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 | 2026-05-18 | 95.86 | 96.45 | 94.99 | 96.01 | — | — | 478,562 | +6.3% | +5.8% |
| -4 | 2026-05-19 | 95.36 | 95.36 | 93.94 | 94.20 | — | — | 622,576 | +5.1% | +3.8% |
| -3 | 2026-05-20 | 95.12 | 96.31 | 93.08 | 93.33 | — | — | 520,563 | +6.2% | +2.9% |
| -2 | 2026-05-21 | 92.78 | 93.89 | 92.56 | 93.37 | — | — | 548,256 | +3.5% | +2.9% |
| -1 | 2026-05-22 | 93.26 | 94.14 | 93.17 | 93.25 | 94.03 | — | 279,482 | +3.8% | +2.8% |
| 0 | 2026-05-26 | 93.06 | 93.51 | 90.71 | 90.73 | 92.98 | — | 5,621,784 | +3.1% | +0.0% |
| 1 | 2026-05-27 | 90.99 | 92.09 | 90.65 | 92.07 | 92.55 | — | 5,402,373 | +1.5% | +1.5% |
| 2 | 2026-05-28 | 92.21 | 94.18 | 91.97 | 92.97 | 92.48 | exit | 6,900,496 | +3.8% | +2.5% |
| 3 | 2026-05-29 | 92.67 | 93.55 | 90.57 | 90.98 | 92.00 | — | 4,590,825 | +3.1% | +0.3% |
| 4 | 2026-06-01 | 91.13 | 91.85 | 90.19 | 90.62 | 91.47 | — | 5,152,400 | +1.2% | -0.1% |
| 5 | 2026-06-02 | 90.55 | 91.19 | 89.42 | 89.50 | 91.23 | — | 5,648,793 | +0.5% | -1.4% |
| 6 | 2026-06-03 | 90.05 | 93.32 | 90.03 | 91.37 | 91.09 | — | 5,536,119 | +2.9% | +0.7% |
| 7 | 2026-06-04 | 93.55 | 94.87 | 93.03 | 94.82 | 91.46 | — | 12,330,798 | +4.6% | +4.5% |
| 8 | 2026-06-05 | 94.97 | 96.63 | 94.97 | 95.93 | 92.45 | — | 9,595,945 | +6.5% | +5.7% |
| 9 | 2026-06-08 | 95.95 | 97.27 | 94.89 | 97.08 | 93.74 | — | 5,914,647 | +7.2% | +7.0% |