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 | 502.91 | 529.08 | 501.94 | 528.03 | — | — | 71,235 | +9.0% | +8.8% |
| -4 | 2026-07-06 | 528.60 | 529.90 | 512.53 | 529.56 | — | — | 71,128 | +9.2% | +9.1% |
| -3 | 2026-07-07 | 531.57 | 531.57 | 514.90 | 522.22 | — | — | 143,929 | +9.5% | +7.6% |
| -2 | 2026-07-08 | 524.02 | 524.82 | 498.26 | 498.39 | — | — | 114,302 | +8.1% | +2.7% |
| -1 | 2026-07-09 | 496.82 | 500.15 | 482.56 | 496.32 | 514.90 | — | 125,456 | +3.0% | +2.3% |
| 0 | 2026-07-10 | 494.76 | 494.76 | 484.58 | 485.36 | 506.37 | — | 60,402 | +1.9% | -0.0% |
| 1 | 2026-07-13 | 482.71 | 483.62 | 474.95 | 480.23 | 496.50 | — | 60,048 | -0.4% | -1.1% |
| 2 | 2026-07-14 | 474.10 | 480.80 | 473.49 | 476.37 | 487.33 | — | 55,342 | -0.9% | -1.9% |
| 3 | 2026-07-15 | 473.88 | 480.77 | 469.85 | 476.99 | 483.05 | exit | 60,409 | -1.0% | -1.7% |