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 | 2026-05-08 | 108.91 | 109.35 | 108.33 | 109.05 | — | — | 103,034 | +2.8% | +2.5% |
| -4 | 2026-05-11 | 109.58 | 110.14 | 109.24 | 110.00 | — | — | 56,400 | +3.6% | +3.4% |
| -3 | 2026-05-12 | 109.71 | 110.04 | 108.96 | 109.41 | — | — | 96,148 | +3.5% | +2.9% |
| -2 | 2026-05-13 | 108.20 | 109.45 | 108.17 | 109.08 | — | — | 89,040 | +2.9% | +2.6% |
| -1 | 2026-05-14 | 109.19 | 109.56 | 108.83 | 109.54 | 109.42 | — | 60,452 | +3.0% | +3.0% |
| 0 | 2026-05-15 | 109.00 | 109.38 | 106.25 | 106.36 | 108.88 | — | 2,487,007 | +2.8% | +0.0% |
| 1 | 2026-05-18 | 107.27 | 108.08 | 105.75 | 107.38 | 108.35 | — | 1,881,482 | +1.6% | +1.0% |
| 2 | 2026-05-19 | 107.16 | 109.26 | 106.78 | 109.00 | 108.27 | exit | 1,880,198 | +2.7% | +2.5% |
| 3 | 2026-05-20 | 109.35 | 109.73 | 108.44 | 108.69 | 108.19 | — | 2,204,324 | +3.2% | +2.2% |
| 4 | 2026-05-21 | 109.72 | 110.49 | 109.04 | 109.84 | 108.25 | — | 1,944,430 | +3.9% | +3.3% |
| 5 | 2026-05-22 | 110.04 | 111.57 | 109.27 | 111.29 | 109.24 | — | 1,273,661 | +4.9% | +4.6% |
| 6 | 2026-05-26 | 112.17 | 112.12 | 110.62 | 111.03 | 109.97 | — | 742,811 | +5.4% | +4.4% |
| 7 | 2026-05-27 | 110.88 | 111.43 | 110.35 | 111.12 | 110.39 | — | 931,149 | +4.8% | +4.5% |
| 8 | 2026-05-28 | 110.85 | 111.31 | 108.63 | 108.93 | 110.44 | — | 1,612,627 | +4.7% | +2.4% |
| 9 | 2026-05-29 | 108.69 | 109.09 | 107.59 | 107.97 | 110.07 | — | 1,039,320 | +2.6% | +1.5% |