Monday October 18th 2010 : Sell Order at 2810 (cash level) of the Systematic Trading Model on Eurostoxx

The systematic trading model is selling futures when the Eurostoxx index is breaking 2810 (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 with a bearish gap below 2810 the model is waiting until a come back to 2810, then it sells futures.