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 | 101.95 | 102.34 | 101.55 | 101.91 | — | — | 34,838 | +1.5% | +1.1% |
| -4 | 2026-05-21 | 101.99 | 102.27 | 101.36 | 101.85 | — | — | 54,097 | +1.4% | +1.0% |
| -3 | 2026-05-22 | 100.70 | 103.06 | 100.70 | 102.94 | — | — | 63,306 | +2.2% | +2.1% |
| -2 | 2026-05-26 | 103.18 | 103.34 | 102.70 | 102.84 | — | — | 39,296 | +2.5% | +2.0% |
| -1 | 2026-05-27 | 103.28 | 103.37 | 102.52 | 102.79 | 102.46 | — | 36,371 | +2.5% | +1.9% |
| 0 | 2026-05-28 | 102.77 | 103.45 | 100.78 | 100.85 | 102.25 | — | 978,719 | +2.6% | +0.0% |
| 1 | 2026-05-29 | 100.82 | 101.26 | 99.61 | 99.74 | 101.83 | — | 634,037 | +0.4% | -1.1% |
| 2 | 2026-06-01 | 98.94 | 99.38 | 97.36 | 97.48 | 100.74 | — | 689,188 | -1.5% | -3.3% |
| 3 | 2026-06-02 | 98.11 | 99.46 | 97.35 | 98.82 | 99.94 | — | 574,611 | -1.4% | -2.0% |
| 4 | 2026-06-03 | 99.10 | 101.32 | 99.06 | 99.39 | 99.26 | exit | 1,536,205 | +0.5% | -1.4% |
| 5 | 2026-06-04 | 100.07 | 101.21 | 98.67 | 100.48 | 99.18 | — | 752,906 | +0.4% | -0.4% |
| 6 | 2026-06-05 | 101.15 | 103.72 | 100.64 | 103.06 | 99.85 | — | 1,123,545 | +2.8% | +2.2% |
| 7 | 2026-06-08 | 102.79 | 103.35 | 100.84 | 101.29 | 100.61 | — | 1,875,141 | +2.5% | +0.4% |
| 8 | 2026-06-09 | 101.65 | 103.73 | 101.08 | 102.65 | 101.37 | — | 1,390,552 | +2.9% | +1.8% |
| 9 | 2026-06-10 | 103.44 | 104.42 | 102.81 | 103.10 | 102.12 | — | 710,372 | +3.5% | +2.2% |