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 | 1077.95 | 1096.46 | 1072.90 | 1095.06 | — | — | 102,752 | +9.2% | +9.1% |
| -4 | 2026-05-20 | 1087.73 | 1089.17 | 1072.11 | 1073.97 | — | — | 96,795 | +8.5% | +7.0% |
| -3 | 2026-05-21 | 1061.50 | 1062.59 | 1039.78 | 1050.11 | — | — | 64,170 | +5.9% | +4.6% |
| -2 | 2026-05-22 | 1039.99 | 1044.22 | 1025.56 | 1027.85 | — | — | 74,787 | +4.0% | +2.4% |
| -1 | 2026-05-26 | 1026.13 | 1026.13 | 996.34 | 1002.64 | 1049.93 | — | 117,428 | +2.2% | -0.1% |
| 0 | 2026-05-27 | 1003.56 | 1013.51 | 999.69 | 1003.69 | 1031.65 | — | 1,404,954 | +1.0% | +0.0% |
| 1 | 2026-05-28 | 1011.61 | 1012.00 | 994.27 | 995.20 | 1015.90 | — | 2,789,503 | +0.8% | -0.8% |
| 2 | 2026-05-29 | 985.48 | 998.66 | 945.45 | 956.32 | 997.14 | — | 6,143,767 | -0.5% | -4.7% |
| 3 | 2026-06-01 | 954.99 | 959.21 | 936.51 | 946.11 | 980.79 | — | 2,809,569 | -4.4% | -5.7% |
| 4 | 2026-06-02 | 942.20 | 955.39 | 939.55 | 954.27 | 971.12 | — | 2,174,404 | -4.8% | -4.9% |
| 5 | 2026-06-03 | 954.07 | 969.18 | 951.99 | 961.83 | 962.75 | — | 1,944,764 | -3.4% | -4.2% |
| 6 | 2026-06-04 | 984.62 | 990.01 | 968.21 | 972.35 | 958.18 | exit | 2,201,925 | -1.4% | -3.1% |
| 7 | 2026-06-05 | 977.42 | 997.41 | 971.60 | 971.87 | 961.29 | — | 3,072,747 | -0.6% | -3.2% |
| 8 | 2026-06-08 | 961.25 | 978.98 | 961.00 | 974.75 | 967.01 | — | 1,734,487 | -2.5% | -2.9% |
| 9 | 2026-06-09 | 974.50 | 981.97 | 964.94 | 968.59 | 969.88 | — | 1,846,383 | -2.2% | -3.5% |