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 | 93.01 | 93.46 | 90.72 | 90.80 | — | — | 265,635 | +4.4% | +1.5% |
| -4 | 2026-05-27 | 91.27 | 92.08 | 91.23 | 92.06 | — | — | 289,545 | +2.9% | +2.9% |
| -3 | 2026-05-28 | 92.14 | 94.13 | 92.12 | 92.95 | — | — | 419,012 | +5.2% | +3.9% |
| -2 | 2026-05-29 | 92.79 | 93.58 | 90.58 | 90.99 | — | — | 305,068 | +4.6% | +1.7% |
| -1 | 2026-06-01 | 91.20 | 91.84 | 90.20 | 90.61 | 91.48 | — | 244,736 | +2.6% | +1.2% |
| 0 | 2026-06-02 | 90.55 | 91.19 | 89.42 | 89.50 | 91.22 | — | 5,648,793 | +1.9% | +0.0% |
| 1 | 2026-06-03 | 90.05 | 93.32 | 90.03 | 91.37 | 91.08 | exit | 5,536,119 | +4.3% | +2.1% |
| 2 | 2026-06-04 | 93.55 | 94.87 | 93.03 | 94.82 | 91.46 | — | 12,330,798 | +6.0% | +5.9% |
| 3 | 2026-06-05 | 94.97 | 96.63 | 94.97 | 95.93 | 92.45 | — | 9,595,945 | +8.0% | +7.2% |
| 4 | 2026-06-08 | 95.95 | 97.27 | 94.89 | 97.08 | 93.74 | — | 5,914,647 | +8.7% | +8.5% |
| 5 | 2026-06-09 | 96.70 | 97.52 | 95.95 | 97.06 | 95.25 | — | 4,990,894 | +9.0% | +8.4% |
| 6 | 2026-06-10 | 97.76 | 98.60 | 96.15 | 98.02 | 96.58 | — | 8,723,836 | +10.2% | +9.5% |
| 7 | 2026-06-11 | 98.24 | 100.49 | 97.12 | 100.48 | 97.71 | — | 11,668,721 | +12.3% | +12.3% |
| 8 | 2026-06-12 | 100.89 | 102.76 | 100.01 | 101.96 | 98.92 | — | 9,427,927 | +14.8% | +13.9% |
| 9 | 2026-06-15 | 100.86 | 101.36 | 98.88 | 100.68 | 99.64 | — | 7,390,795 | +13.3% | +12.5% |