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 | 262.89 | 263.19 | 259.06 | 261.93 | — | — | 76,802 | +5.0% | +4.5% |
| -4 | 2026-05-27 | 262.92 | 262.92 | 255.62 | 257.89 | — | — | 118,483 | +4.9% | +2.9% |
| -3 | 2026-05-28 | 257.96 | 262.35 | 255.64 | 260.01 | — | — | 90,278 | +4.6% | +3.7% |
| -2 | 2026-05-29 | 256.95 | 259.57 | 254.54 | 258.40 | — | — | 97,745 | +3.5% | +3.1% |
| -1 | 2026-06-01 | 251.03 | 257.07 | 250.93 | 255.49 | 258.74 | — | 121,824 | +2.5% | +1.9% |
| 0 | 2026-06-02 | 254.12 | 256.57 | 249.01 | 250.72 | 256.50 | — | 1,779,322 | +2.3% | +0.0% |
| 1 | 2026-06-03 | 249.54 | 252.08 | 246.20 | 248.63 | 254.65 | — | 1,520,744 | +0.5% | -0.8% |
| 2 | 2026-06-04 | 248.22 | 251.05 | 244.63 | 249.33 | 252.51 | — | 1,510,163 | +0.1% | -0.6% |
| 3 | 2026-06-05 | 248.74 | 257.03 | 248.34 | 251.90 | 251.21 | exit | 1,507,427 | +2.5% | +0.5% |
| 4 | 2026-06-08 | 254.53 | 253.72 | 245.21 | 246.55 | 249.43 | — | 1,821,588 | +1.2% | -1.7% |
| 5 | 2026-06-09 | 249.23 | 257.34 | 243.68 | 257.16 | 250.71 | — | 3,088,010 | +2.6% | +2.6% |
| 6 | 2026-06-10 | 256.77 | 256.17 | 248.34 | 249.49 | 250.89 | — | 2,683,051 | +2.2% | -0.5% |
| 7 | 2026-06-11 | 251.38 | 264.59 | 250.85 | 264.60 | 253.94 | — | 2,441,060 | +5.5% | +5.5% |
| 8 | 2026-06-12 | 267.94 | 267.97 | 261.09 | 264.67 | 256.49 | — | 1,302,289 | +6.9% | +5.6% |
| 9 | 2026-06-15 | 270.90 | 273.05 | 268.61 | 270.44 | 261.27 | — | 2,222,081 | +8.9% | +7.9% |