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 | 2026-05-06 | 96.22 | 97.63 | 96.22 | 97.48 | — | — | 59,123 | +3.9% | +3.7% |
| -4 | 2026-05-07 | 98.23 | 98.83 | 97.03 | 97.38 | — | — | 145,050 | +5.1% | +3.6% |
| -3 | 2026-05-08 | 98.00 | 98.16 | 96.45 | 97.80 | — | — | 75,862 | +4.4% | +4.0% |
| -2 | 2026-05-11 | 98.29 | 98.29 | 94.62 | 95.16 | — | — | 72,474 | +4.6% | +1.2% |
| -1 | 2026-05-12 | 94.95 | 95.22 | 94.02 | 94.48 | 96.46 | — | 115,247 | +1.3% | +0.5% |
| 0 | 2026-05-13 | 94.78 | 95.41 | 93.48 | 94.01 | 95.77 | — | 1,148,438 | +1.5% | +0.0% |
| 1 | 2026-05-14 | 96.80 | 97.48 | 95.17 | 95.65 | 95.42 | exit | 2,031,658 | +3.7% | +1.7% |
| 2 | 2026-05-15 | 95.65 | 96.35 | 93.90 | 95.25 | 94.91 | — | 1,576,970 | +2.5% | +1.3% |
| 3 | 2026-05-18 | 95.90 | 96.71 | 93.38 | 93.72 | 94.62 | — | 2,111,453 | +2.9% | -0.3% |
| 4 | 2026-05-19 | 93.72 | 97.46 | 92.11 | 97.18 | 95.16 | — | 3,035,518 | +3.7% | +3.4% |
| 5 | 2026-05-20 | 89.01 | 92.21 | 87.14 | 88.60 | 94.08 | — | 5,586,535 | -1.9% | -5.8% |
| 6 | 2026-05-21 | 88.43 | 91.07 | 87.00 | 90.08 | 92.97 | — | 2,501,884 | -3.1% | -4.2% |
| 7 | 2026-05-22 | 90.07 | 90.36 | 87.85 | 88.10 | 91.54 | — | 2,162,706 | -3.9% | -6.3% |
| 8 | 2026-05-26 | 88.52 | 89.97 | 87.50 | 87.99 | 90.39 | — | 1,977,170 | -4.3% | -6.4% |
| 9 | 2026-05-27 | 88.45 | 89.79 | 87.81 | 87.99 | 88.55 | — | 1,256,193 | -4.5% | -6.4% |