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 | 113.94 | 114.84 | 112.71 | 114.23 | — | — | 220,813 | +4.1% | +3.5% |
| -4 | 2026-05-20 | 114.67 | 119.23 | 113.28 | 118.99 | — | — | 428,955 | +8.0% | +7.8% |
| -3 | 2026-05-21 | 118.11 | 118.83 | 116.21 | 117.14 | — | — | 200,778 | +7.7% | +6.1% |
| -2 | 2026-05-22 | 118.05 | 118.53 | 115.59 | 115.72 | — | — | 156,055 | +7.4% | +4.9% |
| -1 | 2026-05-26 | 116.00 | 116.52 | 114.88 | 115.26 | 116.27 | — | 114,570 | +5.6% | +4.4% |
| 0 | 2026-05-27 | 115.06 | 115.93 | 110.27 | 110.36 | 115.49 | — | 4,577,548 | +5.0% | +0.0% |
| 1 | 2026-05-28 | 110.63 | 112.31 | 108.95 | 112.13 | 114.12 | — | 5,045,744 | +1.8% | +1.6% |
| 2 | 2026-05-29 | 111.02 | 111.54 | 108.07 | 109.27 | 112.55 | — | 4,264,882 | +1.1% | -1.0% |
| 3 | 2026-06-01 | 109.91 | 110.81 | 107.53 | 110.35 | 111.47 | — | 4,372,198 | +0.4% | -0.0% |
| 4 | 2026-06-02 | 110.75 | 111.65 | 107.79 | 108.88 | 110.20 | — | 4,623,480 | +1.2% | -1.3% |
| 5 | 2026-06-03 | 108.53 | 110.00 | 108.12 | 108.82 | 109.89 | — | 3,002,957 | -0.3% | -1.4% |
| 6 | 2026-06-04 | 109.92 | 110.64 | 108.56 | 109.15 | 109.29 | exit | 4,447,443 | +0.3% | -1.1% |
| 7 | 2026-06-05 | 109.75 | 111.74 | 108.72 | 109.35 | 109.31 | — | 3,918,469 | +1.3% | -0.9% |
| 8 | 2026-06-08 | 109.07 | 109.64 | 106.93 | 108.44 | 108.93 | — | 2,673,924 | -0.7% | -1.7% |
| 9 | 2026-06-09 | 108.10 | 108.98 | 105.81 | 108.66 | 108.88 | — | 2,931,684 | -1.3% | -1.5% |