Tuesday May 3rd 2011 : Sell Order at 2981 (cash level) of the Systematic Trading Model on Eurostoxx
The systematic trading model is selling futures when the Eurostoxx index is breaking 2981 (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 with a bearish gap below 2981 the model is waiting until a come back to 2981, then it sells futures.