Tuesday July 6th 2010 : Buy Order at 2564 (cash level) of the Systematic Trading Model on Eurostoxx

The systematic trading model is buying futures when the Eurostoxx index is breaking 2564 (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 2564, the model is waiting until a come back to 2564, then it buys futures.