Friday May 20th 2011 : Entry Point at 2884 (cash level) of the Systematic Trading Model on Eurostoxx
If the market opens above 2884, the model is waiting until a come back to 2884, then it sells futures.
If the market is opening below 2884, the model is waiting until a come back to 2884, then it buys futures.
If any order is executed, the position is closed at 17h35 (Paris time) at the closing bell.