This is a large one. The market and the underlying economy have both been rebuilt to move realistically: a gentle long-term uptrend with normal volatility and occasional real drawdowns, instead of violent global crashes and rallies that had no worthy cause behind them. Along the way we found and fixed a set of unit and calibration bugs deep in the economy simulation that were breaking things silently within the first few game weeks of every save.
Existing saves are compatible and are repaired on load.
Company earnings are now staggered across the reporting quarter. Every listed company used to report on the exact same tick, four times a year, which made the entire market lurch at once. Companies now report on their own schedules, so earnings season is a rolling stream of news rather than a single market-wide event.
Market indices now maintain a proper divisor. An IPO, a delisting, a merger, a buyback or a share issue no longer moves the index by itself. The index only moves when prices move, the way a real index works.
Index members are now marked on a genuine two-sided quote, falling back to the last real trade. Previously the index could move several percent on a book that was momentarily one-sided, with no trade behind it at all.
Resource reserves now grow slowly over time through discovery and recycling, scaled by your economy's resource technology, so an economy is no longer on a fixed, one-way path to exhaustion.
Forced liquidations, whether from margin calls, fund shutdowns, tycoon exits or algorithmic cascades, now work in depth-limited slices instead of dumping an entire position into the book at once. A large forced seller still moves the price, it just can't vaporise the order book in a single tick.
A soft dislocation signal now tracks how far a stock has moved from its daily reference price. Trading halts remain off by design; this is groundwork for damping cascades without silently blocking your orders.
Saves are now marked when the cheat console has been enabled during that run, and the load menu shows a CHEATS tag on any affected slot. The marker is sticky for the life of that save, so a cheated run can always be told apart from a clean one. Starting a new game clears it; the Settings toggle itself is a preference and is left alone.
News sentiment now uses one consistent scale across the whole game. Routine items such as an analyst note or an unconfirmed whisper sit at the bottom, notable events such as a rate surprise, an earnings beat or a fund failing in the middle, serious ones such as a sector shock or a major bankruptcy above that, and only genuinely systemic events like a sovereign default or a market-wide crash reach the top. Previously a takeover rumour about one company shouted louder than a central bank decision.
Rumour magnitudes have been halved. A rumour about a single company is significant, but it should not read to the market like a global crisis.
Value and contrarian investors now step in much earlier, at an 8 to 15 percent dislocation rather than waiting for 16 to 30 percent, while trend followers need a stronger move before they pile in. The two groups now overlap, so a move meets opposing flow while it is still small instead of running unopposed until it is violent.
Liquidity now thins under stress but never empties out. The ceiling on how far market makers withdraw has been lowered, so a shock still widens spreads without tipping into a self-sustaining vacuum.
Retail panic and FOMO participation now ramps up smoothly with market stress instead of snapping on at a threshold that a routine intraday move could cross.
Company valuations now ease toward new fundamentals over about a game day rather than jumping the instant an input changes. Earnings releases, rate decisions and sector shifts now arrive as a ramp, not a gap.
Acquirers now issue shares to pay for a takeover. Previously an acquirer absorbed the target's entire earnings stream for free, which permanently re-rated it upward for no economic reason.
Central banks now move in increments, capped at 0.5 percentage points per meeting.
Analyst ratings now trickle out daily instead of arriving as one large batch every ten days.
Buybacks, spinoffs and tycoon trades are now spread across their cycles rather than all firing on the same tick.
Market behaviour
Fixed the market gapping violently every 90 days. A bounded "how does the economy favour this sector right now" figure was being compounded into each company's revenue base every quarter instead of applied as a one-off level. With the shipped numbers that halved Energy and Materials earnings every single quarter and inflated Consumer Discretionary earnings by 22 percent every quarter, forever, for every company in those sectors in every country, all on the same tick.
Fixed a commodity price calibration error that made the above far worse: crude was being compared against a reference price four times higher than the price it actually lists at, so every sector permanently carried a large false penalty or bonus.
Fixed company revenue growth ratcheting up to its sector maximum and staying there. Technology companies were compounding revenue at roughly 75 percent a year indefinitely, which detached prices from anything a player could reason about. Growth now settles at a sensible rate and drifts.
Fixed the per-company market maker walking its own book. A macro tilt intended as a small nudge was displacing its whole quote ladder by up to 2 percent off the last trade, several hundred times a game day, on every company in a country at once, and because its quotes are live, that displacement executed against real orders and became the next anchor. It was a self-feeding exponential in price with no fundamental brake.
Fixed momentum traders having a hair-trigger exit. Entering a trend required a 3 percent move but exiting fired the instant price crossed its own short-term average, so every trend follower in the game unwound inside the same handful of ticks and the move fed on itself. Exits now require a real reversal.
Fixed order flow arriving in synchronised market-wide bursts. Trading desks all decided on identical ticks and each cancels its resting orders before requoting, so liquidity was withdrawn everywhere at once and reposted everywhere at once. Every desk now has its own schedule.
Fixed all hedge funds reviewing their positions on the same daily tick against the same shared valuation, which turned any market-wide valuation move into one synchronised industry-wide order burst.
Fixed every ETF and index fund executing its monthly flows into the same handful of large companies on a single tick.
Fixed margin calls being able to cascade. A forced sale swept the whole book, which lowered account equity again and could trip every other holding on the very next tick. Liquidations are now sliced and rate-limited.
Fixed algorithmic flash crashes being sized from a company's share count rather than from the liquidity actually available, so every burst swept the entire order book regardless of what was resting there.
Fixed fund shutdowns deleting shares. When a liquidating fund's sell order couldn't be filled, the unsold shares vanished from the simulation instead of remaining on its books.
Fixed tycoons being able to dump an entire accumulated stake in one unclipped order while their buying was capped, and fixed all of them trading on the same weekly tick.
Fixed poison pills creating money. Issuing defensive shares was crediting the company with cash equal to 12.75 percent of its market value out of nothing, alongside the intended dilution.
Fixed spinoffs inflating the market. A parent company's earnings were reduced when it spun off a division, but its per-share earnings weren't recalculated until its next report, up to 90 days later, so the new listing's value was counted immediately while the parent's reduction arrived weeks after.
Fixed a company's valuation jumping upward when it started losing money. A hard floor in the valuation model meant a company whose earnings drifted from barely positive to slightly negative suddenly appeared to be worth around thirteen times more. Loss-makers are now valued against their book value, and the transition across zero is smooth.
Fixed a company's valuation dropping over 50 percent in a single release on its third consecutive loss-making quarter. The risk penalty was a cliff; it is now a ramp.
Fixed the market index jumping when a company listed, delisted or changed its share count, with no price movement behind it.
Fixed circuit breakers being an empty stub that did nothing at all.
Saved games
Fixed a serious save-corruption bug: loading a saved game permanently zeroed every company's revenue and earnings. Because the field the save file stores was being cleared at the end of every earnings release, a loaded game restored a revenue base of zero and could never recover. The entire market collapsed onto a fallback valuation of roughly 18 dollars a share for every company, regardless of size. Loading an affected save now rebuilds each company's revenue from its stored earnings.
This also un-broke several readouts that were quietly reading zero as a result, including sector revenue and profit margins and company staffing targets.
The economy
Fixed the economy silently breaking within about a game week and a half. A feedback loop in agricultural investment was multiplying capital by roughly 744 times a day, because it was comparing national food supply against a small population sample, which drove the figure past the limits of the number type on day 11 and poisoned pollution, public health, mortality, the labour market and service output with invalid values from then on. Nothing in the economy layer was guarding against this.
Fixed GDP growth being pinned at its maximum from day one of every game. A consumer spending term was reading a national total against a scale calibrated for a per-person figure, contributing thousands of times more than every other input combined. The growth rate now settles near trend, with each day's change bounded so no single subsystem can rail the whole economy.
Fixed industrial, service, agricultural and resource capital compounding at 6 to 8 percent per day. Their investment rates were written as annual figures but applied daily, while depreciation on the very next line was correctly divided by 365.
Fixed everyone in the population ageing a full year every game day. The workforce aged out entirely within about seven game weeks, at which point unemployment and participation locked at zero permanently, consumer spending fell to zero, and no new workers could ever enter. People now age once a game year.
Fixed pollution reaching its maximum possible level on game day two and never coming down, which dropped life expectancy by 15 percent in a single daily step and permanently suppressed births, environmental quality and growth. Consumer pollution was being calculated from a national spending total against a per-person intensity.
Fixed resource depletion being a one-way ratchet that cut industrial output by 70 percent within about four game months of every game, permanently, with no way to recover.
Fixed the sovereign default headline firing every few game days. National debt was seeded in different units from GDP, which put the opening debt-to-GDP ratio at 30 rather than the intended 0.6, so a default fired on each of the first five days of every new game, each one at maximum negative news impact.
Fixed bank deposits and loans compounding at over 1 percent per day. An interest rate expressed as a percentage was being used as if it were a decimal fraction.
Fixed city house prices moving 8 percent up or 90 percent down in a single day. The price adjustment was neutral only at exactly 5 percent vacancy, which essentially never occurs.
Fixed three separate systems all writing the central bank's interest rate every day and pulling against each other. The policy rate now has one owner, the central bank, with government policy applying a bounded offset around it.
Fixed the Taylor rule being double-counted, which made the effective inflation response nearly twice the intended strength, moved rates by up to 0.9 percentage points in a single meeting, and left rates settling well away from the bank's own target.
Fixed government monetary policy pushing rates the wrong way. A tightening stance was lowering rates and a loosening stance was raising them.
Fixed the currency market running at roughly 42 percent annualised volatility at all times. A crisis volatility bonus was permanently half-applied because it scaled linearly from a level that normal conditions sit at.
Fixed a currency drift bug that produced a deterministic multi-year bear market and recovery with no event behind it. Fundamental exchange-rate pressure was being applied twice, and that fed through imported inflation into every company's valuation.
Fixed bond yields double-counting their inflation and term premiums, so every quoted yield was too high by a wide margin.
Fixed inflation being able to jump by around 10 percentage points in a single day. Wage growth was measured day-over-day across whoever happened to be employed that day, against a hardcoded starting figure, and then multiplied by fifty.
Fixed inflation sawtoothing on a 7-day cycle during any economic shock, which printed contradictory "inflation changed" headlines twice a week.
Fixed the national debt ratio moving in the wrong direction. Running a deficit was reducing it.
Fixed non-home countries compounding their GDP roughly four times too fast, and the home country compounding it through two paths at once.
Fixed roughly half of all economic shocks publishing a headline and then having no effect on anything at all.
Fixed beneficial economic shocks making things worse during a downturn. The shock multiplier was applied to a value that can be negative, which inverted its meaning.
Fixed a set of unit errors that left welfare, nutrition, food access, fertility and crop yield permanently stuck at the edges of their ranges and therefore completely unresponsive to the economy. Income per person was off by several thousand times, food supply was compared against calorie thresholds while being measured in tonnes, and the crop yield limit was set above the value it was clamping.
News and information
Fixed most news carrying no market signal at all. Sovereign defaults, flash crashes, company bankruptcies, exchange hacks, regulatory bans, economic shocks, analyst ratings and insider chatter were all published as "no information", so trading agents ignored them entirely, while a single takeover rumour moved everyone. All of these now carry a weighting appropriate to how serious they are.
Fixed one hedge fund closing being the single loudest event in the game, louder than a sovereign default and around 27 times louder than a realistic inflation or rate release.
Fixed the news feed being flushed by chatty publishers. A batch of around 75 analyst notes every ten days wiped every prior headline out of the market's attention window in one tick and reset perceived sentiment to exactly zero, which is why sentiment could swing out of nowhere. Sentiment now has its own, much deeper history separate from the visible feed.
Fixed uninformative headlines diluting real signals. Filler news no longer counts toward the market's sentiment average, and no single headline can dominate it.
Fixed macro releases being roughly two orders of magnitude too quiet. A realistic rate change or inflation print now registers as meaningful news.
Fixed crypto and company-specific news reaching every company in the world at full weight instead of being scoped to the sector it concerns.
Removed the compounding sector earnings multiplier that was applied as a growth rate rather than a level. It was the single largest cause of the quarterly market gaps.
Removed the third daily writer of the central bank interest rate, which drifted the rate by up to 1.8 percentage points a year with nothing correcting it and no visibility to the bank's own policy rule.
Removed the weekly inflation reset that was fighting the two daily systems writing the same value.
Removed a large block of unreachable trading logic. An entire per-country macro pathway covering reaction delays, regional economic signals and news misinterpretation was computed for every trading desk on every decision and then discarded because of a condition that could never be true. It is now wired into their quoting.
Removed the non-deterministic random source from the rumour system, which broke replay consistency.