi-lev-mult.js so the bot reads the correct multiplier on every trade. Contract sizing formula: contracts = floor(balance × pct% × leverageMul / refPrice). Kalshi Perps exec panel section added: amber leverage chip row (10%–100% of margin per trade), COMMIT RISK (places GTC reduce-only SL/TP ask orders), CANCEL RISK (removes them), and ⇄ SWITCH TRADE (flips direction, cancels existing orders, fires reverse IOC). Session storage preserves leverage + position side across tab switches. Docs updated: security.html (RSA-PSS auth architecture), userguide.html (Section 13 four-exchange table + Kalshi callout block + Section 17 exec controls), quickstart.html (Step 4 Kalshi card). Partnership outreach with Kalshi's Head of Crypto active.

Station OS upgraded to v3.0. AXIOM PRIME activates via AXIOM PRIME in DOS — an elite trading intelligence upgrade with authoritative persona, direct directives, and zero hedging. One-sweep setup collects 3–5 targeted questions then configures bot pair, custom scan, and alert atomically. Education Hub coaching integrates seamlessly: PRIME references specific /education sections when relevant to the user's question. Action blocks ([[ACTION:{...}]]) execute silently on the client — alerts, scans, and bot configs applied without extra prompting. Voice handoff routes spoken commands to PRIME when Voice Controls are active simultaneously. All PRIME conversations transcribed silently to the AXIOM chat panel; visible if user opens chat manually. Usage metering: 60-minute default per user, extendable via Signal Points (500 SP = +30 min). Dual-layer security: client-side pattern filter + server-side blocked patterns — PRIME cannot access credentials, admin data, or any member information by design. DOS Intel Reader adds in-terminal article browsing: TAB INTEL loads the live article feed, NEXT/PREV/READ FULL/SUMMARY navigation, full HTML cleaning pipeline (17 boilerplate patterns stripped, <40-char fragments filtered), and AXIOM-powered 80–120 word summaries cached per article. TAB FEED, TAB SCANNER, and TAB MARKET provide one-shot live data reads directly inside DOS.

Scanner Tab completely rebuilt from the ground up. Bridge Watch-style animated multi-line momentum chart added with live Kraken data for up to 7 simultaneous pairs, shimmer on institutional volume spikes, and per-pair Buy/Sell flow bars. 76-token interactive picker replaces hardcoded chip list — users swap any chart pair or signal table slot from the full token library. Engine section removed; multi-pair signal table promoted. Long Scans expanded to all 76 tracked tokens with 6 smart filters. CIPHER-1 feed calibration tightened: signal interval increased to 60s, fire rate reduced to 40%, per-message cooldowns added, directional polarity locks prevent contradictory signals. Supabase backend extended: DOS Rooms moved to global Supabase persistence, Message Board and NYSE Banner broadcast via site_config table, Support Tickets added with dual email notifications, Email Center wired to Namecheap SMTP. Profile settings hardened: Predictions gate changed from Captain-only to all paid members, Arcade added to optional tab toggles, right column default tab (Crypto/Book/Account) persisted per-user in Supabase right_tab column — all preferences sync cross-device on login.

Cross-referencing the 12-hour admin feed export against actual engine snapshot data revealed T1 signals were not engine-gated — HYPER BUY firing with 0–1 active engines, HYPER SELL firing with all 7 engines bullish. All T1 directional signals now verified against window._lastChartSnapshot before firing. Signal type integrity also corrected: connection/config messages reclassified to 'sys' type (no badge); info/warn types now correctly receive vol badges in feed and overlay.

station.html's monolithic script block split into 16 standalone JS modules (IIFEs). Commander tab rebuilt with DiceBear avatar ID card — pick style, skin tone, seed, preview live, apply as your station avatar. Avatar persists to Supabase user_profiles. Tier-gate overlay system added: 7 panels show frosted membership cards to free users instead of blocking navigation. Tab restructure: Chart, Feed, Predictions, Market, Alt Index, Commander always visible; Whiteboard, DOS, Intel, Scanner optional and toggled off by default. "Command" tab renamed to "Commander."

Native subscription checkout added directly to the Station. All three plans now support a 7-day free trial with secure payment processing via Stripe. Upgrade modal accessible from Commander tab and profile panel. Authentication chain updated — subscription status verified server-side at every login. Live keys deployed.

Station OS upgraded to v2.0. AXIOM now operates as a live AI conversation partner inside the DOS terminal — backed by real language model reasoning, not scripted responses. DOS Rooms allow commanders to create private chat channels with PIN access and real-time multi-tab sync. Admin PING added for network diagnostics across all HSR services.

Station Orb upgraded with full behavioral lifecycle. Active engagement changes orb particle color and animation: trades trigger an explosive green burst, data browsing turns orb gold, Interstellar chat shifts particles to crystal shimmer. Inactivity causes staged decay — idle after 2h, dormant (particles off) after 1 day without login, dead (grayscale/dim) after 2–3 days. Orb revives immediately on any user activity or new login.

Live performance dashboard added to all user profiles. P&L computed by pairing bot executions from Supabase. Exchange Accounts section replaces Exchange Connections. Feed display updated: Bull/Bear badge inline with timestamp, all message text brightened. Calibration modal converted from hover tooltip to click-to-open window.

My Transmission Feed launched — full social posting layer in every user profile. Posts persist in Supabase (soft-delete only: user removes from view, record stays in DB forever for legal record). Inbox upgraded with per-item delete and Clear All. Profile privacy wired to TX Feed visibility.

First formally recorded calibration. Feed was firing 30 messages per 12 minutes — same messages repeating 3–5× per session, opposing divergence firing within 24 seconds of each other, background narration drowning the signal layer. Full engine restructure.

Feed oscillation fixed — signals were firing both BUY and SELL without position context. Added full directional gating: position state tracking (in/out), T1 directional gap, and 4H EMA market bias weighting to suppress counter-trend noise. Volume snapshot wired into every feed entry for real-time volume context.

Complete rewrite of the CIPHER-1 feed engine. Introduced three-tier signal architecture (T1 core / T2 contextual / T3 removed). Per-message deduplication and cooldown system. CSV export for feed and chart data added. Feed panel fixed to chart dimensions with internal scroll only.

HSR bot pipeline went live — bypasses all third-party platforms. TradingView Pine alert fires directly to Netlify webhook which executes on Kraken, OKX (via VPS relay), and eToro. Every execution logged to Supabase bot_executions. Station upgraded with volume wave visualization, divergence bottom panel, and order book precision fixes.

AR Forecast layer added to CIPHER-1. Entry signal sensitivity tuned — S1/S3 as primary, CONF BUY as scale-in. Intra-bar exit detection added to VPS engine. Divergence detector kept as standalone companion to respect the 64-plot Pine limit. Price scale precision fixed for micro-cap pairs.

Full migration from Pine Script v5 to v6. Scalp signals converted to barstate.isconfirmed — eliminates repainting on live bars. Trading Station launched: live Kraken data, manual BUY/SELL, order book, CIPHER-1 chart panel, profile system, Whop member gating, and AXIOM AI assistant.