Friday September 10th 2010 : Sell Order at 2744 (cash level) of the Systematic Trading Model on Eurostoxx

The systematic trading model is selling futures when the Eurostoxx index is breaking 2744 (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 2744 the model is waiting until a come back to 2744, then it sells futures.