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 | 93.24 | 95.01 | 93.24 | 94.13 | — | — | 116,176 | +10.3% | +9.3% |
| -4 | 2026-07-01 | 92.67 | 95.05 | 91.31 | 91.41 | — | — | 118,482 | +10.3% | +6.1% |
| -3 | 2026-07-02 | 92.48 | 92.85 | 90.08 | 91.95 | — | — | 106,682 | +7.8% | +6.7% |
| -2 | 2026-07-06 | 92.02 | 93.22 | 90.75 | 92.55 | — | — | 46,963 | +8.2% | +7.4% |
| -1 | 2026-07-07 | 91.82 | 91.82 | 89.32 | 89.39 | 91.89 | — | 64,863 | +6.6% | +3.8% |
| 0 | 2026-07-08 | 86.69 | 86.69 | 84.93 | 86.14 | 90.29 | — | 80,503 | +0.6% | -0.0% |
| 1 | 2026-07-09 | 86.68 | 88.26 | 86.68 | 86.81 | 89.37 | — | 70,376 | +2.4% | +0.8% |
| 2 | 2026-07-10 | 87.39 | 89.06 | 87.39 | 88.21 | 88.62 | — | 86,628 | +3.4% | +2.4% |
| 3 | 2026-07-13 | 87.72 | 88.72 | 85.60 | 86.52 | 87.41 | — | 82,811 | +3.0% | +0.4% |
| 4 | 2026-07-14 | 88.67 | 88.84 | 86.88 | 87.36 | 87.01 | exit | 66,734 | +3.1% | +1.4% |
| 5 | 2026-07-15 | 87.07 | 88.75 | 86.80 | 87.99 | 87.38 | — | 78,862 | +3.0% | +2.1% |