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 | 2026-07-02 | 116.30 | 117.30 | 115.38 | 117.27 | — | — | 41,368 | +3.8% | +3.8% |
| -4 | 2026-07-06 | 116.92 | 117.11 | 116.23 | 116.95 | — | — | 26,742 | +3.7% | +3.5% |
| -3 | 2026-07-07 | 118.32 | 119.81 | 117.50 | 117.56 | — | — | 53,659 | +6.1% | +4.1% |
| -2 | 2026-07-08 | 116.53 | 116.53 | 113.94 | 113.97 | — | — | 54,935 | +3.2% | +0.9% |
| -1 | 2026-07-09 | 114.01 | 114.16 | 113.17 | 113.23 | 115.79 | — | 29,216 | +1.1% | +0.2% |
| 0 | 2026-07-10 | 113.85 | 114.06 | 112.62 | 112.94 | 114.93 | — | 43,845 | +1.0% | -0.0% |
| 1 | 2026-07-13 | 113.79 | 114.41 | 113.24 | 114.09 | 114.36 | — | 48,198 | +1.3% | +1.0% |
| 2 | 2026-07-14 | 114.28 | 114.28 | 112.88 | 113.00 | 113.45 | — | 66,316 | +1.2% | +0.0% |
| 3 | 2026-07-15 | 113.34 | 113.34 | 111.56 | 111.84 | 113.02 | exit | 61,973 | +0.3% | -1.0% |