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 | 273.92 | 273.92 | 266.93 | 269.85 | — | — | 110,099 | +8.2% | +6.6% |
| -4 | 2026-05-13 | 271.94 | 276.25 | 268.17 | 273.16 | — | — | 96,142 | +9.1% | +7.9% |
| -3 | 2026-05-14 | 274.00 | 274.53 | 267.32 | 272.37 | — | — | 98,740 | +8.5% | +7.6% |
| -2 | 2026-05-15 | 265.87 | 267.36 | 260.08 | 260.28 | — | — | 111,608 | +5.6% | +2.8% |
| -1 | 2026-05-18 | 260.25 | 263.65 | 255.88 | 257.09 | 266.55 | — | 78,645 | +4.2% | +1.6% |
| 0 | 2026-05-19 | 254.71 | 256.00 | 250.86 | 253.12 | 263.20 | — | 1,913,994 | +1.1% | +0.0% |
| 1 | 2026-05-20 | 256.26 | 262.70 | 255.33 | 261.21 | 260.81 | exit | 2,483,333 | +3.8% | +3.2% |
| 2 | 2026-05-21 | 259.50 | 262.07 | 257.52 | 259.89 | 258.32 | — | 1,584,657 | +3.5% | +2.7% |
| 3 | 2026-05-22 | 261.88 | 261.89 | 255.45 | 256.55 | 257.57 | — | 1,690,932 | +3.5% | +1.4% |
| 4 | 2026-05-26 | 260.71 | 263.19 | 258.93 | 261.89 | 258.53 | — | 1,777,272 | +4.0% | +3.5% |
| 5 | 2026-05-27 | 262.50 | 263.48 | 255.50 | 258.02 | 259.51 | — | 1,999,684 | +4.1% | +1.9% |
| 6 | 2026-05-28 | 260.00 | 262.48 | 255.53 | 259.89 | 259.25 | — | 1,652,553 | +3.7% | +2.7% |
| 7 | 2026-05-29 | 258.84 | 259.58 | 254.34 | 258.25 | 258.92 | — | 6,622,632 | +2.6% | +2.0% |
| 8 | 2026-06-01 | 253.62 | 257.28 | 249.03 | 255.52 | 258.71 | — | 1,754,335 | +1.6% | +0.9% |
| 9 | 2026-06-02 | 254.12 | 256.57 | 249.01 | 250.72 | 256.48 | — | 1,779,322 | +1.4% | -0.9% |