Monday August 9th 2010 : Buy Order at 2809 (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 2809 (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 2809 the model is waiting until a come back to 2809, then it buys futures.

 

The order has been executed at 2809. The close level was 2827.

 

Total performance is +16,25%

 

Performance--09Aug10-.jpg

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