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 | 94.51 | 94.64 | 93.53 | 93.62 | — | — | 249,355 | +2.3% | +1.2% |
| -4 | 2026-05-21 | 93.78 | 94.41 | 93.24 | 94.26 | — | — | 163,771 | +2.0% | +1.9% |
| -3 | 2026-05-22 | 94.54 | 94.79 | 93.81 | 94.52 | — | — | 120,002 | +2.5% | +2.2% |
| -2 | 2026-05-26 | 94.56 | 94.56 | 93.78 | 94.08 | — | — | 212,475 | +2.2% | +1.7% |
| -1 | 2026-05-27 | 93.53 | 94.48 | 93.53 | 93.74 | 94.04 | — | 188,331 | +2.1% | +1.3% |
| 0 | 2026-05-28 | 93.73 | 94.25 | 92.42 | 92.52 | 93.82 | — | 2,820,486 | +1.9% | +0.0% |
| 1 | 2026-05-29 | 92.50 | 92.60 | 91.35 | 92.05 | 93.38 | — | 3,900,130 | +0.1% | -0.5% |
| 2 | 2026-06-01 | 91.27 | 91.47 | 89.02 | 89.03 | 92.28 | — | 6,114,236 | -1.1% | -3.8% |
| 3 | 2026-06-02 | 89.34 | 90.64 | 89.07 | 90.51 | 91.57 | — | 3,580,962 | -2.0% | -2.2% |
| 4 | 2026-06-03 | 90.60 | 92.41 | 90.19 | 90.49 | 90.92 | — | 6,560,807 | -0.1% | -2.2% |
| 5 | 2026-06-04 | 91.13 | 91.93 | 89.95 | 91.62 | 90.74 | exit | 3,397,156 | -0.6% | -1.0% |
| 6 | 2026-06-05 | 92.14 | 93.57 | 91.96 | 92.60 | 90.85 | — | 5,508,503 | +1.1% | +0.1% |
| 7 | 2026-06-08 | 92.26 | 92.78 | 90.94 | 91.28 | 91.30 | — | 4,263,320 | +0.3% | -1.3% |
| 8 | 2026-06-09 | 91.39 | 93.36 | 90.92 | 92.95 | 91.79 | — | 5,104,645 | +0.9% | +0.5% |
| 9 | 2026-06-10 | 93.61 | 94.50 | 92.81 | 94.02 | 92.49 | — | 4,524,617 | +2.1% | +1.6% |