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 | 88.89 | 89.61 | 88.25 | 88.62 | — | — | 220,043 | +4.5% | +3.3% |
| -4 | 2026-05-21 | 89.46 | 89.46 | 87.53 | 88.00 | — | — | 218,317 | +4.3% | +2.6% |
| -3 | 2026-05-22 | 88.85 | 89.22 | 87.94 | 88.17 | — | — | 160,202 | +4.0% | +2.8% |
| -2 | 2026-05-26 | 89.09 | 89.36 | 87.47 | 88.39 | — | — | 132,631 | +4.2% | +3.0% |
| -1 | 2026-05-27 | 88.61 | 88.89 | 88.00 | 88.06 | 88.25 | — | 164,544 | +3.6% | +2.6% |
| 0 | 2026-05-28 | 88.09 | 88.43 | 85.60 | 85.79 | 87.68 | — | 2,241,325 | +3.1% | +0.0% |
| 1 | 2026-05-29 | 85.61 | 85.62 | 83.47 | 84.42 | 86.97 | — | 2,721,191 | -0.2% | -1.6% |
| 2 | 2026-06-01 | 83.71 | 84.30 | 81.56 | 81.71 | 85.67 | — | 1,977,321 | -1.7% | -4.8% |
| 3 | 2026-06-02 | 81.61 | 82.28 | 79.65 | 80.13 | 84.02 | — | 3,834,358 | -4.1% | -6.6% |
| 4 | 2026-06-03 | 80.49 | 81.39 | 78.63 | 79.04 | 82.22 | — | 4,432,796 | -5.1% | -7.9% |
| 5 | 2026-06-04 | 79.87 | 80.37 | 78.07 | 79.10 | 80.88 | — | 2,045,933 | -6.3% | -7.8% |
| 6 | 2026-06-05 | 79.05 | 82.95 | 78.78 | 82.02 | 80.40 | exit | 3,615,194 | -3.3% | -4.4% |
| 7 | 2026-06-08 | 81.78 | 82.10 | 78.85 | 79.62 | 79.98 | — | 3,139,704 | -4.3% | -7.2% |
| 8 | 2026-06-09 | 80.32 | 82.62 | 79.70 | 82.47 | 80.45 | — | 2,873,682 | -3.7% | -3.9% |
| 9 | 2026-06-10 | 83.42 | 85.07 | 82.82 | 84.35 | 81.51 | — | 3,220,246 | -0.8% | -1.7% |