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 | 2026-05-27 | 89.84 | 92.22 | 89.84 | 91.29 | — | — | 189,925 | +8.7% | +7.6% |
| -4 | 2026-05-28 | 91.33 | 92.29 | 90.93 | 91.66 | — | — | 220,204 | +8.7% | +8.0% |
| -3 | 2026-05-29 | 91.42 | 91.42 | 89.45 | 90.14 | — | — | 240,497 | +7.7% | +6.2% |
| -2 | 2026-06-01 | 89.22 | 89.43 | 87.26 | 88.43 | — | — | 431,397 | +5.4% | +4.2% |
| -1 | 2026-06-02 | 88.57 | 89.00 | 87.82 | 88.24 | 89.95 | — | 196,746 | +4.9% | +4.0% |
| 0 | 2026-06-03 | 87.42 | 87.96 | 84.62 | 84.87 | 88.67 | — | 6,012,747 | +3.6% | +0.0% |
| 1 | 2026-06-04 | 86.49 | 87.15 | 84.31 | 85.10 | 87.36 | — | 3,975,454 | +2.7% | +0.3% |
| 2 | 2026-06-05 | 85.97 | 89.59 | 85.78 | 88.58 | 87.04 | exit | 5,961,383 | +5.6% | +4.4% |
| 3 | 2026-06-08 | 86.99 | 87.32 | 85.98 | 86.07 | 86.57 | — | 4,130,853 | +2.9% | +1.4% |
| 4 | 2026-06-09 | 85.35 | 89.09 | 85.15 | 87.80 | 86.48 | — | 5,383,138 | +5.0% | +3.5% |
| 5 | 2026-06-10 | 88.60 | 89.98 | 88.21 | 89.95 | 87.50 | — | 4,040,287 | +6.0% | +6.0% |
| 6 | 2026-06-11 | 90.16 | 90.60 | 89.26 | 89.39 | 88.36 | — | 3,234,905 | +6.8% | +5.3% |
| 7 | 2026-06-12 | 89.44 | 90.07 | 88.58 | 89.45 | 88.53 | — | 2,851,072 | +6.1% | +5.4% |
| 8 | 2026-06-15 | 89.29 | 90.83 | 89.39 | 90.58 | 89.43 | — | 4,192,979 | +7.0% | +6.7% |
| 9 | 2026-06-16 | 91.59 | 91.81 | 90.24 | 90.63 | 90.00 | — | 295,391 | +8.2% | +6.8% |