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 | 90.89 | 91.91 | 90.89 | 91.89 | — | — | 27,001 | +2.6% | +2.6% |
| -4 | 2026-05-26 | 92.39 | 92.84 | 92.31 | 92.68 | — | — | 27,034 | +3.6% | +3.4% |
| -3 | 2026-05-27 | 93.00 | 93.48 | 92.16 | 92.34 | — | — | 26,690 | +4.3% | +3.1% |
| -2 | 2026-05-28 | 92.05 | 93.36 | 91.74 | 91.86 | — | — | 49,446 | +4.2% | +2.5% |
| -1 | 2026-05-29 | 91.08 | 92.23 | 90.88 | 91.75 | 92.10 | — | 68,536 | +3.0% | +2.4% |
| 0 | 2026-06-01 | 90.58 | 90.58 | 89.04 | 89.59 | 91.64 | — | 847,737 | +1.1% | +0.0% |
| 1 | 2026-06-02 | 89.81 | 91.85 | 89.60 | 91.37 | 91.38 | — | 868,473 | +2.5% | +2.0% |
| 2 | 2026-06-03 | 90.78 | 92.82 | 90.76 | 91.38 | 91.19 | exit | 1,338,508 | +3.6% | +2.0% |
| 3 | 2026-06-04 | 92.26 | 92.51 | 90.56 | 91.09 | 91.04 | — | 902,651 | +3.3% | +1.7% |
| 4 | 2026-06-05 | 91.21 | 92.41 | 90.66 | 91.08 | 90.90 | — | 1,272,156 | +3.1% | +1.7% |
| 5 | 2026-06-08 | 91.09 | 92.10 | 90.59 | 91.43 | 91.27 | — | 1,146,467 | +2.8% | +2.1% |
| 6 | 2026-06-09 | 91.94 | 93.90 | 91.22 | 93.29 | 91.65 | — | 1,225,597 | +4.8% | +4.1% |
| 7 | 2026-06-10 | 93.51 | 94.49 | 91.30 | 91.33 | 91.64 | — | 1,151,278 | +5.5% | +1.9% |
| 8 | 2026-06-11 | 92.06 | 94.72 | 91.78 | 93.75 | 92.18 | — | 1,138,994 | +5.7% | +4.6% |
| 9 | 2026-06-12 | 94.38 | 94.44 | 92.20 | 92.82 | 92.52 | — | 1,445,269 | +5.4% | +3.6% |