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 | 2026-05-11 | 94.20 | 95.80 | 94.00 | 94.83 | — | — | 455,506 | +7.6% | +6.5% |
| -4 | 2026-05-12 | 94.66 | 95.07 | 93.59 | 94.56 | — | — | 528,603 | +6.8% | +6.2% |
| -3 | 2026-05-13 | 93.81 | 95.39 | 93.33 | 94.89 | — | — | 480,470 | +7.1% | +6.6% |
| -2 | 2026-05-14 | 94.89 | 95.72 | 94.22 | 95.71 | — | — | 309,222 | +7.5% | +7.5% |
| -1 | 2026-05-15 | 94.78 | 94.78 | 92.70 | 93.37 | 94.67 | — | 565,727 | +6.5% | +4.9% |
| 0 | 2026-05-18 | 91.11 | 91.60 | 86.63 | 89.04 | 93.51 | — | 39,452,752 | +2.9% | +0.0% |
| 1 | 2026-05-19 | 88.95 | 90.27 | 87.36 | 90.06 | 92.61 | — | 21,071,696 | +1.4% | +1.1% |
| 2 | 2026-05-20 | 90.01 | 90.69 | 88.09 | 88.27 | 91.29 | — | 15,645,886 | +1.9% | -0.9% |
| 3 | 2026-05-21 | 88.97 | 89.85 | 88.46 | 89.69 | 90.09 | — | 12,479,712 | +0.9% | +0.7% |
| 4 | 2026-05-22 | 89.71 | 89.79 | 87.96 | 88.55 | 89.12 | — | 8,986,898 | +0.8% | -0.6% |
| 5 | 2026-05-26 | 89.13 | 89.50 | 87.53 | 87.65 | 88.84 | — | 9,376,879 | +0.5% | -1.6% |
| 6 | 2026-05-27 | 87.53 | 88.09 | 86.93 | 87.65 | 88.36 | exit | 10,854,250 | -1.1% | -1.6% |
| 7 | 2026-05-28 | 87.71 | 88.46 | 87.03 | 87.25 | 88.16 | — | 12,966,187 | -0.7% | -2.0% |
| 8 | 2026-05-29 | 87.02 | 87.21 | 85.69 | 87.01 | 87.62 | — | 25,325,562 | -2.1% | -2.3% |
| 9 | 2026-06-01 | 85.89 | 86.20 | 83.57 | 83.66 | 86.64 | — | 13,171,396 | -3.2% | -6.0% |