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 | 2026-05-29 | 96.30 | 97.99 | 94.08 | 94.68 | — | — | 338,763 | +10.9% | +7.2% |
| -4 | 2026-06-01 | 93.10 | 94.00 | 90.23 | 91.55 | — | — | 832,251 | +6.4% | +3.6% |
| -3 | 2026-06-02 | 96.66 | 99.20 | 94.28 | 96.94 | — | — | 538,650 | +12.3% | +9.7% |
| -2 | 2026-06-03 | 96.64 | 97.36 | 94.38 | 96.52 | — | — | 490,563 | +10.2% | +9.3% |
| -1 | 2026-06-04 | 95.65 | 99.59 | 94.68 | 96.26 | 95.19 | — | 447,416 | +12.7% | +9.0% |
| 0 | 2026-06-05 | 93.57 | 93.95 | 88.09 | 88.34 | 93.92 | — | 18,950,161 | +6.4% | +0.0% |
| 1 | 2026-06-08 | 92.44 | 93.18 | 89.62 | 91.37 | 93.89 | — | 13,895,925 | +5.5% | +3.4% |
| 2 | 2026-06-09 | 92.99 | 94.50 | 85.28 | 91.47 | 92.79 | — | 15,331,318 | +7.0% | +3.5% |
| 3 | 2026-06-10 | 90.25 | 92.49 | 87.55 | 87.91 | 91.07 | — | 10,133,687 | +4.7% | -0.5% |
| 4 | 2026-06-11 | 90.46 | 93.28 | 88.73 | 92.94 | 90.41 | exit | 14,791,185 | +5.6% | +5.2% |
| 5 | 2026-06-12 | 92.96 | 95.70 | 91.90 | 95.24 | 91.79 | — | 6,885,775 | +8.3% | +7.8% |
| 6 | 2026-06-15 | 98.79 | 100.96 | 98.00 | 100.32 | 93.58 | — | 11,607,815 | +14.3% | +13.6% |
| 7 | 2026-06-16 | 99.60 | 101.83 | 95.62 | 95.66 | 94.41 | — | 551,519 | +15.3% | +8.3% |
| 8 | 2026-06-17 | 97.50 | 97.77 | 93.95 | 94.12 | 95.66 | — | 399,143 | +10.7% | +6.5% |
| 9 | 2026-06-18 | 98.20 | 100.87 | 97.94 | 99.71 | 97.01 | — | 343,128 | +14.2% | +12.9% |