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 | 89.15 | 92.09 | 87.22 | 88.61 | — | — | 321,252 | +6.6% | +2.6% |
| -4 | 2026-05-21 | 88.42 | 91.06 | 87.38 | 90.06 | — | — | 123,676 | +5.4% | +4.3% |
| -3 | 2026-05-22 | 90.07 | 90.31 | 87.93 | 88.08 | — | — | 70,894 | +4.5% | +2.0% |
| -2 | 2026-05-26 | 88.52 | 89.89 | 87.53 | 87.96 | — | — | 126,296 | +4.1% | +1.8% |
| -1 | 2026-05-27 | 88.46 | 89.69 | 87.91 | 87.99 | 88.54 | — | 82,719 | +3.8% | +1.9% |
| 0 | 2026-05-28 | 88.04 | 88.05 | 85.90 | 86.38 | 88.09 | — | 2,236,528 | +1.9% | +0.0% |
| 1 | 2026-05-29 | 86.00 | 87.14 | 85.90 | 86.17 | 87.31 | — | 2,001,826 | +0.9% | -0.2% |
| 2 | 2026-06-01 | 84.63 | 85.16 | 82.63 | 85.07 | 86.71 | — | 2,075,627 | -1.4% | -1.5% |
| 3 | 2026-06-02 | 85.65 | 85.78 | 83.15 | 83.88 | 85.90 | — | 1,692,537 | -0.7% | -2.9% |
| 4 | 2026-06-03 | 84.29 | 85.39 | 83.93 | 84.13 | 85.13 | — | 1,291,572 | -1.1% | -2.6% |
| 5 | 2026-06-04 | 85.00 | 85.44 | 83.69 | 84.47 | 84.74 | — | 1,848,347 | -1.1% | -2.2% |
| 6 | 2026-06-05 | 84.40 | 84.97 | 83.80 | 84.18 | 84.35 | exit | 1,170,038 | -1.6% | -2.5% |
| 7 | 2026-06-08 | 84.57 | 84.79 | 83.28 | 83.54 | 84.04 | — | 1,291,501 | -1.8% | -3.3% |
| 8 | 2026-06-09 | 83.54 | 84.62 | 83.08 | 84.26 | 84.12 | — | 1,425,134 | -2.0% | -2.5% |
| 9 | 2026-06-10 | 83.79 | 84.20 | 82.16 | 82.29 | 83.75 | — | 1,651,092 | -2.5% | -4.7% |