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 | 2026-05-14 | 393.79 | 399.10 | 392.83 | 397.23 | — | — | 342,556 | +4.1% | +3.6% |
| -4 | 2026-05-15 | 393.12 | 395.76 | 389.87 | 393.21 | — | — | 447,258 | +3.2% | +2.5% |
| -3 | 2026-05-18 | 392.12 | 404.47 | 391.06 | 393.12 | — | — | 499,490 | +5.5% | +2.5% |
| -2 | 2026-05-19 | 393.06 | 393.31 | 383.04 | 384.91 | — | — | 500,999 | +2.6% | +0.4% |
| -1 | 2026-05-20 | 385.13 | 390.50 | 380.00 | 384.89 | 390.67 | — | 298,360 | +1.8% | +0.4% |
| 0 | 2026-05-21 | 381.89 | 388.68 | 379.48 | 383.47 | 387.92 | — | 16,287,054 | +1.4% | +0.0% |
| 1 | 2026-05-22 | 382.85 | 384.85 | 378.26 | 379.38 | 385.15 | — | 13,118,344 | +0.4% | -1.1% |
| 2 | 2026-05-26 | 380.99 | 385.39 | 379.14 | 384.84 | 383.50 | exit | 16,093,014 | +0.5% | +0.4% |
| 3 | 2026-05-27 | 382.81 | 389.73 | 382.00 | 384.83 | 383.48 | — | 16,553,144 | +1.6% | +0.4% |
| 4 | 2026-05-28 | 383.88 | 387.85 | 381.26 | 386.12 | 383.73 | — | 17,825,680 | +1.1% | +0.7% |
| 5 | 2026-05-29 | 381.20 | 381.65 | 374.30 | 376.43 | 382.32 | — | 45,447,584 | -0.5% | -1.8% |
| 6 | 2026-06-01 | 372.28 | 374.60 | 369.71 | 372.58 | 380.96 | — | 16,312,045 | -2.3% | -2.8% |
| 7 | 2026-06-02 | 363.28 | 369.79 | 355.00 | 358.39 | 375.67 | — | 33,710,414 | -3.6% | -6.5% |
| 8 | 2026-06-03 | 358.33 | 362.50 | 354.40 | 355.68 | 369.84 | — | 41,053,259 | -5.5% | -7.2% |
| 9 | 2026-06-04 | 355.48 | 369.85 | 354.80 | 369.27 | 366.47 | — | 37,645,382 | -3.6% | -3.7% |