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 | 113.25 | 113.25 | 109.92 | 111.23 | — | — | 158,792 | +3.6% | +1.7% |
| -4 | 2026-07-01 | 111.55 | 114.43 | 110.72 | 112.86 | — | — | 138,387 | +4.6% | +3.2% |
| -3 | 2026-07-02 | 113.56 | 114.50 | 112.23 | 113.82 | — | — | 78,219 | +4.7% | +4.1% |
| -2 | 2026-07-06 | 111.79 | 113.00 | 111.41 | 112.97 | — | — | 64,685 | +3.3% | +3.3% |
| -1 | 2026-07-07 | 113.98 | 113.98 | 110.24 | 112.10 | 112.60 | — | 87,932 | +4.2% | +2.5% |
| 0 | 2026-07-08 | 109.50 | 110.61 | 108.13 | 109.40 | 112.23 | — | 61,500 | +1.2% | +0.0% |
| 1 | 2026-07-09 | 109.35 | 113.12 | 109.35 | 112.97 | 112.25 | exit | 116,827 | +3.4% | +3.3% |
| 2 | 2026-07-10 | 113.23 | 113.70 | 112.23 | 112.26 | 111.94 | — | 52,338 | +4.0% | +2.7% |
| 3 | 2026-07-13 | 111.42 | 112.73 | 110.53 | 111.03 | 111.55 | — | 76,229 | +3.1% | +1.5% |
| 4 | 2026-07-14 | 109.20 | 111.69 | 109.20 | 111.18 | 111.37 | — | 80,619 | +2.1% | +1.7% |
| 5 | 2026-07-15 | 111.86 | 111.99 | 110.73 | 111.28 | 111.75 | — | 51,373 | +2.4% | +1.8% |