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 | 2026-05-26 | 91.38 | 92.17 | 90.60 | 90.64 | — | — | 194,647 | +2.5% | +0.8% |
| -4 | 2026-05-27 | 90.64 | 92.08 | 90.34 | 90.86 | — | — | 105,244 | +2.4% | +1.0% |
| -3 | 2026-05-28 | 90.88 | 92.17 | 90.66 | 91.10 | — | — | 143,273 | +2.5% | +1.3% |
| -2 | 2026-05-29 | 91.07 | 91.95 | 90.37 | 91.47 | — | — | 234,499 | +2.3% | +1.7% |
| -1 | 2026-06-01 | 90.78 | 91.22 | 89.97 | 91.04 | 91.02 | — | 197,712 | +1.4% | +1.2% |
| 0 | 2026-06-02 | 90.80 | 91.25 | 88.62 | 89.92 | 90.88 | — | 2,547,308 | +1.5% | +0.0% |
| 1 | 2026-06-03 | 89.17 | 91.46 | 88.60 | 88.62 | 90.43 | — | 3,315,223 | +1.7% | -1.4% |
| 2 | 2026-06-04 | 90.67 | 94.15 | 89.82 | 93.79 | 90.97 | exit | 5,109,864 | +4.7% | +4.3% |
| 3 | 2026-06-05 | 93.90 | 95.07 | 93.63 | 94.49 | 91.57 | — | 5,480,372 | +5.7% | +5.1% |
| 4 | 2026-06-08 | 93.97 | 94.10 | 91.46 | 91.79 | 91.72 | — | 4,094,505 | +4.6% | +2.1% |
| 5 | 2026-06-09 | 92.23 | 93.64 | 91.31 | 92.57 | 92.25 | — | 3,763,004 | +4.1% | +2.9% |
| 6 | 2026-06-10 | 93.19 | 93.60 | 91.65 | 93.38 | 93.20 | — | 4,170,791 | +4.1% | +3.8% |
| 7 | 2026-06-11 | 93.25 | 93.58 | 91.43 | 92.04 | 92.85 | — | 4,059,980 | +4.1% | +2.4% |
| 8 | 2026-06-12 | 92.50 | 93.65 | 91.87 | 92.16 | 92.39 | — | 2,577,369 | +4.1% | +2.5% |
| 9 | 2026-06-15 | 91.00 | 91.40 | 87.99 | 88.74 | 91.78 | — | 5,003,322 | +1.6% | -1.3% |