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 | 2026-05-12 | 265.62 | 267.53 | 262.63 | 265.84 | — | — | 1,657,861 | +3.2% | +2.5% |
| -4 | 2026-05-13 | 264.37 | 270.71 | 263.24 | 270.14 | — | — | 2,355,905 | +4.4% | +4.2% |
| -3 | 2026-05-14 | 269.10 | 270.76 | 266.63 | 267.21 | — | — | 1,648,523 | +4.4% | +3.0% |
| -2 | 2026-05-15 | 262.30 | 264.35 | 261.06 | 264.22 | — | — | 1,850,916 | +1.9% | +1.9% |
| -1 | 2026-05-18 | 263.17 | 268.83 | 262.54 | 264.78 | 266.44 | — | 1,877,867 | +3.7% | +2.1% |
| 0 | 2026-05-19 | 262.02 | 262.21 | 255.19 | 259.34 | 265.14 | — | 40,091,649 | +1.1% | +0.0% |
| 1 | 2026-05-20 | 260.05 | 265.58 | 259.53 | 265.01 | 264.11 | exit | 34,425,988 | +2.4% | +2.2% |
| 2 | 2026-05-21 | 263.55 | 269.49 | 261.37 | 268.46 | 264.36 | — | 35,693,581 | +3.9% | +3.5% |
| 3 | 2026-05-22 | 268.65 | 269.79 | 266.23 | 266.32 | 264.78 | — | 26,386,815 | +4.0% | +2.7% |
| 4 | 2026-05-26 | 267.58 | 269.30 | 262.07 | 265.29 | 264.88 | — | 37,859,240 | +3.8% | +2.3% |
| 5 | 2026-05-27 | 266.15 | 272.41 | 265.70 | 271.85 | 267.39 | — | 39,653,628 | +5.0% | +4.8% |
| 6 | 2026-05-28 | 272.24 | 274.45 | 267.44 | 274.00 | 269.18 | — | 38,605,367 | +5.8% | +5.7% |
| 7 | 2026-05-29 | 271.32 | 274.75 | 269.64 | 270.64 | 269.62 | — | 54,582,943 | +5.9% | +4.4% |
| 8 | 2026-06-01 | 266.29 | 266.63 | 260.70 | 261.26 | 268.61 | — | 51,805,908 | +2.8% | +0.7% |
| 9 | 2026-06-02 | 257.16 | 261.20 | 254.37 | 256.52 | 266.85 | — | 41,263,898 | +0.7% | -1.1% |