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 | 88.89 | 89.84 | 88.47 | 89.69 | — | — | 699,736 | +3.3% | +3.1% |
| -4 | 2026-05-22 | 89.83 | 89.83 | 87.95 | 88.54 | — | — | 738,186 | +3.2% | +1.8% |
| -3 | 2026-05-26 | 89.06 | 89.50 | 87.55 | 87.63 | — | — | 746,712 | +2.9% | +0.7% |
| -2 | 2026-05-27 | 87.00 | 88.05 | 87.00 | 87.64 | — | — | 706,313 | +1.2% | +0.7% |
| -1 | 2026-05-28 | 87.88 | 88.45 | 87.03 | 87.26 | 88.15 | — | 624,072 | +1.7% | +0.3% |
| 0 | 2026-05-29 | 87.02 | 87.21 | 85.69 | 87.01 | 87.62 | — | 25,325,562 | +0.2% | +0.0% |
| 1 | 2026-06-01 | 85.89 | 86.20 | 83.57 | 83.66 | 86.64 | — | 13,171,396 | -0.9% | -3.9% |
| 2 | 2026-06-02 | 84.29 | 85.76 | 84.11 | 85.68 | 86.25 | — | 11,697,816 | -1.4% | -1.5% |
| 3 | 2026-06-03 | 85.66 | 86.30 | 84.53 | 84.58 | 85.64 | — | 11,889,021 | -0.8% | -2.8% |
| 4 | 2026-06-04 | 85.04 | 85.91 | 84.27 | 85.68 | 85.32 | exit | 7,425,891 | -1.3% | -1.5% |
| 5 | 2026-06-05 | 85.07 | 86.10 | 84.61 | 85.84 | 85.09 | — | 11,827,396 | -1.0% | -1.3% |
| 6 | 2026-06-08 | 85.71 | 86.13 | 83.98 | 84.01 | 85.16 | — | 9,488,169 | -1.0% | -3.4% |
| 7 | 2026-06-09 | 84.11 | 85.06 | 83.38 | 84.83 | 84.99 | — | 12,214,280 | -2.2% | -2.5% |
| 8 | 2026-06-10 | 85.29 | 85.33 | 84.51 | 85.12 | 85.10 | — | 7,713,366 | -1.9% | -2.2% |
| 9 | 2026-06-11 | 85.27 | 85.87 | 84.80 | 84.84 | 84.93 | — | 8,494,826 | -1.3% | -2.5% |