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 | 91.45 | 92.02 | 90.88 | 91.44 | — | — | 86,543 | +2.2% | +1.6% |
| -4 | 2026-05-21 | 91.55 | 91.63 | 90.75 | 91.53 | — | — | 84,019 | +1.8% | +1.7% |
| -3 | 2026-05-22 | 91.41 | 92.99 | 91.38 | 92.82 | — | — | 67,806 | +3.3% | +3.1% |
| -2 | 2026-05-26 | 93.17 | 93.17 | 91.51 | 91.56 | — | — | 91,509 | +3.5% | +1.7% |
| -1 | 2026-05-27 | 91.12 | 91.56 | 90.64 | 91.25 | 91.72 | — | 101,900 | +1.7% | +1.4% |
| 0 | 2026-05-28 | 91.17 | 91.42 | 89.48 | 90.03 | 91.44 | — | 2,161,273 | +1.5% | +0.0% |
| 1 | 2026-05-29 | 90.50 | 90.53 | 88.59 | 89.13 | 90.96 | — | 6,321,096 | +0.6% | -1.0% |
| 2 | 2026-06-01 | 88.22 | 89.37 | 87.12 | 87.13 | 89.82 | — | 2,289,758 | -0.7% | -3.2% |
| 3 | 2026-06-02 | 87.66 | 89.64 | 87.66 | 89.55 | 89.42 | exit | 2,859,873 | -0.4% | -0.5% |
| 4 | 2026-06-03 | 89.79 | 91.25 | 89.20 | 89.53 | 89.07 | — | 3,615,128 | +1.4% | -0.6% |
| 5 | 2026-06-04 | 89.54 | 90.61 | 89.03 | 90.34 | 89.14 | — | 1,593,426 | +0.6% | +0.3% |
| 6 | 2026-06-05 | 90.46 | 92.12 | 90.46 | 91.42 | 89.59 | — | 2,958,303 | +2.3% | +1.5% |
| 7 | 2026-06-08 | 91.48 | 91.65 | 88.98 | 89.00 | 89.97 | — | 3,633,563 | +1.8% | -1.1% |
| 8 | 2026-06-09 | 89.60 | 91.05 | 89.10 | 90.87 | 90.23 | — | 2,200,129 | +1.1% | +0.9% |
| 9 | 2026-06-10 | 91.55 | 91.59 | 90.44 | 91.03 | 90.53 | — | 1,923,222 | +1.7% | +1.1% |