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 | 942.65 | 948.19 | 921.64 | 946.27 | — | — | 53,938 | +2.1% | +1.9% |
| -4 | 2026-05-13 | 938.52 | 959.41 | 933.81 | 955.67 | — | — | 46,817 | +3.3% | +2.9% |
| -3 | 2026-05-14 | 967.92 | 975.45 | 960.80 | 969.43 | — | — | 56,904 | +5.0% | +4.4% |
| -2 | 2026-05-15 | 957.12 | 959.30 | 942.07 | 948.74 | — | — | 67,491 | +3.3% | +2.2% |
| -1 | 2026-05-18 | 948.00 | 961.06 | 938.62 | 946.31 | 953.28 | — | 51,496 | +3.5% | +1.9% |
| 0 | 2026-05-19 | 933.22 | 939.56 | 923.95 | 928.74 | 949.78 | — | 1,407,949 | +1.2% | +0.0% |
| 1 | 2026-05-20 | 945.00 | 982.72 | 940.50 | 982.12 | 955.07 | exit | 2,433,573 | +5.8% | +5.7% |
| 2 | 2026-05-21 | 982.21 | 999.50 | 970.30 | 988.17 | 958.82 | — | 2,447,222 | +7.6% | +6.4% |
| 3 | 2026-05-22 | 994.63 | 1005.18 | 991.01 | 996.73 | 968.41 | — | 1,922,710 | +8.2% | +7.3% |
| 4 | 2026-05-26 | 1006.53 | 1016.53 | 987.03 | 994.52 | 978.06 | — | 2,077,316 | +9.5% | +7.1% |
| 5 | 2026-05-27 | 995.91 | 1003.65 | 974.42 | 996.47 | 991.60 | — | 2,193,580 | +8.1% | +7.3% |
| 6 | 2026-05-28 | 986.42 | 1009.97 | 982.45 | 1008.37 | 996.85 | — | 1,587,459 | +8.7% | +8.6% |
| 7 | 2026-05-29 | 1009.27 | 1027.22 | 1004.00 | 1025.56 | 1004.33 | — | 1,452,824 | +10.6% | +10.4% |
| 8 | 2026-06-01 | 1015.33 | 1051.20 | 1011.61 | 1048.58 | 1014.70 | — | 2,021,148 | +13.2% | +12.9% |
| 9 | 2026-06-02 | 1049.74 | 1073.97 | 1047.89 | 1064.58 | 1028.71 | — | 2,122,189 | +15.6% | +14.6% |