Tuesday July 24th 2012 : Buy Order at 2243 (cash level) of the Systematic Trading Model on Eurostoxx

The systematic trading model is buying futures when the Eurostoxx index is breaking 2243 (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 above 2243 the model is waiting until a come back to 2243, then it buys futures.