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 | 401.45 | 401.51 | 396.12 | 399.18 | — | — | 176,880 | +5.0% | +4.4% |
| -4 | 2026-05-15 | 394.65 | 397.60 | 390.30 | 393.52 | — | — | 226,602 | +4.0% | +2.9% |
| -3 | 2026-05-18 | 391.76 | 392.02 | 383.65 | 391.04 | — | — | 317,946 | +2.5% | +2.2% |
| -2 | 2026-05-19 | 389.49 | 394.96 | 387.82 | 389.45 | — | — | 208,699 | +3.3% | +1.8% |
| -1 | 2026-05-20 | 388.82 | 393.15 | 380.73 | 383.19 | 391.28 | — | 335,801 | +2.8% | +0.2% |
| 0 | 2026-05-21 | 381.12 | 386.11 | 380.54 | 382.48 | 387.94 | — | 4,712,145 | +0.9% | +0.0% |
| 1 | 2026-05-22 | 381.92 | 390.54 | 381.01 | 388.47 | 386.93 | exit | 5,413,328 | +2.1% | +1.6% |
| 2 | 2026-05-26 | 386.00 | 386.52 | 376.41 | 376.86 | 384.09 | — | 6,422,761 | +1.1% | -1.5% |
| 3 | 2026-05-27 | 378.42 | 384.53 | 377.09 | 384.01 | 383.00 | — | 4,469,859 | +0.5% | +0.4% |
| 4 | 2026-05-28 | 384.96 | 389.26 | 380.95 | 382.53 | 382.87 | — | 3,213,899 | +1.8% | +0.0% |
| 5 | 2026-05-29 | 383.78 | 385.12 | 375.45 | 380.31 | 382.44 | — | 10,246,752 | +0.7% | -0.6% |
| 6 | 2026-06-01 | 376.11 | 383.35 | 375.92 | 379.86 | 380.71 | — | 6,519,009 | +0.2% | -0.7% |
| 7 | 2026-06-02 | 377.98 | 380.08 | 374.72 | 377.92 | 380.93 | — | 3,101,889 | -0.6% | -1.2% |
| 8 | 2026-06-03 | 380.00 | 387.46 | 376.82 | 377.00 | 379.52 | — | 6,796,062 | +1.3% | -1.4% |
| 9 | 2026-06-04 | 390.00 | 401.38 | 389.82 | 396.47 | 382.31 | — | 7,759,892 | +4.9% | +3.7% |