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 | 238.85 | 239.42 | 237.85 | 238.03 | — | — | 37,048 | +2.0% | +1.5% |
| -4 | 2026-07-01 | 237.10 | 242.89 | 237.06 | 242.01 | — | — | 31,223 | +3.5% | +3.1% |
| -3 | 2026-07-02 | 242.43 | 242.43 | 237.61 | 238.98 | — | — | 37,901 | +3.3% | +1.9% |
| -2 | 2026-07-06 | 237.57 | 240.78 | 237.57 | 240.03 | — | — | 33,267 | +2.6% | +2.3% |
| -1 | 2026-07-07 | 239.08 | 241.48 | 239.08 | 239.74 | 239.76 | — | 49,666 | +2.9% | +2.2% |
| 0 | 2026-07-08 | 237.24 | 237.24 | 232.34 | 234.56 | 239.06 | — | 57,275 | +1.1% | -0.0% |
| 1 | 2026-07-09 | 236.21 | 238.91 | 236.05 | 237.99 | 238.26 | — | 42,065 | +1.8% | +1.4% |
| 2 | 2026-07-10 | 239.34 | 242.69 | 239.23 | 242.25 | 238.91 | exit | 66,417 | +3.4% | +3.2% |
| 3 | 2026-07-13 | 243.48 | 244.47 | 241.66 | 242.60 | 239.43 | — | 99,870 | +4.2% | +3.4% |
| 4 | 2026-07-14 | 243.56 | 246.11 | 240.77 | 241.75 | 239.83 | — | 81,970 | +4.9% | +3.0% |
| 5 | 2026-07-15 | 245.21 | 248.61 | 241.47 | 248.61 | 242.64 | — | 133,388 | +6.0% | +6.0% |