Monday August 2nd 2010 : Buy Order at 2757 (cash level) of the Systematic Trading Model on Eurostoxx

Publié le par Boursif

  The systematic trading model is buying futures when the Eurostoxx index is breaking 2757 (cash level) on the upside.
If the order is executed, the position is sold back at 17h35 (
Paris time) at the closing bell.

If the market is opening with a bullish gap above 2757 the model is waiting until a come back to 2757, then it buys futures.

 

The order has been executed at 2757. The close level was 2822.

 

Performance--02Aug10-.jpg

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