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 | 115.01 | 117.08 | 115.01 | 116.50 | — | — | 119,889 | +4.7% | +4.2% |
| -4 | 2026-05-07 | 116.25 | 116.28 | 113.99 | 114.04 | — | — | 113,932 | +4.0% | +2.0% |
| -3 | 2026-05-08 | 114.47 | 114.91 | 113.82 | 114.25 | — | — | 100,948 | +2.8% | +2.2% |
| -2 | 2026-05-11 | 113.78 | 113.78 | 112.24 | 112.96 | — | — | 93,981 | +1.8% | +1.1% |
| -1 | 2026-05-12 | 113.08 | 113.14 | 111.28 | 113.00 | 114.15 | — | 94,877 | +1.2% | +1.1% |
| 0 | 2026-05-13 | 112.45 | 113.13 | 111.56 | 111.78 | 113.21 | — | 1,964,623 | +1.2% | +0.0% |
| 1 | 2026-05-14 | 112.45 | 113.25 | 111.93 | 112.60 | 112.92 | — | 2,150,404 | +1.3% | +0.7% |
| 2 | 2026-05-15 | 112.08 | 112.35 | 109.83 | 110.32 | 112.13 | — | 2,732,053 | +0.5% | -1.3% |
| 3 | 2026-05-18 | 110.88 | 111.84 | 109.50 | 111.68 | 111.88 | — | 2,862,169 | +0.1% | -0.1% |
| 4 | 2026-05-19 | 110.97 | 111.21 | 108.73 | 109.38 | 111.15 | — | 2,750,528 | -0.5% | -2.1% |
| 5 | 2026-05-20 | 109.53 | 112.35 | 108.60 | 111.64 | 111.12 | exit | 2,553,252 | +0.5% | -0.1% |
| 6 | 2026-05-21 | 110.74 | 110.74 | 107.78 | 109.34 | 110.47 | — | 3,175,785 | -0.9% | -2.2% |
| 7 | 2026-05-22 | 109.51 | 109.96 | 108.46 | 109.35 | 110.28 | — | 2,320,311 | -1.6% | -2.2% |
| 8 | 2026-05-26 | 110.97 | 112.02 | 110.25 | 112.01 | 110.34 | — | 2,728,259 | +0.2% | +0.2% |
| 9 | 2026-05-27 | 112.61 | 113.82 | 112.03 | 112.26 | 110.92 | — | 2,940,313 | +1.8% | +0.4% |