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 | 128.75 | 129.60 | 127.89 | 128.81 | — | — | 312,715 | +7.3% | +6.6% |
| -4 | 2026-07-08 | 128.01 | 128.09 | 125.24 | 125.97 | — | — | 447,623 | +6.1% | +4.3% |
| -3 | 2026-07-09 | 125.42 | 126.25 | 124.44 | 125.05 | — | — | 250,614 | +4.5% | +3.5% |
| -2 | 2026-07-10 | 125.25 | 125.50 | 122.93 | 123.48 | — | — | 267,543 | +3.9% | +2.2% |
| -1 | 2026-07-13 | 123.57 | 124.45 | 122.46 | 124.01 | 125.46 | — | 147,589 | +3.0% | +2.7% |
| 0 | 2026-07-14 | 123.23 | 123.46 | 120.18 | 120.82 | 123.87 | — | 355,699 | +2.2% | +0.0% |
| 1 | 2026-07-15 | 123.93 | 124.89 | 122.81 | 123.55 | 123.38 | exit | 381,902 | +3.4% | +2.3% |