Day 0 is the signal bar. High/close performance columns are measured vs the signal close; classic exit return is measured vs the next session's open.
| day | date | open | high | low | close | SMA5 | classic | volume | high vs signal | close vs signal |
|---|---|---|---|---|---|---|---|---|---|---|
| -5 | 2026-06-30 | 96.98 | 97.72 | 95.13 | 96.08 | — | — | 259,839 | +2.7% | +1.0% |
| -4 | 2026-07-01 | 96.84 | 98.30 | 96.67 | 97.36 | — | — | 232,417 | +3.3% | +2.3% |
| -3 | 2026-07-02 | 98.01 | 98.87 | 97.47 | 97.66 | — | — | 392,116 | +3.9% | +2.6% |
| -2 | 2026-07-06 | 97.70 | 98.23 | 96.08 | 97.37 | — | — | 226,772 | +3.2% | +2.3% |
| -1 | 2026-07-07 | 98.72 | 99.13 | 95.75 | 96.91 | 97.08 | — | 322,440 | +4.2% | +1.8% |
| 0 | 2026-07-08 | 97.25 | 97.25 | 95.11 | 95.12 | 96.88 | — | 235,073 | +2.2% | -0.0% |
| 1 | 2026-07-09 | 94.86 | 96.54 | 94.86 | 96.53 | 96.72 | — | 285,514 | +1.5% | +1.4% |
| 2 | 2026-07-10 | 95.93 | 97.47 | 95.93 | 97.37 | 96.66 | exit | 119,671 | +2.4% | +2.3% |
| 3 | 2026-07-13 | 96.72 | 97.72 | 96.58 | 97.02 | 96.59 | — | 196,604 | +2.7% | +2.0% |
| 4 | 2026-07-14 | 98.04 | 98.37 | 97.08 | 97.99 | 96.81 | — | 241,844 | +3.4% | +3.0% |
| 5 | 2026-07-15 | 98.24 | 99.00 | 97.35 | 97.54 | 97.29 | — | 219,984 | +4.1% | +2.5% |