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 | 2026-07-07 | 257.57 | 260.33 | 254.31 | 254.60 | — | — | 291,470 | +6.4% | +4.0% |
| -4 | 2026-07-08 | 253.14 | 255.71 | 250.84 | 252.68 | — | — | 261,484 | +4.5% | +3.2% |
| -3 | 2026-07-09 | 250.80 | 254.75 | 248.01 | 249.79 | — | — | 344,677 | +4.1% | +2.0% |
| -2 | 2026-07-10 | 251.18 | 251.18 | 245.09 | 247.97 | — | — | 293,869 | +2.6% | +1.3% |
| -1 | 2026-07-13 | 248.58 | 249.17 | 244.77 | 248.02 | 250.61 | — | 137,722 | +1.8% | +1.3% |
| 0 | 2026-07-14 | 245.37 | 246.34 | 243.47 | 244.84 | 248.66 | — | 174,871 | +0.6% | +0.0% |
| 1 | 2026-07-15 | 243.66 | 247.67 | 243.42 | 244.23 | 246.97 | exit | 248,833 | +1.2% | -0.2% |