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 | 113.36 | 114.53 | 112.39 | 113.25 | — | — | 64,549 | +5.3% | +4.1% |
| -4 | 2026-07-08 | 113.83 | 113.83 | 112.03 | 112.29 | — | — | 65,519 | +4.6% | +3.2% |
| -3 | 2026-07-09 | 111.16 | 112.46 | 110.32 | 110.88 | — | — | 80,424 | +3.4% | +1.9% |
| -2 | 2026-07-10 | 110.64 | 111.72 | 110.24 | 111.57 | — | — | 40,486 | +2.7% | +2.5% |
| -1 | 2026-07-13 | 112.63 | 113.60 | 110.28 | 110.28 | 111.65 | — | 89,155 | +4.4% | +1.4% |
| 0 | 2026-07-14 | 109.97 | 110.47 | 108.12 | 108.87 | 110.78 | — | 86,206 | +1.5% | +0.1% |
| 1 | 2026-07-15 | 109.16 | 110.55 | 108.50 | 109.11 | 110.14 | exit | 88,366 | +1.6% | +0.3% |