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 | 331.04 | 333.94 | 328.91 | 330.10 | — | — | 48,477 | +4.2% | +3.0% |
| -4 | 2026-05-20 | 330.86 | 330.87 | 327.52 | 328.32 | — | — | 58,948 | +3.2% | +2.4% |
| -3 | 2026-05-21 | 325.39 | 331.76 | 323.78 | 330.27 | — | — | 30,358 | +3.5% | +3.0% |
| -2 | 2026-05-22 | 331.94 | 331.94 | 327.45 | 327.90 | — | — | 77,477 | +3.5% | +2.3% |
| -1 | 2026-05-26 | 328.00 | 329.61 | 323.81 | 325.40 | 328.40 | — | 62,577 | +2.8% | +1.5% |
| 0 | 2026-05-27 | 325.07 | 327.93 | 320.46 | 320.63 | 326.50 | — | 1,098,552 | +2.3% | +0.0% |
| 1 | 2026-05-28 | 320.01 | 321.30 | 315.99 | 316.22 | 324.08 | — | 1,365,600 | +0.2% | -1.4% |
| 2 | 2026-05-29 | 315.78 | 316.48 | 310.68 | 311.73 | 320.38 | — | 3,889,365 | -1.3% | -2.8% |
| 3 | 2026-06-01 | 310.12 | 313.28 | 309.43 | 309.78 | 316.75 | — | 1,666,992 | -2.3% | -3.4% |
| 4 | 2026-06-02 | 309.14 | 314.46 | 308.61 | 312.27 | 314.13 | — | 878,716 | -1.9% | -2.6% |
| 5 | 2026-06-03 | 312.19 | 316.11 | 311.61 | 312.75 | 312.55 | exit | 1,741,453 | -1.4% | -2.5% |
| 6 | 2026-06-04 | 316.75 | 319.96 | 313.80 | 314.50 | 312.21 | — | 1,702,773 | -0.2% | -1.9% |
| 7 | 2026-06-05 | 317.59 | 328.57 | 316.31 | 326.27 | 315.11 | — | 1,385,888 | +2.5% | +1.8% |
| 8 | 2026-06-08 | 325.78 | 326.31 | 321.88 | 321.88 | 317.53 | — | 1,551,770 | +1.8% | +0.4% |
| 9 | 2026-06-09 | 321.88 | 328.67 | 321.61 | 325.13 | 320.11 | — | 1,359,353 | +2.5% | +1.4% |