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 | 361.27 | 367.90 | 357.39 | 366.34 | — | — | 801,620 | +4.4% | +3.9% |
| -4 | 2026-07-07 | 369.07 | 373.14 | 365.51 | 366.99 | — | — | 635,044 | +5.9% | +4.1% |
| -3 | 2026-07-08 | 365.02 | 367.65 | 358.02 | 361.76 | — | — | 648,403 | +4.3% | +2.6% |
| -2 | 2026-07-09 | 355.13 | 359.62 | 351.11 | 358.88 | — | — | 887,524 | +2.0% | +1.8% |
| -1 | 2026-07-10 | 357.80 | 357.80 | 352.79 | 357.17 | 362.23 | — | 608,752 | +1.5% | +1.3% |
| 0 | 2026-07-13 | 356.60 | 357.97 | 351.87 | 352.54 | 359.47 | — | 623,138 | +1.5% | +0.0% |
| 1 | 2026-07-14 | 351.19 | 360.14 | 351.19 | 359.55 | 357.98 | exit | 697,435 | +2.2% | +2.0% |
| 2 | 2026-07-15 | 357.88 | 373.65 | 357.88 | 370.98 | 359.82 | — | 1,134,849 | +6.0% | +5.2% |