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 | 1060.44 | 1060.80 | 1035.97 | 1039.80 | — | — | 57,947 | +11.6% | +9.4% |
| -4 | 2026-05-26 | 1048.09 | 1094.46 | 1045.73 | 1071.18 | — | — | 74,920 | +15.1% | +12.7% |
| -3 | 2026-05-27 | 1039.70 | 1052.07 | 1017.70 | 1032.38 | — | — | 96,139 | +10.7% | +8.6% |
| -2 | 2026-05-28 | 1022.29 | 1029.50 | 990.68 | 995.49 | — | — | 124,731 | +8.3% | +4.7% |
| -1 | 2026-05-29 | 997.02 | 1003.70 | 952.14 | 969.34 | 1021.64 | — | 192,541 | +5.6% | +2.0% |
| 0 | 2026-06-01 | 959.97 | 970.64 | 939.00 | 950.54 | 1003.79 | — | 2,659,464 | +2.1% | +0.0% |
| 1 | 2026-06-02 | 962.78 | 976.87 | 944.15 | 969.67 | 983.48 | — | 2,242,516 | +2.8% | +2.0% |
| 2 | 2026-06-03 | 976.99 | 991.96 | 956.66 | 959.36 | 968.88 | — | 1,812,226 | +4.4% | +0.9% |
| 3 | 2026-06-04 | 940.00 | 968.75 | 923.00 | 963.33 | 962.45 | exit | 2,177,824 | +1.9% | +1.3% |
| 4 | 2026-06-05 | 947.29 | 953.00 | 921.46 | 933.61 | 955.30 | — | 2,983,431 | +0.3% | -1.8% |
| 5 | 2026-06-08 | 947.91 | 952.74 | 932.05 | 933.85 | 951.96 | — | 1,577,125 | +0.2% | -1.8% |
| 6 | 2026-06-09 | 927.99 | 947.84 | 878.00 | 920.15 | 942.06 | — | 3,581,995 | -0.3% | -3.2% |
| 7 | 2026-06-10 | 897.51 | 908.00 | 856.05 | 867.09 | 923.61 | — | 5,292,761 | -4.5% | -8.8% |
| 8 | 2026-06-11 | 888.07 | 920.52 | 884.73 | 906.79 | 912.30 | — | 3,898,450 | -3.2% | -4.6% |
| 9 | 2026-06-12 | 907.50 | 943.68 | 907.95 | 940.66 | 913.71 | — | 2,441,932 | -0.7% | -1.0% |