Hello, There is currently a bug being reported within Steam trades that is making it so items are not being properly transferred, we recommend against trading until it has been resolved. Source: https://www.reddit.com/r/tf2/comments/3gvdr0/psa_do_not_trade/
Thanks for the heads up, Joe, I have been doing a lot of trading recently, and I do appreciate the warning about the loss of items. Thanks to @The Oddball too.