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 | 396.00 | 399.52 | 393.29 | 396.75 | — | — | 567,513 | +4.3% | +3.6% |
| -4 | 2026-05-18 | 395.69 | 408.57 | 394.62 | 396.81 | — | — | 925,835 | +6.7% | +3.6% |
| -3 | 2026-05-19 | 396.80 | 396.92 | 386.11 | 387.75 | — | — | 1,014,449 | +3.6% | +1.2% |
| -2 | 2026-05-20 | 387.69 | 393.58 | 382.95 | 388.86 | — | — | 1,184,514 | +2.8% | +1.5% |
| -1 | 2026-05-21 | 385.70 | 392.42 | 383.12 | 387.52 | 391.54 | — | 657,497 | +2.5% | +1.2% |
| 0 | 2026-05-22 | 387.33 | 388.74 | 381.77 | 382.97 | 388.78 | — | 19,134,802 | +1.5% | +0.0% |
| 1 | 2026-05-26 | 384.51 | 389.26 | 382.60 | 388.88 | 387.20 | exit | 26,389,675 | +1.6% | +1.5% |
| 2 | 2026-05-27 | 386.67 | 393.88 | 385.90 | 388.83 | 387.41 | — | 22,269,303 | +2.8% | +1.5% |
| 3 | 2026-05-28 | 387.95 | 391.86 | 385.16 | 390.13 | 387.67 | — | 20,930,770 | +2.3% | +1.9% |
| 4 | 2026-05-29 | 385.24 | 385.24 | 378.46 | 380.34 | 386.23 | — | 44,249,622 | +0.6% | -0.7% |
| 5 | 2026-06-01 | 376.60 | 378.55 | 373.52 | 376.37 | 384.91 | — | 25,406,595 | -1.2% | -1.7% |
| 6 | 2026-06-02 | 366.65 | 373.54 | 358.44 | 361.85 | 379.50 | — | 47,173,186 | -2.5% | -5.5% |
| 7 | 2026-06-03 | 362.03 | 366.45 | 358.08 | 358.99 | 373.54 | — | 52,636,770 | -4.3% | -6.3% |
| 8 | 2026-06-04 | 358.85 | 373.25 | 358.21 | 372.19 | 369.95 | — | 42,891,063 | -2.5% | -2.8% |
| 9 | 2026-06-05 | 366.34 | 372.08 | 364.12 | 368.53 | 367.59 | — | 36,603,927 | -2.8% | -3.8% |