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 | 95.27 | 95.93 | 92.00 | 92.13 | — | — | 197,776 | +10.2% | +5.9% |
| -4 | 2026-05-21 | 93.26 | 93.53 | 91.65 | 92.64 | — | — | 120,707 | +7.5% | +6.5% |
| -3 | 2026-05-22 | 92.59 | 94.36 | 92.59 | 93.98 | — | — | 101,210 | +8.4% | +8.0% |
| -2 | 2026-05-26 | 92.70 | 93.83 | 90.42 | 90.42 | — | — | 201,893 | +7.8% | +3.9% |
| -1 | 2026-05-27 | 89.16 | 89.91 | 88.08 | 88.23 | 91.48 | — | 125,225 | +3.3% | +1.4% |
| 0 | 2026-05-28 | 89.25 | 89.49 | 87.01 | 87.02 | 90.46 | — | 3,679,599 | +2.8% | +0.0% |
| 1 | 2026-05-29 | 86.00 | 87.00 | 83.57 | 83.94 | 88.72 | — | 8,230,429 | -0.0% | -3.5% |
| 2 | 2026-06-01 | 84.92 | 86.72 | 84.51 | 84.95 | 86.91 | — | 3,093,357 | -0.3% | -2.4% |
| 3 | 2026-06-02 | 84.95 | 86.84 | 84.99 | 86.72 | 86.17 | exit | 1,553,873 | -0.2% | -0.3% |
| 4 | 2026-06-03 | 86.77 | 88.69 | 86.70 | 86.75 | 85.88 | — | 2,758,205 | +1.9% | -0.3% |
| 5 | 2026-06-04 | 86.99 | 89.10 | 86.53 | 88.95 | 86.26 | — | 2,911,850 | +2.4% | +2.2% |
| 6 | 2026-06-05 | 88.83 | 89.65 | 88.04 | 88.25 | 87.12 | — | 2,630,478 | +3.0% | +1.4% |
| 7 | 2026-06-08 | 88.52 | 89.48 | 87.85 | 88.15 | 87.76 | — | 1,625,191 | +2.8% | +1.3% |
| 8 | 2026-06-09 | 87.68 | 88.38 | 86.57 | 87.79 | 87.98 | — | 2,003,547 | +1.6% | +0.9% |
| 9 | 2026-06-10 | 88.44 | 91.54 | 88.36 | 90.57 | 88.74 | — | 2,312,289 | +5.2% | +4.1% |