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 | 2026-07-08 | 94.59 | 95.97 | 94.42 | 95.36 | — | — | 149,742 | +3.4% | +2.8% |
| -4 | 2026-07-09 | 95.81 | 95.83 | 93.88 | 94.61 | — | — | 196,658 | +3.3% | +2.0% |
| -3 | 2026-07-10 | 94.78 | 94.78 | 93.86 | 94.18 | — | — | 107,538 | +2.2% | +1.5% |
| -2 | 2026-07-13 | 94.59 | 95.33 | 94.04 | 94.38 | — | — | 67,391 | +2.7% | +1.7% |
| -1 | 2026-07-14 | 95.25 | 95.57 | 93.33 | 93.34 | 94.38 | — | 92,651 | +3.0% | +0.6% |
| 0 | 2026-07-15 | 93.60 | 94.22 | 92.55 | 92.75 | 93.85 | — | 86,464 | +1.6% | -0.0% |