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 | 2026-05-13 | 96.07 | 98.22 | 95.61 | 98.11 | — | — | 848,366 | +5.3% | +5.2% |
| -4 | 2026-05-14 | 98.31 | 98.34 | 96.62 | 97.16 | — | — | 537,614 | +5.4% | +4.2% |
| -3 | 2026-05-15 | 97.63 | 97.84 | 95.85 | 95.93 | — | — | 592,435 | +4.9% | +2.8% |
| -2 | 2026-05-18 | 95.86 | 96.45 | 94.99 | 96.01 | — | — | 478,562 | +3.4% | +2.9% |
| -1 | 2026-05-19 | 95.36 | 95.36 | 93.94 | 94.20 | 96.28 | — | 622,576 | +2.2% | +1.0% |
| 0 | 2026-05-20 | 95.18 | 96.37 | 93.00 | 93.28 | 95.31 | — | 6,041,753 | +3.3% | +0.0% |
| 1 | 2026-05-21 | 93.16 | 93.93 | 92.57 | 93.32 | 94.55 | — | 4,762,599 | +0.7% | +0.0% |
| 2 | 2026-05-22 | 93.29 | 94.15 | 93.00 | 93.26 | 94.01 | — | 4,828,075 | +0.9% | -0.0% |
| 3 | 2026-05-26 | 93.06 | 93.51 | 90.71 | 90.73 | 92.96 | — | 5,621,784 | +0.2% | -2.7% |
| 4 | 2026-05-27 | 90.99 | 92.09 | 90.65 | 92.07 | 92.53 | — | 5,402,373 | -1.3% | -1.3% |
| 5 | 2026-05-28 | 92.21 | 94.18 | 91.97 | 92.97 | 92.47 | exit | 6,900,496 | +1.0% | -0.3% |
| 6 | 2026-05-29 | 92.67 | 93.55 | 90.57 | 90.98 | 92.00 | — | 4,590,825 | +0.3% | -2.5% |
| 7 | 2026-06-01 | 91.13 | 91.85 | 90.19 | 90.62 | 91.47 | — | 5,152,400 | -1.5% | -2.9% |
| 8 | 2026-06-02 | 90.55 | 91.19 | 89.42 | 89.50 | 91.23 | — | 5,648,793 | -2.2% | -4.1% |
| 9 | 2026-06-03 | 90.05 | 93.32 | 90.03 | 91.37 | 91.09 | — | 5,536,119 | +0.0% | -2.0% |