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 | 2026-07-01 | 90.92 | 92.37 | 90.28 | 92.00 | — | — | 345,620 | +1.1% | +0.7% |
| -4 | 2026-07-02 | 92.00 | 94.45 | 91.95 | 94.38 | — | — | 249,647 | +3.4% | +3.3% |
| -3 | 2026-07-06 | 94.18 | 95.56 | 92.72 | 95.17 | — | — | 229,230 | +4.6% | +4.2% |
| -2 | 2026-07-07 | 96.19 | 96.26 | 94.21 | 94.80 | — | — | 239,189 | +5.4% | +3.8% |
| -1 | 2026-07-08 | 94.63 | 94.63 | 93.04 | 93.67 | 94.00 | — | 207,002 | +3.6% | +2.6% |
| 0 | 2026-07-09 | 93.05 | 93.16 | 91.06 | 91.32 | 93.87 | — | 512,586 | +2.0% | -0.0% |
| 1 | 2026-07-10 | 92.09 | 92.24 | 90.73 | 92.17 | 93.43 | — | 237,055 | +1.0% | +0.9% |
| 2 | 2026-07-13 | 91.78 | 93.05 | 91.69 | 91.81 | 92.75 | — | 172,320 | +1.9% | +0.5% |
| 3 | 2026-07-14 | 90.00 | 90.39 | 88.34 | 90.07 | 91.81 | — | 290,040 | -1.0% | -1.4% |
| 4 | 2026-07-15 | 89.13 | 89.19 | 86.93 | 87.24 | 90.52 | exit | 488,217 | -2.3% | -4.5% |