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 | 2026-05-21 | 36.88 | 37.30 | 35.57 | 35.89 | — | — | 945,011 | +10.5% | +6.3% |
| -4 | 2026-05-22 | 36.16 | 36.60 | 35.55 | 35.99 | — | — | 703,557 | +8.4% | +6.6% |
| -3 | 2026-05-26 | 36.26 | 36.26 | 35.02 | 35.31 | — | — | 1,210,723 | +7.4% | +4.6% |
| -2 | 2026-05-27 | 34.51 | 34.89 | 34.09 | 34.49 | — | — | 931,517 | +3.4% | +2.2% |
| -1 | 2026-05-28 | 34.80 | 35.52 | 34.44 | 34.79 | 35.29 | — | 952,288 | +5.2% | +3.1% |
| 0 | 2026-05-29 | 34.48 | 34.49 | 33.44 | 33.75 | 34.87 | — | 17,163,788 | +2.2% | +0.0% |
| 1 | 2026-06-01 | 34.25 | 35.41 | 34.21 | 34.69 | 34.61 | exit | 10,406,091 | +4.9% | +2.8% |
| 2 | 2026-06-02 | 34.56 | 34.92 | 34.26 | 34.72 | 34.49 | — | 11,177,267 | +3.5% | +2.9% |
| 3 | 2026-06-03 | 34.69 | 35.71 | 34.68 | 35.40 | 34.67 | — | 10,379,927 | +5.8% | +4.9% |
| 4 | 2026-06-04 | 34.96 | 35.51 | 34.53 | 34.79 | 34.67 | — | 8,980,371 | +5.2% | +3.1% |
| 5 | 2026-06-05 | 34.53 | 34.60 | 33.65 | 33.97 | 34.71 | — | 7,611,679 | +2.5% | +0.7% |
| 6 | 2026-06-08 | 33.98 | 34.40 | 33.65 | 34.20 | 34.62 | — | 5,246,562 | +1.9% | +1.3% |
| 7 | 2026-06-09 | 34.03 | 34.09 | 32.58 | 33.22 | 34.32 | — | 12,091,549 | +1.0% | -1.6% |
| 8 | 2026-06-10 | 33.25 | 34.47 | 32.88 | 34.24 | 34.08 | — | 11,205,908 | +2.1% | +1.5% |
| 9 | 2026-06-11 | 34.91 | 35.80 | 33.44 | 33.63 | 33.85 | — | 10,376,816 | +6.1% | -0.4% |