Everything below is on the site now and can be checked there. Entries marked
Correction are the ones that moved a number you may already have read — there are
4 of them, and they are the reason this page exists rather than a marketing post.
Bought once, improved anyway. Access here is a single payment with nothing to renew,
so this page is the only honest way to show that the thing you bought keeps getting better — and, when
we get something wrong, that we say so in public rather than quietly re-rendering it.
15 August 2026
New
Non-farm payrolls, measured
The first Friday of every month at 08:30 New York is the one scheduled event 23 years of
hourly bars can locate without an economic calendar. It moves 18 of the 18 markets we can
test — a median of 160% of an ordinary Friday's same hour, EUR/USD nearly double — and
not one of them shows a direction. The dashboard flags the day; it will never tell you
which way to lean, because the data does not.
New
Every page prints properly
The whole site is dark-themed, which used to print as pale grey on white paper. Now it
prints black on white with the links spelled out, tables that repeat their headers across pages,
and a line at the top of every sheet saying where the numbers came from and what they are not.
Correction
Alerts got much quieter, and much better
A window now has to clear two bars to reach your phone: it survived the backtest out
of sample, and its hour genuinely differs from that market's own average hour. That takes
the alert list from 126 windows to 22 — about 38 pushes a week instead of 154. The 33 US30 and 21
GER40 windows that used to alert were the index drifting upward, not a schedule.
New
The strategy board says why each rule works
Every row is now marked SCHEDULE or DRIFT ONLY. Both are real backtest
results; only the first means the hour itself behaves differently. 39 of 150 rows qualify — and
0 of 28 US30 rules, 0 of 21 GER40. There is a filter for the ones that do.
New
Compare two markets on one chart
Pick a second market on the up-rate chart and it draws alongside, with the correlation of
their daily shapes. EUR/USD and GBP/USD come back at +0.85 — holding both is close to one
position at twice the size, which is the thing the number is there to tell you.
Correction
The data was eleven days stale, and now says so
The weekly download had been half-failing for a fortnight while its log recorded success —
15 of 19 markets were 11 days behind. Fixed, and made visible: every market's history end date is
on the dashboard, and anything more than nine days old announces itself at the top of the page.
Improved
Loads about twenty times lighter
The dashboard used to download all nineteen markets before drawing anything — 384KB before
the first number. It now paints on the one market you are looking at and fetches the rest behind
that. It also works offline, and tells you when it is reading from your device's copy.
Improved
Every chart has a table behind it
A Table button on both heatmaps gives the same numbers as text — up-rate, range,
sample, z, and a plain yes or no on significance. Heatmap cells now take keyboard focus and
announce themselves to a screen reader, which they did not before.
Improved
Links you can send
Every view now has an address: symbol, timezone and the exact window live in the URL, so a
link reopens what you were looking at. Copy summary puts the numbers on your clipboard with
the sample size, the range and the caveat attached — because a screenshot of "60.7%" travels
without any of them.
14 August 2026
Correction
Measured against each market, not a coin flip
Significance used to be measured against a flat 50%. NAS100 and SPX500 close higher in
52.3% of every hour they trade, so their windows all looked bullish for a reason that had
nothing to do with the clock. Every figure is now scored against that market's own average hour.
Nothing moved in FX; in the equity indices six windows that were marked significant no longer
are, which is the correct answer.
Correction
Ask the data was answering for the wrong day
Asking about "Tuesday at 06:00" from UTC+8 was returning Tuesday 22:00 UTC when the right
answer is Monday 22:00. Anyone outside UTC was getting a neighbouring window. Fixed, and the
answers now carry their range, their baseline and the year-by-year spread.
New
A screener that prices its own false positives
/scan searches every weekday × hour window and prints, beside the
result, how many hits a market with no schedule at all would have produced at your settings.
Take the bar off entirely and it returns 2,221 windows against 2,221 expected from noise — which
is what a screener with no discipline is.
New
Every number now carries its range
A percentage from a finite sample is an estimate, so it is quoted with a 95% interval.
UK100 Wednesday 10:00 reads 56.4% and its range is 49.2–63.3% against a 51.0% baseline: it looks
like an edge and is not one. The main chart's shaded band is that interval.
New
Year by year, for any window
Pick a weekday and hour and the filter shows one bar per calendar year, so you can see
whether a 60% window was built evenly or by a handful of years. EUR/USD Sunday 21:00 holds in 22
of 24 years; EUR/USD Friday 15:00 splits 12–12, and says so.
New
The evidence, and the free data
/evidence publishes the three tests that could have sunk this
product — including the seven markets our own grid fails and the Dow at p = 1.00.
/api documents the aggregates behind every figure: static JSON, no key, no
quota, free to download whether you buy or not.
Under the hood
Not everything belongs on this page. The same weeks added a set of assertions that run
before anything is published — one definition of significance across every surface, the two data cubes
reconciling on all 3,192 windows, the spread tables agreeing, freshness, and a check that the numbers
quoted in our own sales copy still match the strategy board. A second harness boots the dashboard
against the shipped data so a broken page cannot deploy itself on a Saturday morning. None of that is
visible, and all of it is why the entries above can be specific.
The complete record — every angle examined, including the ones we rejected and why —
lives in research/market-watch/COMPONENTS.md in the repository.