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 | 2026-07-06 | 373.50 | 373.50 | 360.05 | 366.44 | — | — | 113,403 | +3.6% | +1.7% |
| -4 | 2026-07-07 | 374.62 | 374.88 | 366.44 | 367.92 | — | — | 79,742 | +4.0% | +2.1% |
| -3 | 2026-07-08 | 365.91 | 371.21 | 363.20 | 368.10 | — | — | 79,321 | +3.0% | +2.1% |
| -2 | 2026-07-09 | 368.06 | 368.63 | 361.14 | 363.60 | — | — | 66,747 | +2.3% | +0.9% |
| -1 | 2026-07-10 | 362.91 | 364.64 | 361.14 | 363.37 | 365.89 | — | 94,294 | +1.2% | +0.8% |
| 0 | 2026-07-13 | 361.03 | 362.25 | 355.83 | 360.47 | 364.69 | — | 60,490 | +0.5% | +0.0% |
| 1 | 2026-07-14 | 355.83 | 358.44 | 354.74 | 355.26 | 362.16 | — | 49,104 | -0.6% | -1.4% |
| 2 | 2026-07-15 | 354.95 | 359.84 | 354.23 | 358.31 | 360.20 | exit | 66,738 | -0.2% | -0.6% |