Friday November 11th 2011 : Position sold back at 2324 (cash level)
Total performance for 2011 is now +5,75%
Total performance for 2011 is now +5,75%
The systematic trading model is now long futures (with an entry level equivalent to 2288 on the cash). The long position will be closed at 17h35 (Paris time). There is no stop order between now and the close.
The systematic trading model is buying futures when the Eurostoxx index is breaking 2288 (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...
If the market opens above 2299, the model is waiting until a come back to 2299, then it sells futures. If the market is opening below 2299, the model is waiting until a come back to 2299, then it buys futures. If any order is executed, the position is...
Total performance for 2011 is now +4,05%
The systematic trading model is now short futures (with an entry level equivalent to 2299 on the cash). The short position will be closed at 17h35 (Paris time). There is no stop order between now and the close.
If the market opens above 2299, the model is waiting until a come back to 2299, then it sells futures. If the market is opening below 2299, the model is waiting until a come back to 2299, then it buys futures. If any order is executed, the position is...
Total performance for 2011 is now +1,80%
The systematic trading model is now long futures (with an entry level equivalent to 2298 on the cash). The long position will be closed at 17h35 (Paris time). There is no stop order between now and the close.
The systematic trading model is buying futures when the Eurostoxx index is breaking 2298 (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...