Wednesday August 31st 2011 : Sell Order at 2218 (cash level) of the Systematic Trading Model on Eurostox

The systematic trading model is selling futures when the Eurostoxx index is breaking 2218 (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 2218 the model is waiting until a come back to 2218, then it sells futures.