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 | 112.28 | 112.58 | 111.51 | 112.39 | — | — | 66,294 | +7.2% | +7.1% |
| -4 | 2026-05-26 | 113.10 | 113.10 | 111.93 | 111.99 | — | — | 110,638 | +7.7% | +6.7% |
| -3 | 2026-05-27 | 111.11 | 111.69 | 110.49 | 111.50 | — | — | 152,187 | +6.4% | +6.2% |
| -2 | 2026-05-28 | 111.17 | 111.62 | 109.41 | 109.62 | — | — | 173,461 | +6.3% | +4.4% |
| -1 | 2026-05-29 | 109.58 | 110.02 | 108.35 | 109.05 | 110.91 | — | 82,130 | +4.8% | +3.9% |
| 0 | 2026-06-01 | 107.55 | 107.97 | 104.94 | 104.97 | 109.43 | — | 3,036,479 | +2.9% | +0.0% |
| 1 | 2026-06-02 | 105.49 | 107.95 | 104.97 | 107.60 | 108.55 | — | 2,880,568 | +2.8% | +2.5% |
| 2 | 2026-06-03 | 108.50 | 111.29 | 108.24 | 108.66 | 107.98 | exit | 2,566,046 | +6.0% | +3.5% |
| 3 | 2026-06-04 | 109.71 | 109.72 | 107.62 | 109.28 | 107.91 | — | 2,590,315 | +4.5% | +4.1% |
| 4 | 2026-06-05 | 109.42 | 111.77 | 109.27 | 110.74 | 108.25 | — | 5,033,591 | +6.5% | +5.5% |
| 5 | 2026-06-08 | 111.16 | 111.26 | 107.89 | 108.11 | 108.88 | — | 1,875,178 | +6.0% | +3.0% |
| 6 | 2026-06-09 | 108.59 | 109.76 | 107.78 | 109.66 | 109.29 | — | 1,816,579 | +4.6% | +4.5% |
| 7 | 2026-06-10 | 111.17 | 111.96 | 110.21 | 110.48 | 109.65 | — | 2,893,906 | +6.7% | +5.2% |
| 8 | 2026-06-11 | 111.43 | 112.11 | 109.85 | 109.89 | 109.78 | — | 1,815,927 | +6.8% | +4.7% |
| 9 | 2026-06-12 | 110.02 | 111.14 | 110.07 | 111.11 | 109.85 | — | 1,835,607 | +5.9% | +5.8% |