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 | 2026-05-22 | 106.90 | 107.91 | 106.29 | 107.50 | — | — | 78,542 | +1.7% | +1.3% |
| -4 | 2026-05-26 | 107.61 | 108.48 | 107.61 | 107.77 | — | — | 37,242 | +2.3% | +1.6% |
| -3 | 2026-05-27 | 108.51 | 109.08 | 108.06 | 108.14 | — | — | 73,511 | +2.8% | +1.9% |
| -2 | 2026-05-28 | 107.91 | 108.75 | 107.69 | 108.08 | — | — | 33,886 | +2.5% | +1.9% |
| -1 | 2026-05-29 | 106.48 | 107.69 | 106.22 | 106.57 | 107.61 | — | 37,703 | +1.5% | +0.5% |
| 0 | 2026-06-01 | 106.00 | 108.15 | 105.75 | 106.08 | 107.33 | — | 707,857 | +2.0% | +0.0% |
| 1 | 2026-06-02 | 106.25 | 106.46 | 104.97 | 106.10 | 106.99 | — | 803,617 | +0.4% | +0.0% |
| 2 | 2026-06-03 | 105.73 | 109.32 | 105.62 | 108.89 | 107.14 | exit | 759,539 | +3.1% | +2.6% |
| 3 | 2026-06-04 | 110.00 | 112.04 | 108.93 | 112.01 | 107.93 | — | 1,005,430 | +5.6% | +5.6% |
| 4 | 2026-06-05 | 111.60 | 113.57 | 111.15 | 112.60 | 109.14 | — | 1,191,529 | +7.1% | +6.1% |
| 5 | 2026-06-08 | 112.71 | 113.73 | 112.12 | 112.97 | 110.51 | — | 1,416,978 | +7.2% | +6.5% |
| 6 | 2026-06-09 | 113.43 | 115.53 | 112.83 | 115.40 | 112.37 | — | 1,252,035 | +8.9% | +8.8% |
| 7 | 2026-06-10 | 114.66 | 116.57 | 114.66 | 115.31 | 113.66 | — | 1,029,661 | +9.9% | +8.7% |
| 8 | 2026-06-11 | 115.31 | 116.59 | 113.95 | 114.44 | 114.14 | — | 842,563 | +9.9% | +7.9% |
| 9 | 2026-06-12 | 114.66 | 116.16 | 114.39 | 114.98 | 114.62 | — | 772,491 | +9.5% | +8.4% |