How to Build an Entry Model

This is the written companion to Sires' lesson on building an order flow entry model, and it starts where most traders get it backwards. Your entry model is the bottom of your analysis, not the whole of it: it only exists to give you the best entry once the higher timeframe and the auction are already lined up, and traded on its own it is a precise way of trading noise. From there it strips order flow back to what it is, one exchange feed drawn four ways across the heatmap, the DOM, the footprint and Deep Trades, and to what an entry really is: a read on whether your side is winning and the other side is losing.

Then it gets into what most beginners miss. The same aggression behaves in opposite ways depending on the regime: in long gamma, where dealers compress price into balance, it gets trapped, so you trade the trapped side; in short gamma, where dealers amplify moves, it gets rewarded, so you trade the aggression test. It covers effort versus reward, the full concept map of reversal and continuation signatures, his two favourite entries in detail, and how many trades it takes before your own data means anything. The research behind each idea is sourced in the document, from Wyckoff's law of effort versus result to the 2021 studies on dealer hedging, and the whole model is on the free schematic below.