Friday June 8th 2012 : Sell Order at 2099 (cash level) of the Systematic Trading Model on Eurostoxx

The systematic trading model is buying futures when the Eurostoxx index is breaking 2099 (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 below 2099 the model is waiting until a come back to 2099, then it sells futures.