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 | 108.13 | 108.86 | 106.37 | 106.42 | — | — | 441,894 | +4.5% | +2.2% |
| -4 | 2026-05-15 | 105.54 | 107.88 | 105.26 | 106.79 | — | — | 328,444 | +3.6% | +2.6% |
| -3 | 2026-05-18 | 106.88 | 108.10 | 105.86 | 106.61 | — | — | 240,513 | +3.8% | +2.4% |
| -2 | 2026-05-19 | 105.73 | 107.55 | 105.23 | 106.38 | — | — | 228,234 | +3.3% | +2.2% |
| -1 | 2026-05-20 | 106.42 | 107.46 | 105.49 | 106.48 | 106.53 | — | 438,736 | +3.2% | +2.3% |
| 0 | 2026-05-21 | 106.00 | 106.16 | 103.62 | 104.13 | 106.08 | — | 8,338,336 | +1.9% | +0.0% |
| 1 | 2026-05-22 | 104.05 | 104.30 | 102.39 | 103.11 | 105.34 | — | 8,991,049 | +0.2% | -1.0% |
| 2 | 2026-05-26 | 102.97 | 103.97 | 100.81 | 101.42 | 104.30 | — | 9,097,874 | -0.2% | -2.6% |
| 3 | 2026-05-27 | 101.78 | 102.76 | 100.13 | 102.10 | 103.45 | — | 8,890,983 | -1.3% | -1.9% |
| 4 | 2026-05-28 | 101.74 | 102.25 | 100.37 | 100.75 | 102.30 | — | 6,230,901 | -1.8% | -3.2% |
| 5 | 2026-05-29 | 100.49 | 100.91 | 98.58 | 99.16 | 101.31 | — | 8,195,136 | -3.1% | -4.8% |
| 6 | 2026-06-01 | 98.17 | 98.34 | 95.59 | 96.51 | 99.99 | exit | 8,180,467 | -5.6% | -7.3% |
| 7 | 2026-06-02 | 95.81 | 97.90 | 95.41 | 95.51 | 98.81 | — | 9,538,338 | -6.0% | -8.3% |
| 8 | 2026-06-03 | 95.25 | 98.20 | 95.21 | 95.89 | 97.56 | — | 8,524,490 | -5.7% | -7.9% |
| 9 | 2026-06-04 | 97.79 | 98.24 | 93.81 | 94.14 | 96.24 | — | 7,519,681 | -5.7% | -9.6% |