The Art of Fugue itself was unfinished but if as the story goes, he died as he was penning the last bar of fugue 15, then he kind of signed himself out in the sense that the notes corresponding to the letters (in German) BACH are spelled as a motif as B flat, A, C and B natural in the 8th to the 5th bar before the final bar which is unfinished. I have no idea if this true. We do know that this unfinished fugue was the last piece he wrote.
This is a tall tale told by one of his sons to pump up the mystique (=> market value) of the unpublished work at the time of his father's death. Common sense and technical analysis tell a different story.
By all means,there's no way anyone, even the great Master himself, could have undertaken a project of 14 fugues with various subjects, with the final one (14, not 15) being a quadruple fugue that combines four of them together, without being certain of what the subjects were and that ultimately they could indeed be combined.
Bach scholars have analyzed the paper and the device used to draw staff lines to show that a completed version likely existed, now lost.
