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 | 500.30 | 512.26 | 499.97 | 506.74 | — | — | 106,920 | +2.0% | +0.9% |
| -4 | 2026-05-21 | 509.46 | 516.36 | 505.84 | 514.54 | — | — | 72,859 | +2.9% | +2.5% |
| -3 | 2026-05-22 | 517.02 | 520.93 | 515.01 | 517.68 | — | — | 50,566 | +3.8% | +3.1% |
| -2 | 2026-05-26 | 517.88 | 518.39 | 513.06 | 514.87 | — | — | 69,361 | +3.3% | +2.6% |
| -1 | 2026-05-27 | 513.76 | 515.35 | 507.84 | 508.01 | 512.37 | — | 64,919 | +2.7% | +1.2% |
| 0 | 2026-05-28 | 508.03 | 508.03 | 498.58 | 501.98 | 511.42 | — | 2,266,172 | +1.2% | +0.0% |
| 1 | 2026-05-29 | 500.00 | 502.53 | 495.33 | 497.69 | 508.05 | — | 4,326,107 | +0.1% | -0.9% |
| 2 | 2026-06-01 | 496.19 | 498.34 | 488.88 | 497.41 | 503.99 | — | 2,445,337 | -0.7% | -0.9% |
| 3 | 2026-06-02 | 493.47 | 499.79 | 490.44 | 495.91 | 500.20 | — | 3,004,143 | -0.4% | -1.2% |
| 4 | 2026-06-03 | 497.03 | 512.21 | 496.73 | 507.57 | 500.11 | exit | 2,257,059 | +2.0% | +1.1% |
| 5 | 2026-06-04 | 509.36 | 512.16 | 504.51 | 507.45 | 501.21 | — | 2,994,569 | +2.0% | +1.1% |
| 6 | 2026-06-05 | 512.29 | 517.60 | 507.02 | 507.90 | 503.25 | — | 2,877,865 | +3.1% | +1.2% |
| 7 | 2026-06-08 | 507.13 | 510.18 | 499.95 | 501.92 | 504.15 | — | 1,861,815 | +1.6% | -0.0% |
| 8 | 2026-06-09 | 506.36 | 517.08 | 506.36 | 515.59 | 508.09 | — | 2,951,578 | +3.0% | +2.7% |
| 9 | 2026-06-10 | 522.25 | 522.89 | 504.96 | 509.16 | 508.40 | — | 2,567,176 | +4.2% | +1.4% |