Barky’s LTF DEM / Diagonal Entry Model
◆Barkworthy Notes — The LTF DEM & Edges Cumulative Setup Analytics
ALL SETUPS · CUMULATIVE DATA
Setup count
#1 – #46
Model
LTF DEM / M2 DEM / M2 ZD
From
08 Jun 2026
To
31 Jul 2026
Instrument
NASDAQ 100 (NQ)
Cumulative
+280.9R
Net R46 setups
+280.9R
Trade win %
95.7%
4402
Profit factor
141.5
Day win %
97.2%
3501
Avg win / loss
6.43
Cumulative R · 08 Jun 2026 → 31 Jul 2026 · #1–#46
One Setup for Life: From Commitment to Perfection
Setups46
Paid / Failed44 / 2
Win rate95.7%
Cumulative R+280.9R
Avg reward / setup+6.11R
System expectancy+6.11R
Avg MFE (paid)6.43R
Avg MAE (all)0.07R
Largest MFE26R
Clean entries (0 MAE)37/46
Month over month
MetricJun 2026Jul 2026
Nett R+119.8R+161.1R
Setups2125
Paid / Failed19/225/0
Win rate90%100%
Expectancy+5.70R+6.44R
Avg MFE6.41R6.44R
Avg MAE0.05R0.10R
Expectancy by grade
A++9.78Rn=15
A+3.65Rn=12
B++2.60Rn=4
B+4.92Rn=12
—+7.00Rn=3
Payoff of the confluence model — higher grade should pay more R.
Expectancy by edge
ltf+7.16Rn=24
zd+5.42Rn=15
dem+3.96Rn=7
Never pooled for expectancy; compared here to show which edge carries the account.
IMFE vs MFE by grade — R left on the table
A+IMFE 1.83R→MFE 10.73R+8.90R leftn=11
AIMFE 1.43R→MFE 5.23R+3.80R leftn=3
B+IMFE 1.00R→MFE 2.60R+1.60R leftn=4
BIMFE 0.99R→MFE 4.88R+3.89R leftn=8
From #21 onward (IMFE wasn’t tracked for #1–20). Gap = what the setup offered beyond the first exhaustion, i.e. what a partial-only exit leaves behind.
Entry mechanic — how the trigger presented
3Demand wick acceptance+7.25R exp8.07R MFE91% paidn=11
2Supply wick failure+5.86R exp6.07R MFE97% paidn=34
1Not clear+2.00R exp2.00R MFE100% paidn=1
1 = not clear · 2 = supply wick failure · 3 = demand wick acceptance. Tracked to see whether the mechanic surfaces an edge; distribution is currently supply-wick-heavy.
Time of day — when the setup formed (NY)
Morning · 07:00–12:00+5.34R exp5.34R MFE100% paidn=31
Afternoon · 12:00–16:00+8.12R exp9.77R MFE85% paidn=13
Outside · o/n + European+5.00R exp5.00R MFE100% paidn=2
Mornings carry the consistency; afternoons run bigger but hold the only two career losses. Overnight = European session.
Swept vs unswept — does the «+» hold?
Swept (+)+6.20R exp6.55R MFE95% paidn=44
Unswept+4.00R exp4.00R MFE100% paidn=2
Direct test of the grade model’s core claim: a swept key level should lift expectancy.
Read vs outcome — does legibility predict R?
Easy+6.54R exp6.97R MFE95% paidn=37
Medium+2.50R exp2.50R MFE100% paidn=1
Hard+4.06R exp4.06R MFE100% paidn=7
Tests whether hard-to-read setups actually pay less, or simply feel harder while paying like the rest.
The signature — MAE-conditioned expectancy
MAE = 0 (immediate push)
100%win
37 setups · +6.27R exp · 6.27R avg MFE
Went against entry (incl. stops)
78%win
9 setups · +5.44R exp · 7.29R avg MFE
The entry model’s central claim: if the setup doesn’t push immediately, there’s no stop-run and it fails. When it holds, MAE = 0 setups should decisively out-perform the ones that first went against entry — a tradeable filter, not just a description.
Setup potential, not personal P&L. Continuous record across every setup; never resets. MFE = peak favourable excursion available per setup; MAE = max adverse excursion from entry. Failures booked at −1R. Edges tracked separately, never pooled. Earliest setups (#1–20) carry archived MFE approximations; #21 onward exact.
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