Monday July 15th 2013 : Sell Order at 2660 (cash level) of the Systematic Trading Model on Eurostoxx

The systematic trading model is selling futures when the Eurostoxx index is breaking 2660 (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 2660 the model is waiting until a come back to 2660, then it sells futures.