Model library · Entry Flash — YM
E-mini Dow futures
Cumulative: +2,255.0 pts · October 2025 – August 2026
YM · 183 trades · 66.7% win rate · profit factor 1.489
Results are shown in index points, as on the chart. YM is a separate verified backtest on the same canonical Entry Flash script: 183 trades · 66.7% win rate · profit factor 1.489. Simulated historical backtest.
| Month | Net points |
|---|---|
| October 2025 | +504.0 pts |
| November 2025 | -55.0 pts |
| December 2025 | +438.0 pts |
| January 2026 | -21.0 pts |
| February 2026 | +1016.0 pts |
| March 2026 | -91.0 pts |
| April 2026 | +407.0 pts |
| May 2026 | +43.0 pts |
| June 2026 | +162.0 pts |
| July 2026 | -22.0 pts |
| August 2026 | -126.0 pts |
| Window cumulative | +2255 pts |
Monthly rows: verified TradingView Strategy Tester export, Oct 2025 – Aug 2026, net points per month. The shared Oct 2025 – Jun 2026 window gives 2,403 pts in this export against the 2,389 pts published before, on the same 148 trades and the same 70.3% win rate: one exit fill differs by 14 points (USD 70, 0.6%). The published row was not wrong; this export is the one on the machine, so it is the one quoted.
How to read this row: Cumulative +2,255.0 pts is before commission: 2,255.0 pts × USD 5.00 = USD 11,275. Worst day -USD 1,580. Drawdown -USD 3,180 closed, -USD 3,270 including open equity. Worst month -USD 630 (August 2026). September 2026 is a partial month and is excluded. At one contract its worst day is -USD 1,580, which sits inside a USD 5,000 trailing drawdown with no daily cap: the cell is published under Tested against the published rule range below. One point = USD 5.00. Every headline equals the exact sum of the monthly rows above.
Full-month replay · YM · June 2026
June 2026 · +162.0 pts · historical model replay, shown for demonstration. Results are presented in index points and do not represent verified brokerage fills.
Measured on the same file and window as the record above, at the size stated. Pass rates are indicative: the evaluation starts at the first trade of each month and runs the real fill sequence forward with a 40% consistency rule. Swept against the range of rule sets prop firms publish - deadline 14, 30, 60, 90 days or none; drawdown USD 250 to USD 8,000; target 1.0x, 1.5x or 2.0x the drawdown; daily loss cap none or half the drawdown; consistency none or 40%. The cell published here is the smallest drawdown the run's own risk needs, read at the as-traded size. No firm is named and no firm's rule set is modelled.
| Requirement | Result |
|---|---|
| Rule set | trailing drawdown USD 5,000, profit target USD 7,500 (1.5x the drawdown), no daily loss cap, 40% consistency |
| Size | 2 contracts per signal (as traded) |
| Worst single day | -USD 1,580 |
| Worst drawdown | -USD 3,270 |
| Trailing drawdown breaches | 0% |
| Finished inside 90 / 60 / 30 days | 0 / 0 / 0 month-starts |
| Median trades to pass | 68 |
| Evaluations passed | 45% over 11 month-starts |
Every firm’s rules differ and change without notice. These figures measure the risk this model produced in the tested window at the stated size; they are not a promise of a pass. Size to the stricter of your firm’s daily loss limit and its drawdown type — trailing intraday, trailing end-of-day or static.
Entry Flash is a systematic entry model published as an Iron Ledger TradingView script. It applies the same research framework to each market it covers.
When a qualified setup appears, the model marks the complete trade plan on the chart — entry, protective stop and management. It does not predict direction and does not guarantee outcomes.
Signals are evaluated on the close of a bar and stay where they printed: the model does not repaint. The small pre-entry heads-up marker is drawn a bar back by design, and the live marker on the trade plan updates while a bar is still forming. The entry signal neither moves nor disappears.
This publication covers intraday, short-side scalping setups on YM (E-mini Dow) index futures. Additional markets, sides and timeframes are added as they pass verification.
Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results. Fees, slippage and live execution may differ. Past performance is not indicative of future results.