Thursday September 30th 2010 : Entry Point at 2762 (cash level) of the Systematic Trading Model on Eurostoxx
If the market opens above 2762, the model is waiting until a come back to 2762, then it sells futures. If the market is opening below 2762, the model is waiting until a come back to 2762, then it buys futures. If any order is executed, the position is...