Tuesday April 19th 2011 : Buy Order at 2911 (cash level) of the Systematic Trading Model on Eurostoxx

The systematic trading model is buying futures when the Eurostoxx index is breaking 2911 (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 2911 the model is waiting until a come back to 2911, then it buys futures.