Thursday July 5th 2012 : Sell Order at 2242 (cash level) of the Systematic Trading Model on Eurostoxx
The systematic trading model is selling futures when the Eurostoxx index is breaking 2242 (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 2242 the model is waiting until a come back to 2242, then it sells futures.