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 | 2026-06-03 | 913.97 | 936.61 | 913.58 | 926.54 | — | — | 124,277 | +9.4% | +8.2% |
| -4 | 2026-06-04 | 910.45 | 946.83 | 904.36 | 940.25 | — | — | 202,349 | +10.6% | +9.8% |
| -3 | 2026-06-05 | 929.88 | 930.59 | 901.50 | 903.99 | — | — | 76,990 | +8.7% | +5.6% |
| -2 | 2026-06-08 | 916.14 | 924.88 | 902.99 | 915.04 | — | — | 82,755 | +8.0% | +6.9% |
| -1 | 2026-06-09 | 926.37 | 936.32 | 877.95 | 914.53 | 920.07 | — | 84,958 | +9.4% | +6.8% |
| 0 | 2026-06-10 | 901.74 | 906.00 | 854.80 | 856.16 | 905.99 | — | 3,594,209 | +5.8% | +0.0% |
| 1 | 2026-06-11 | 872.40 | 900.48 | 870.03 | 897.63 | 897.47 | exit | 3,386,760 | +5.2% | +4.8% |
| 2 | 2026-06-12 | 905.24 | 918.97 | 899.26 | 910.57 | 898.79 | — | 2,025,043 | +7.3% | +6.4% |
| 3 | 2026-06-15 | 935.00 | 946.00 | 928.51 | 933.93 | 902.56 | — | 2,394,522 | +10.5% | +9.1% |
| 4 | 2026-06-16 | 942.81 | 960.98 | 939.99 | 945.94 | 908.85 | — | 81,860 | +12.2% | +10.5% |
| 5 | 2026-06-17 | 958.74 | 975.34 | 953.91 | 956.29 | 928.87 | — | 101,364 | +13.9% | +11.7% |
| 6 | 2026-06-18 | 982.55 | 993.23 | 976.44 | 985.23 | 946.39 | — | 129,870 | +16.0% | +15.1% |
| 7 | 2026-06-22 | 1003.90 | 1022.96 | 1000.53 | 1022.05 | 968.69 | — | 155,474 | +19.5% | +19.4% |
| 8 | 2026-06-23 | 983.50 | 994.59 | 972.67 | 984.48 | 978.80 | — | 196,881 | +16.2% | +15.0% |
| 9 | 2026-06-24 | 981.32 | 1004.51 | 970.70 | 994.18 | 988.45 | — | 136,843 | +17.3% | +16.1% |