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 | 2026-06-01 | 278.63 | 279.50 | 275.25 | 278.88 | — | — | 67,915 | +1.0% | +0.8% |
| -4 | 2026-06-02 | 279.72 | 280.96 | 278.19 | 279.31 | — | — | 56,560 | +1.5% | +0.9% |
| -3 | 2026-06-03 | 278.22 | 285.00 | 278.22 | 282.17 | — | — | 58,178 | +3.0% | +2.0% |
| -2 | 2026-06-04 | 283.20 | 285.40 | 282.05 | 282.91 | — | — | 56,774 | +3.1% | +2.2% |
| -1 | 2026-06-05 | 284.91 | 287.25 | 282.20 | 282.38 | 281.13 | — | 39,719 | +3.8% | +2.0% |
| 0 | 2026-06-08 | 281.92 | 284.48 | 274.36 | 276.77 | 280.71 | — | 1,323,458 | +2.8% | +0.0% |
| 1 | 2026-06-09 | 278.82 | 283.14 | 278.02 | 282.98 | 281.44 | exit | 1,005,450 | +2.3% | +2.2% |
| 2 | 2026-06-10 | 284.69 | 286.24 | 276.38 | 276.51 | 280.31 | — | 1,023,999 | +3.4% | -0.1% |
| 3 | 2026-06-11 | 279.40 | 281.74 | 277.79 | 278.12 | 279.35 | — | 754,300 | +1.8% | +0.5% |
| 4 | 2026-06-12 | 280.00 | 287.07 | 279.77 | 281.62 | 279.20 | — | 1,015,968 | +3.7% | +1.8% |
| 5 | 2026-06-15 | 280.01 | 283.99 | 276.66 | 282.96 | 280.44 | — | 1,161,994 | +2.6% | +2.2% |
| 6 | 2026-06-16 | 283.69 | 283.70 | 278.48 | 280.46 | 279.93 | — | 56,203 | +2.5% | +1.3% |
| 7 | 2026-06-17 | 281.40 | 283.57 | 279.67 | 281.60 | 280.95 | — | 69,311 | +2.5% | +1.7% |
| 8 | 2026-06-18 | 282.17 | 282.94 | 278.67 | 280.18 | 281.36 | — | 105,464 | +2.2% | +1.2% |
| 9 | 2026-06-22 | 280.07 | 284.74 | 280.07 | 283.08 | 281.66 | — | 70,321 | +2.9% | +2.3% |