Thursday August 04th 2011 : Buy Order at 2616 (cash level) of the Systematic Trading Model on Eurostoxx

The systematic trading model is buying futures when the Eurostoxx index is breaking 2616 (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 2616 the model is waiting until a come back to 2616, then it buys futures.