Depletion Mode MOSFET Modelling in SPICE
The solution is given in the LTSpice help file you linked:


  VTO is positive (negative) for enhancement mode and negative (positive) for depletion mode N-channel (P-channel) devices.


For an NMOS FET, if VTO is positive, you have an enhancement mode device. If VTO is negative, then you have a depletion mode device.

For a depletion mode NMOS FET, with 0 Vgs the channel will conduct. Vgs must be pulled below 0 V in order to cut off the channel. In SPICE this behavior is represented by a negative threshold voltage, controlled by the VTO parameter.

From your comments, though, you want


  When Vgs > Vth the channel will close an only leakage will flow.


To get this behavior, you need a p-channel depletion mode MOSFET. An n-channel FET doesn't work this way.