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 | 2026-05-19 | 291.11 | 293.06 | 290.29 | 291.85 | — | — | 43,233 | +2.6% | +2.1% |
| -4 | 2026-05-20 | 290.09 | 292.20 | 285.46 | 289.05 | — | — | 68,261 | +2.3% | +1.2% |
| -3 | 2026-05-21 | 288.08 | 291.80 | 286.34 | 290.12 | — | — | 114,356 | +2.1% | +1.5% |
| -2 | 2026-05-22 | 291.20 | 293.48 | 288.46 | 289.37 | — | — | 64,436 | +2.7% | +1.3% |
| -1 | 2026-05-26 | 287.85 | 290.01 | 287.25 | 289.56 | 289.99 | — | 41,193 | +1.5% | +1.3% |
| 0 | 2026-05-27 | 288.58 | 288.54 | 284.82 | 285.73 | 288.77 | — | 687,083 | +1.0% | +0.0% |
| 1 | 2026-05-28 | 285.13 | 287.75 | 281.78 | 283.65 | 287.69 | — | 739,109 | +0.7% | -0.7% |
| 2 | 2026-05-29 | 282.13 | 283.76 | 277.98 | 278.62 | 285.39 | — | 980,887 | -0.7% | -2.5% |
| 3 | 2026-06-01 | 278.63 | 279.52 | 275.20 | 278.89 | 283.29 | — | 1,192,172 | -2.2% | -2.4% |
| 4 | 2026-06-02 | 279.18 | 281.12 | 277.70 | 279.29 | 281.24 | — | 732,222 | -1.6% | -2.3% |
| 5 | 2026-06-03 | 278.35 | 285.16 | 277.15 | 282.27 | 280.54 | exit | 633,278 | -0.2% | -1.2% |
| 6 | 2026-06-04 | 282.79 | 285.50 | 281.86 | 282.85 | 280.38 | — | 794,617 | -0.1% | -1.0% |
| 7 | 2026-06-05 | 283.09 | 287.60 | 282.12 | 282.35 | 281.13 | — | 1,149,769 | +0.7% | -1.2% |
| 8 | 2026-06-08 | 281.92 | 284.48 | 274.36 | 276.77 | 280.71 | — | 1,323,458 | -0.4% | -3.1% |
| 9 | 2026-06-09 | 278.82 | 283.14 | 278.02 | 282.98 | 281.44 | — | 1,005,450 | -0.9% | -1.0% |