The entry model

Not most of the conditions. All of them, in order. If one is missing, there is no trade, however good the chart looks.

The point is not that a checklist finds better trades. When each entry is a slightly different idea, fifty trades are fifty small experiments, and the sample from Day 9, The math behind trading tells you nothing about any of them.

Anything that needs your feel on the day is not part of the model yet.

Plenty of traders use versions of this model, plenty use something else entirely, and none of it works on every trade. This is the long version; a short flips every step.

1. The higher timeframe is bullish: H4 is making higher highs and higher lows, or price sits in an H4 demand zone. The full method is in Day 14, Multi-timeframe analysis.
2. On M15, a wick runs below a clear low or a pair of equal lows and the candle closes back above it. The sell stops under those lows are filled, which is fuel for a move up. See Day 13, Liquidity.
3. After the sweep, an M15 body closes above the last lower high. That is the market structure shift. The lower timeframe has turned with the higher one. See Day 10, Market structure.
4. The move that made the shift left a fair value gap or a demand zone, and price comes back into it. The entry sits at its edge. Gaps are in Day 12, Identifying fair value gaps, and zones in Day 11.
5. The stop goes a few pips beyond the sweep low, and that distance can be sized at your normal risk. If price trades back under the sweep low, the idea was wrong. Sizing is in Day 4, How to choose your risk.
6. The target is the next liquidity: the old high, where buy stops rest. It has to be at least 2R away.

A gap that is not left by the shift is not this model either, even if all the pieces are on the chart somewhere.

Price falls from the old high at 1.09200 before the equal lows form. The shift comes two candles after the sweep, and it is the candle that made it that leaves the gap. Price runs on, then comes back and trades down to 1.08790, into the gap, before the buy limit fills.

Plenty of real charts sweep, shift, fill and then stop out, which is why the model is judged over a sample and never on one picture.

Nothing is left to decide once the conditions are met. With the size fixed, every condition holds. Spread and commission are left out of the example to keep it readable.

The checklist says whether the setup is valid, not valid yet, or whether a tick needs another look. Setup 3 looks clean on M15 and fails twice, once on the higher timeframe and once on the target.

Write the model as a strategy (in the last chapter), then link it when you create a backtest session. The backtester shows its entry criteria as a checklist before every entry. Replay a few months of one pair and take only the trades that tick all six.

Knowing the common ways a chart almost fits is what keeps the sample clean. Spreads widen and stops slip around big releases, as Day 6, Key news events showed, so a common rule is no new entries in a set window before them. When the model says no and price goes your way anyway, nothing was lost. A trade the model did not allow is far harder to undo.

Writing it down is what stops the drift, which takes a few weeks to creep in. Test in the backtester before it costs money; the backtesting lesson goes through how. Synced trades show whether you traded the model and not something like it.

In the strategy, put the stop and target rules under In the trade, and leave the management rules for the next part of the week. Filtering Analytics to this strategy alone reads the model's own win rate and expectancy instead of a blend of everything you trade.