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 | 728.09 | 728.55 | 711.43 | 723.18 | — | — | 59,385 | +6.0% | +5.2% |
| -4 | 2026-05-26 | 732.32 | 747.99 | 730.42 | 742.30 | — | — | 64,465 | +8.8% | +8.0% |
| -3 | 2026-05-27 | 742.16 | 742.16 | 723.95 | 733.62 | — | — | 52,334 | +8.0% | +6.7% |
| -2 | 2026-05-28 | 733.57 | 739.57 | 720.65 | 730.66 | — | — | 46,278 | +7.6% | +6.3% |
| -1 | 2026-05-29 | 725.23 | 733.59 | 706.72 | 712.28 | 728.41 | — | 64,963 | +6.7% | +3.6% |
| 0 | 2026-06-01 | 702.00 | 709.00 | 683.31 | 687.48 | 721.27 | — | 1,185,870 | +3.1% | +0.0% |
| 1 | 2026-06-02 | 691.13 | 708.67 | 691.11 | 706.06 | 714.02 | — | 836,871 | +3.1% | +2.7% |
| 2 | 2026-06-03 | 706.55 | 729.92 | 699.53 | 715.67 | 710.43 | exit | 695,700 | +6.2% | +4.1% |
| 3 | 2026-06-04 | 701.00 | 722.39 | 693.50 | 719.17 | 708.13 | — | 985,394 | +5.1% | +4.6% |
| 4 | 2026-06-05 | 705.94 | 714.08 | 690.05 | 695.11 | 704.70 | — | 1,035,542 | +3.9% | +1.1% |
| 5 | 2026-06-08 | 703.52 | 703.00 | 683.48 | 693.81 | 705.96 | — | 838,080 | +2.3% | +0.9% |
| 6 | 2026-06-09 | 704.33 | 715.92 | 667.14 | 691.95 | 703.14 | — | 920,235 | +4.1% | +0.7% |
| 7 | 2026-06-10 | 684.69 | 689.78 | 642.11 | 650.92 | 690.19 | — | 1,421,144 | +0.3% | -5.3% |
| 8 | 2026-06-11 | 660.17 | 684.24 | 656.21 | 683.29 | 683.02 | — | 759,728 | -0.5% | -0.6% |
| 9 | 2026-06-12 | 688.02 | 710.00 | 684.00 | 707.74 | 685.54 | — | 1,029,780 | +3.3% | +2.9% |