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 | 252.51 | 252.79 | 248.73 | 250.28 | — | — | 123,172 | +2.7% | +1.7% |
| -4 | 2026-07-02 | 249.86 | 255.20 | 249.59 | 254.99 | — | — | 78,885 | +3.7% | +3.6% |
| -3 | 2026-07-06 | 253.03 | 258.50 | 252.71 | 258.33 | — | — | 54,266 | +5.0% | +5.0% |
| -2 | 2026-07-07 | 263.37 | 265.49 | 257.06 | 257.91 | — | — | 94,955 | +7.9% | +4.8% |
| -1 | 2026-07-08 | 256.12 | 259.28 | 251.04 | 251.29 | 254.56 | — | 90,958 | +5.4% | +2.1% |
| 0 | 2026-07-09 | 251.59 | 253.44 | 244.40 | 246.09 | 253.72 | — | 112,518 | +3.0% | -0.0% |
| 1 | 2026-07-10 | 248.39 | 248.39 | 242.35 | 243.18 | 251.36 | — | 121,135 | +0.9% | -1.2% |
| 2 | 2026-07-13 | 243.59 | 246.50 | 243.59 | 244.06 | 248.51 | — | 58,211 | +0.2% | -0.8% |
| 3 | 2026-07-14 | 237.67 | 241.61 | 236.91 | 236.98 | 244.32 | — | 61,358 | -1.8% | -3.7% |
| 4 | 2026-07-15 | 239.12 | 246.06 | 237.79 | 243.74 | 242.81 | exit | 70,752 | -0.0% | -1.0% |