On July 10, 1996, about 0740 central daylight time, a Cessna 140, N2102N, registered to an individual, crashed into trees when the engine lost power during a go-around at Yellow River Valley Airport, Holt, Florida, while on a 14 CFR Part 91 personal flight. Visual meteorological conditions prevailed at the time and no flight plan was filed. The aircraft received substantial damage and the private-rated pilot was not injured. The flight originated from Niceville, Florida, the same day, about 0725. The pilot stated his approach to landing was high. As he applied engine power to perform a go-around, he turned off the carburetor heat and raised the flaps. The engine developed adequate power to begin a climb but he noticed it was running rough. The engine roughness got continually worse and he lost power to the point that he could not maintain altitude. The aircraft crashed into trees on the west end of the strip and came to rest. Postcrash examination of the engine by an FAA inspector failed to reveal the reason for the loss of engine power.