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 | 2026-05-06 | 98.57 | 103.03 | 98.53 | 102.93 | — | — | 591,523 | +6.5% | +6.4% |
| -4 | 2026-05-07 | 102.06 | 102.14 | 99.59 | 101.53 | — | — | 821,253 | +5.6% | +5.0% |
| -3 | 2026-05-08 | 105.75 | 105.78 | 96.86 | 99.17 | — | — | 1,199,565 | +9.4% | +2.5% |
| -2 | 2026-05-11 | 98.25 | 101.08 | 96.63 | 99.03 | — | — | 836,495 | +4.5% | +2.4% |
| -1 | 2026-05-12 | 97.33 | 98.11 | 94.45 | 97.70 | 100.07 | — | 764,022 | +1.4% | +1.0% |
| 0 | 2026-05-13 | 99.58 | 99.85 | 96.06 | 96.71 | 98.83 | — | 12,884,408 | +3.2% | +0.0% |
| 1 | 2026-05-14 | 96.39 | 97.28 | 95.27 | 97.04 | 97.93 | — | 6,845,303 | +0.6% | +0.3% |
| 2 | 2026-05-15 | 94.10 | 95.59 | 93.72 | 93.85 | 96.87 | — | 9,443,247 | -1.2% | -3.0% |
| 3 | 2026-05-18 | 95.82 | 95.82 | 91.13 | 92.76 | 95.61 | — | 10,148,025 | -0.9% | -4.1% |
| 4 | 2026-05-19 | 90.45 | 93.59 | 90.00 | 91.81 | 94.43 | — | 7,342,945 | -3.2% | -5.1% |
| 5 | 2026-05-20 | 92.69 | 94.34 | 91.81 | 94.02 | 93.90 | exit | 10,868,620 | -2.5% | -2.8% |
| 6 | 2026-05-21 | 93.00 | 93.28 | 89.19 | 91.11 | 92.71 | — | 8,593,037 | -3.6% | -5.8% |
| 7 | 2026-05-22 | 90.67 | 94.90 | 90.64 | 93.43 | 92.63 | — | 8,706,155 | -1.9% | -3.4% |
| 8 | 2026-05-26 | 95.83 | 99.97 | 95.22 | 98.05 | 93.68 | — | 13,084,694 | +3.4% | +1.4% |
| 9 | 2026-05-27 | 99.38 | 100.24 | 94.72 | 96.85 | 94.69 | — | 12,754,282 | +3.7% | +0.1% |