While a browser's incognito mode provides you a level of privacy when surfing the web by forgetting your browsing history, cookies, and data you enter into website forms after your current session, there are certain exceptions. For example, your keyboard input will still be monitored even if you go incognito if text prediction is enabled on Windows 10.
Thankfully for privacy-conscious users, Microsoft appears to be working on a new capability that will change that, assuming the feature hits public release. According to a post on the Chromium Gerrit, the new feature will stop Windows 10 from learning what you type on the keyboard when you are surfing the web in incognito mode (InPrivate browsing for Edge) using Chromium-based browsers. The same condition applies when you're browsing in guest mode.
It's worth noting that, already, web browsers alone won't save your keyboard input in an incognito setting. However, the text prediction feature of Windows 10 upends that, unless the browser tells it not to.
Of course, the new capability will also disable the operating system's ability to make text predictions based on your past browsing sessions while using those modes. That said, it will step up your privacy by keeping extremely confidential data from being tracked. For now, the feature is still in its early stage of development and there's no word on when it will be widely rolled out to consumers.