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 | 126.05 | 127.31 | 120.41 | 123.28 | — | — | 208,792 | +9.3% | +5.8% |
| -4 | 2026-05-21 | 124.89 | 125.42 | 120.82 | 121.69 | — | — | 155,632 | +7.7% | +4.5% |
| -3 | 2026-05-22 | 120.80 | 122.98 | 119.77 | 121.65 | — | — | 68,697 | +5.6% | +4.4% |
| -2 | 2026-05-26 | 120.06 | 122.12 | 119.14 | 119.14 | — | — | 115,094 | +4.8% | +2.3% |
| -1 | 2026-05-27 | 117.58 | 118.23 | 113.21 | 116.46 | 120.44 | — | 125,803 | +1.5% | -0.0% |
| 0 | 2026-05-28 | 118.35 | 120.26 | 115.51 | 116.50 | 119.09 | — | 1,809,134 | +3.2% | +0.0% |
| 1 | 2026-05-29 | 115.65 | 116.36 | 111.27 | 112.35 | 117.22 | — | 2,830,169 | -0.1% | -3.6% |
| 2 | 2026-06-01 | 114.66 | 117.00 | 113.25 | 113.30 | 115.55 | — | 2,376,485 | +0.4% | -2.7% |
| 3 | 2026-06-02 | 114.34 | 115.50 | 113.23 | 113.48 | 114.42 | — | 1,690,851 | -0.9% | -2.6% |
| 4 | 2026-06-03 | 114.00 | 118.08 | 113.86 | 116.60 | 114.45 | exit | 2,426,002 | +1.4% | +0.1% |
| 5 | 2026-06-04 | 115.71 | 118.60 | 114.44 | 117.52 | 114.65 | — | 1,815,192 | +1.8% | +0.9% |
| 6 | 2026-06-05 | 117.52 | 117.59 | 113.44 | 113.49 | 114.88 | — | 2,234,175 | +0.9% | -2.6% |
| 7 | 2026-06-08 | 113.31 | 113.56 | 109.28 | 109.45 | 114.11 | — | 2,845,028 | -2.5% | -6.1% |
| 8 | 2026-06-09 | 110.95 | 110.66 | 106.29 | 108.58 | 113.13 | — | 3,848,841 | -5.0% | -6.8% |
| 9 | 2026-06-10 | 108.30 | 110.51 | 107.14 | 109.26 | 111.66 | — | 2,551,545 | -5.1% | -6.2% |