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 | 635.83 | 637.57 | 615.22 | 620.65 | — | — | 37,620 | +8.6% | +5.8% |
| -4 | 2026-07-06 | 621.35 | 637.57 | 618.81 | 635.40 | — | — | 46,578 | +8.6% | +8.3% |
| -3 | 2026-07-07 | 630.86 | 630.86 | 592.90 | 603.54 | — | — | 74,990 | +7.5% | +2.8% |
| -2 | 2026-07-08 | 600.61 | 600.61 | 591.08 | 596.75 | — | — | 52,821 | +2.3% | +1.7% |
| -1 | 2026-07-09 | 603.25 | 603.25 | 591.37 | 592.61 | 609.79 | — | 53,115 | +2.8% | +1.0% |
| 0 | 2026-07-10 | 597.04 | 598.73 | 586.74 | 586.87 | 603.03 | — | 43,450 | +2.0% | +0.0% |
| 1 | 2026-07-13 | 586.15 | 587.68 | 582.40 | 585.79 | 593.11 | — | 65,610 | +0.1% | -0.2% |
| 2 | 2026-07-14 | 594.09 | 600.39 | 579.80 | 584.77 | 589.36 | — | 46,849 | +2.3% | -0.4% |
| 3 | 2026-07-15 | 581.30 | 590.09 | 576.61 | 589.45 | 587.90 | exit | 53,182 | +0.6% | +0.4% |