Tuesday June 12th 2012 : Sell Order at 2137 (cash level) of the Systematic Trading Model on Eurostoxx

The systematic trading model is buying futures when the Eurostoxx index is breaking 2137 (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 2137 the model is waiting until a come back to 2137, then it sells futures.