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 | 2026-05-15 | 134.53 | 135.99 | 132.06 | 135.37 | — | — | 207,470 | +5.8% | +5.3% |
| -4 | 2026-05-18 | 134.45 | 135.01 | 132.82 | 134.08 | — | — | 217,583 | +5.1% | +4.3% |
| -3 | 2026-05-19 | 133.15 | 133.83 | 131.18 | 131.28 | — | — | 149,003 | +4.1% | +2.2% |
| -2 | 2026-05-20 | 131.25 | 132.59 | 129.01 | 132.16 | — | — | 276,928 | +3.2% | +2.8% |
| -1 | 2026-05-21 | 131.75 | 132.91 | 130.43 | 130.85 | 132.75 | — | 254,109 | +3.4% | +1.8% |
| 0 | 2026-05-22 | 131.99 | 132.36 | 127.86 | 128.51 | 131.38 | — | 2,094,619 | +3.0% | +0.0% |
| 1 | 2026-05-26 | 128.80 | 131.48 | 128.12 | 129.91 | 130.54 | — | 2,015,795 | +2.3% | +1.1% |
| 2 | 2026-05-27 | 129.94 | 132.23 | 129.41 | 130.27 | 130.34 | — | 2,835,126 | +2.9% | +1.4% |
| 3 | 2026-05-28 | 129.00 | 129.52 | 127.43 | 127.51 | 129.41 | — | 2,310,822 | +0.8% | -0.8% |
| 4 | 2026-05-29 | 126.61 | 131.57 | 126.08 | 128.71 | 128.98 | — | 2,813,740 | +2.4% | +0.2% |
| 5 | 2026-06-01 | 127.68 | 131.13 | 127.91 | 128.22 | 128.92 | — | 3,025,595 | +2.0% | -0.2% |
| 6 | 2026-06-02 | 128.57 | 129.98 | 127.11 | 128.76 | 128.69 | exit | 2,020,269 | +1.1% | +0.2% |
| 7 | 2026-06-03 | 124.00 | 126.11 | 122.43 | 124.35 | 127.51 | — | 4,658,328 | -1.9% | -3.2% |
| 8 | 2026-06-04 | 125.39 | 129.49 | 124.86 | 128.41 | 127.69 | — | 4,106,302 | +0.8% | -0.1% |
| 9 | 2026-06-05 | 127.96 | 128.23 | 125.64 | 128.03 | 127.55 | — | 2,806,755 | -0.2% | -0.4% |