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 | 2026-05-20 | 117.25 | 118.55 | 117.13 | 117.23 | — | — | 123,145 | +5.3% | +4.1% |
| -4 | 2026-05-21 | 116.63 | 118.11 | 116.44 | 117.79 | — | — | 100,724 | +4.9% | +4.6% |
| -3 | 2026-05-22 | 118.30 | 118.31 | 117.30 | 117.87 | — | — | 152,296 | +5.0% | +4.7% |
| -2 | 2026-05-26 | 116.85 | 117.69 | 116.48 | 116.85 | — | — | 103,309 | +4.5% | +3.7% |
| -1 | 2026-05-27 | 116.53 | 117.16 | 114.42 | 114.84 | 116.92 | — | 74,332 | +4.0% | +2.0% |
| 0 | 2026-05-28 | 114.39 | 114.99 | 112.57 | 112.63 | 116.00 | — | 3,037,751 | +2.1% | +0.0% |
| 1 | 2026-05-29 | 112.54 | 113.79 | 111.91 | 112.42 | 114.92 | — | 6,479,814 | +1.0% | -0.2% |
| 2 | 2026-06-01 | 111.84 | 113.02 | 110.54 | 112.11 | 113.77 | — | 1,719,415 | +0.3% | -0.5% |
| 3 | 2026-06-02 | 112.55 | 113.90 | 111.93 | 113.63 | 113.13 | exit | 1,679,302 | +1.1% | +0.9% |
| 4 | 2026-06-03 | 113.48 | 116.38 | 112.75 | 114.50 | 113.06 | — | 3,930,897 | +3.3% | +1.7% |
| 5 | 2026-06-04 | 115.63 | 116.70 | 114.82 | 115.29 | 113.59 | — | 1,773,999 | +3.6% | +2.4% |
| 6 | 2026-06-05 | 116.14 | 118.82 | 114.69 | 118.24 | 114.75 | — | 1,617,854 | +5.5% | +5.0% |
| 7 | 2026-06-08 | 117.32 | 117.56 | 115.11 | 115.24 | 115.38 | — | 2,111,316 | +4.4% | +2.3% |
| 8 | 2026-06-09 | 115.10 | 116.57 | 114.42 | 115.61 | 115.78 | — | 2,074,928 | +3.5% | +2.6% |
| 9 | 2026-06-10 | 116.44 | 117.64 | 115.82 | 117.11 | 116.30 | — | 1,686,891 | +4.4% | +4.0% |