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 | 513.62 | 516.63 | 508.19 | 513.13 | — | — | 47,490 | +4.6% | +3.9% |
| -4 | 2026-05-13 | 512.90 | 513.60 | 502.54 | 509.18 | — | — | 77,731 | +4.0% | +3.1% |
| -3 | 2026-05-14 | 508.60 | 513.36 | 505.62 | 510.20 | — | — | 64,827 | +3.9% | +3.3% |
| -2 | 2026-05-15 | 503.38 | 508.60 | 491.49 | 502.46 | — | — | 72,632 | +3.0% | +1.7% |
| -1 | 2026-05-18 | 498.50 | 501.16 | 489.52 | 498.29 | 506.65 | — | 72,263 | +1.5% | +0.9% |
| 0 | 2026-05-19 | 494.32 | 501.00 | 490.58 | 493.87 | 502.80 | — | 1,164,261 | +1.4% | +0.0% |
| 1 | 2026-05-20 | 479.34 | 499.23 | 473.81 | 498.93 | 500.75 | — | 1,902,577 | +1.1% | +1.0% |
| 2 | 2026-05-21 | 490.49 | 504.73 | 489.29 | 503.98 | 499.51 | exit | 1,419,812 | +2.2% | +2.0% |
| 3 | 2026-05-22 | 510.00 | 534.11 | 508.51 | 524.74 | 503.96 | — | 1,845,271 | +8.1% | +6.3% |
| 4 | 2026-05-26 | 529.97 | 539.48 | 524.18 | 534.56 | 511.22 | — | 1,788,469 | +9.2% | +8.2% |
| 5 | 2026-05-27 | 534.56 | 534.62 | 523.15 | 525.92 | 517.63 | — | 2,091,262 | +8.3% | +6.5% |
| 6 | 2026-05-28 | 510.00 | 526.09 | 471.69 | 480.64 | 513.97 | — | 4,701,872 | +6.5% | -2.7% |
| 7 | 2026-05-29 | 480.67 | 484.50 | 469.37 | 475.62 | 508.30 | — | 3,119,793 | -1.9% | -3.7% |
| 8 | 2026-06-01 | 484.00 | 494.25 | 470.74 | 492.29 | 501.81 | — | 2,543,076 | +0.1% | -0.3% |
| 9 | 2026-06-02 | 485.63 | 508.72 | 485.63 | 508.35 | 496.56 | — | 2,296,635 | +3.0% | +2.9% |