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 | 2026-05-06 | 201.48 | 202.04 | 200.62 | 200.75 | — | — | 122,705 | +0.9% | +0.3% |
| -4 | 2026-05-07 | 200.86 | 201.25 | 200.34 | 200.86 | — | — | 96,425 | +0.5% | +0.3% |
| -3 | 2026-05-08 | 200.65 | 200.75 | 200.38 | 200.44 | — | — | 75,583 | +0.3% | +0.1% |
| -2 | 2026-05-11 | 200.60 | 200.60 | 200.08 | 200.18 | — | — | 90,339 | +0.2% | +0.0% |
| -1 | 2026-05-12 | 200.09 | 200.90 | 199.97 | 200.22 | 200.49 | — | 113,816 | +0.4% | +0.0% |
| 0 | 2026-05-13 | 200.05 | 200.44 | 199.45 | 200.18 | 200.38 | — | 1,842,657 | +0.1% | +0.0% |
| 1 | 2026-05-14 | 199.90 | 200.79 | 199.81 | 200.78 | 200.36 | exit | 1,105,575 | +0.3% | +0.3% |
| 2 | 2026-05-15 | 200.80 | 200.85 | 200.15 | 200.64 | 200.40 | — | 1,456,942 | +0.3% | +0.2% |
| 3 | 2026-05-18 | 200.15 | 201.57 | 200.00 | 201.05 | 200.57 | — | 1,982,840 | +0.7% | +0.4% |
| 4 | 2026-05-19 | 201.24 | 201.73 | 201.00 | 201.70 | 200.87 | — | 1,473,583 | +0.8% | +0.8% |
| 5 | 2026-05-20 | 201.36 | 201.73 | 200.78 | 201.59 | 201.15 | — | 1,488,758 | +0.8% | +0.7% |
| 6 | 2026-05-21 | 201.40 | 201.95 | 201.19 | 201.87 | 201.37 | — | 1,266,956 | +0.9% | +0.8% |
| 7 | 2026-05-22 | 201.79 | 201.85 | 200.73 | 200.97 | 201.44 | — | 1,852,902 | +0.8% | +0.4% |
| 8 | 2026-05-26 | 200.61 | 201.13 | 200.49 | 201.13 | 201.45 | — | 1,517,962 | +0.5% | +0.5% |
| 9 | 2026-05-27 | 200.80 | 201.41 | 200.50 | 200.68 | 201.25 | — | 1,131,433 | +0.6% | +0.2% |