Monday June 13rd 2011 : Entry Point at 2762 (cash level) of the Systematic Trading Model on Eurostoxx

If the market opens above 2762, the model is waiting until a come back to 2762, then it sells futures.

If the market is opening below 2762, the model is waiting until a come back to 2762, then it buys futures.

If any order is executed, the position is closed at 17h35 (Paris time) at the closing bell.