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 | 2026-05-28 | 101.72 | 102.21 | 100.38 | 100.74 | — | — | 238,194 | +8.6% | +7.0% |
| -4 | 2026-05-29 | 100.53 | 100.60 | 98.58 | 99.15 | — | — | 267,504 | +6.9% | +5.3% |
| -3 | 2026-06-01 | 97.88 | 98.18 | 95.60 | 96.51 | — | — | 389,829 | +4.3% | +2.5% |
| -2 | 2026-06-02 | 96.00 | 97.89 | 95.43 | 95.48 | — | — | 565,640 | +4.0% | +1.4% |
| -1 | 2026-06-03 | 95.25 | 98.11 | 95.22 | 95.91 | 97.56 | — | 726,113 | +4.2% | +1.9% |
| 0 | 2026-06-04 | 97.79 | 98.24 | 93.81 | 94.14 | 96.24 | — | 7,519,681 | +4.3% | +0.0% |
| 1 | 2026-06-05 | 94.33 | 95.99 | 93.70 | 95.29 | 95.47 | — | 7,613,741 | +2.0% | +1.2% |
| 2 | 2026-06-08 | 94.84 | 95.77 | 94.47 | 94.82 | 95.13 | — | 7,019,608 | +1.7% | +0.7% |
| 3 | 2026-06-09 | 95.15 | 98.43 | 94.97 | 97.41 | 95.51 | exit | 10,269,583 | +4.6% | +3.5% |
| 4 | 2026-06-10 | 97.58 | 99.56 | 96.90 | 98.76 | 96.08 | — | 8,606,558 | +5.8% | +4.9% |
| 5 | 2026-06-11 | 98.96 | 102.55 | 98.91 | 102.28 | 97.71 | — | 10,346,684 | +8.9% | +8.6% |
| 6 | 2026-06-12 | 102.78 | 103.69 | 101.80 | 103.04 | 99.26 | — | 5,166,017 | +10.1% | +9.5% |
| 7 | 2026-06-15 | 103.49 | 103.61 | 101.42 | 101.59 | 100.62 | — | 6,713,930 | +10.1% | +7.9% |
| 8 | 2026-06-16 | 101.92 | 102.46 | 100.48 | 101.71 | 101.48 | — | 365,492 | +8.8% | +8.0% |
| 9 | 2026-06-17 | 100.69 | 101.73 | 98.79 | 99.86 | 101.69 | — | 334,397 | +8.1% | +6.1% |