Monday May 20th 2013 : Sell Order at 2792(cash level) of the Systematic Trading Model on Eurostoxx

The systematic trading model is selling futures when the Eurostoxx index is breaking 2792 (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 2792 the model is waiting until a come back to 2792, then it sells futures.