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 | 1235.53 | 1248.53 | 1227.00 | 1235.26 | — | — | 159,456 | +8.3% | +7.2% |
| -4 | 2026-07-08 | 1211.74 | 1241.16 | 1205.41 | 1216.24 | — | — | 109,183 | +7.7% | +5.5% |
| -3 | 2026-07-09 | 1213.50 | 1228.81 | 1201.16 | 1215.62 | — | — | 82,400 | +6.6% | +5.5% |
| -2 | 2026-07-10 | 1211.41 | 1211.49 | 1179.28 | 1188.57 | — | — | 109,272 | +5.1% | +3.1% |
| -1 | 2026-07-13 | 1179.57 | 1195.44 | 1167.01 | 1183.95 | 1207.93 | — | 87,039 | +3.7% | +2.7% |
| 0 | 2026-07-14 | 1159.79 | 1163.12 | 1140.79 | 1154.26 | 1191.73 | — | 120,038 | +0.9% | +0.1% |
| 1 | 2026-07-15 | 1145.50 | 1160.57 | 1135.10 | 1156.54 | 1179.79 | exit | 98,001 | +0.7% | +0.3% |