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Friday August 2nd 2013 : Sell Order at 2762 (cash level) of the Systematic Trading Model on Eurostoxx
The systematic trading model is selling futures when the Eurostoxx index is breaking 2762 (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 2762...
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Thursday July 25th 2013 : Sell Order at 2717 (cash level) of the Systematic Trading Model on Eurostoxx
The systematic trading model is selling futures when the Eurostoxx index is breaking 2717 (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 2717...
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Monday August 5th 2013 : Sell Order at 2773 (cash level) of the Systematic Trading Model on Eurostoxx
The systematic trading model is selling futures when the Eurostoxx index is breaking 2773 (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 2773...
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Thursday August 1st 2013 : Sell Order at 2749 (cash level) of the Systematic Trading Model on Eurostoxx
The systematic trading model is selling futures when the Eurostoxx index is breaking 2749 (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 2749...
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Wednesday July 24th 2013 : Sell Order at 2697 (cash level) of the Systematic Trading Model on Eurostoxx
The systematic trading model is selling futures when the Eurostoxx index is breaking 2697 (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 2697...
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Wednesday July 31st 2013 : Sell Order at 2745 (cash level) of the Systematic Trading Model on Eurostoxx
The systematic trading model is selling futures when the Eurostoxx index is breaking 2745 (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 2745...
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Monday July 29th 2013 : Sell Order at 2738 (cash level) of the Systematic Trading Model on Eurostoxx
The systematic trading model is selling futures when the Eurostoxx index is breaking 2738 (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 2738...
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Monday April 22nd 2013 : Buy Order at 2593 (cash level) of the Systematic Trading Model on Eurostoxx
The systematic trading model is buying futures when the Eurostoxx index is breaking 2593 (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 above 2593 the...
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Statistics from 2010 : +34% in a little more than 2 years !
The Systematictrading Model on Eurostoxx is quite performant and consistant. Its performance is stable over time. Years after years it creates strong added value and takes advantage of technical points. Here are all the global statistics from 2010 1-...
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Monday August 2nd 2010 : Buy Order at 2757 (cash level) of the Systematic Trading Model on Eurostoxx
The systematic trading model is buying futures when the Eurostoxx index is breaking 2757 (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...
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Friday August 6th 2010 : Sell Order at 2791 (cash level) of the Systematic Trading Model on Eurostoxx
The systematic trading model is selling futures when the Eurostoxx index is breaking 2791 (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...
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Monday August 9th 2010 : Buy Order at 2809 (cash level) of the Systematic Trading Model on Eurostoxx
The systematic trading model is buying futures when the Eurostoxx index is breaking 2809 (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...
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Friday July 30th 2010 : Sell Order at 2754 (cash level) of the Systematic Trading Model on Eurostoxx
The systematic trading model is selling futures when the Eurostoxx index is breaking 2754 (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...
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Methodology and Backtesting (2001 - 2010)
Methodology Systematic Trading Strategy based on Eurostoxx Futures. A position is open with a stop order when the market is breaking a resistance level or a support level. The position is closed at 17h35 (Paris Time) on the close. Net Asset Value between...
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Thursday August 8th 2013 : Entry Point at 2799 (cash level) of the Systematic Trading Model on Eurostox
If the market opens above 2799, the model is waiting until a come back to 2799, then it sells futures. If the market is opening below 2799, the model is waiting until a come back to 2799, then it buys futures. If any order is executed, the position is...
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Friday August 16th 2013 : Entry Point at 2828 (cash level) of the Systematic Trading Model on Eurostox
If the market opens above 2828, the model is waiting until a come back to 2828, then it sells futures . If the market is opening below 2828, the model is waiting until a come back to 2828, then it buys futures. If any order is executed , the position...
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Thursday June 20th 2013 : Sell Order at 2677 (cash level) of the Systematic Trading Model on Eurostoxx
The systematic trading model is selling futures when the Eurostoxx index is breaking 2677 (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 2777...
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Thursday July 18th 2013 : Entry Point at 2678 (cash level) of the Systematic Trading Model on Eurostox
If the market opens above 2678, the model is waiting until a come back to 2678, then it sells futures. If the market is opening below 2678, the model is waiting until a come back to 2678, then it buys futures. If any order is executed, the position is...
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Thursday May 30th 2013 : Entry Point at 2796 (cash level) of the Systematic Trading Model on Eurostox
If the market opens above 2796, the model is waiting until a come back to 2796, then it sells futures. If the market is opening below 2796, the model is waiting until a come back to 2796, then it buys futures. If any order is executed, the position is...
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Tuesday June 19th 2013 : Sell Order at 2675 (cash level) of the Systematic Trading Model on Eurostoxx
The systematic trading model is selling futures when the Eurostoxx index is breaking 2675 (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 2775...
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Thursday May 23rd 2013 : Entry Point at 2813 (cash level) of the Systematic Trading Model on Eurostox
If the market opens above 2813, the model is waiting until a come back to 2813, then it sells futures. If the market is opening below 2813, the model is waiting until a come back to 2813, then it buys futures. If any order is executed, the position is...
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Thursday April 25th 2013 : Sell Order at 2613 (cash level) of the Systematic Trading Model on Eurostoxx
The systematic trading model is selling futures when the Eurostoxx index is breaking 2613 (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 2613...
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Wednesday June 12th 2013 : Buy Order at 2705 (cash level) of the Systematic Trading Model on Eurostoxx
The systematic trading model is buying futures when the Eurostoxx index is breaking 2705 (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 above 2705 the...
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Friday June 14th 2013 : Buy Order at 2684 (cash level) of the Systematic Trading Model on Eurostoxx
The systematic trading model is buying futures when the Eurostoxx index is breaking 2684 (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 above 2684 the...
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Tuesday January 2nd 2013 : Sell Order at 2644 (cash level) of the Systematic Trading Model on Eurostoxx
The systematic trading model is selling futures when the Eurostoxx index is breaking 2644 (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 2644...