The systematic trading model is selling futures when the Eurostoxx index is breaking 2791 (cash level) on the downside.
If the order is executed, the position is bought back at 17h35 (Paris time) at the closing bell.
If the market is opening with a bearish gap below 2791 the model is waiting until a come back to 2791, then it sells futures.
The order has been executed at 2791. The close level was 2767.
Total performance is +15,50%