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 | 768.11 | 770.49 | 744.60 | 765.99 | — | — | 95,127 | +7.9% | +7.3% |
| -4 | 2026-05-13 | 777.46 | 779.16 | 753.62 | 774.00 | — | — | 73,613 | +9.1% | +8.4% |
| -3 | 2026-05-14 | 773.26 | 781.17 | 768.51 | 780.27 | — | — | 45,826 | +9.4% | +9.3% |
| -2 | 2026-05-15 | 761.77 | 774.85 | 748.16 | 769.82 | — | — | 81,206 | +8.5% | +7.8% |
| -1 | 2026-05-18 | 767.83 | 767.83 | 721.89 | 723.38 | 762.69 | — | 162,150 | +7.5% | +1.3% |
| 0 | 2026-05-19 | 706.36 | 725.96 | 690.79 | 714.13 | 752.32 | — | 1,419,484 | +1.7% | +0.0% |
| 1 | 2026-05-20 | 729.18 | 729.71 | 706.20 | 709.93 | 739.51 | — | 1,311,978 | +2.2% | -0.6% |
| 2 | 2026-05-21 | 714.33 | 723.97 | 705.01 | 716.91 | 726.83 | — | 937,704 | +1.4% | +0.4% |
| 3 | 2026-05-22 | 727.74 | 731.09 | 710.99 | 723.44 | 717.56 | exit | 774,701 | +2.4% | +1.3% |
| 4 | 2026-05-26 | 730.69 | 748.69 | 728.87 | 742.18 | 721.32 | — | 749,277 | +4.8% | +3.9% |
| 5 | 2026-05-27 | 747.00 | 746.36 | 723.91 | 733.62 | 725.22 | — | 707,712 | +4.5% | +2.7% |
| 6 | 2026-05-28 | 737.74 | 739.80 | 718.70 | 730.10 | 729.25 | — | 716,300 | +3.6% | +2.2% |
| 7 | 2026-05-29 | 728.58 | 734.13 | 705.75 | 711.73 | 728.21 | — | 2,219,925 | +2.8% | -0.3% |
| 8 | 2026-06-01 | 702.00 | 709.00 | 683.31 | 687.48 | 721.02 | — | 1,185,870 | -0.7% | -3.7% |
| 9 | 2026-06-02 | 691.13 | 708.67 | 691.11 | 706.06 | 713.80 | — | 836,871 | -0.8% | -1.1% |