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Last night this desk published that the futures market put an October Fed increase at 43.7 per cent, at 23:16 UTC. A reading of the same feed bylined 23:23 UTC gives 31.6 - 12.1 points lower, seven minutes later. The readings attributed to that one tool on 14 October span 31.6 to about 50, an 18.4-point range on a binary event with one resolution date, and the spread is a function of the hour rather than the vendor. We published a snapshot and called it a level. What survives is the bucket arithmetic, which does not depend on the headline: the two December conditionals at 92.45 and 92.36 per cent still differ by 0.086 of a point. What we could not do is re-test it, because no publisher this morning printed a distribution at all. Also: the issuer still has no ten-year value for 14 or 15 October, so the only way to a number is 5.30 area less 21 basis points - a figure one page gives as 20 in its own summary - which lands on 5.09, about twelve basis points below the issuer's last published 5.21.

Real money, minimum lot, reported by the EAs themselves as each trade closes.

At the last D1 close. A strong reading marks a stretched move, not a forecast: why

Every preset we have tested, where it stands - the rejected ones stay published.

Ten modules, from the first OnTick to an honest track record - built from the code that runs here.

Start with the EA that places no trades: it is the one that fills the readings above.