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 | 124.67 | 125.60 | 124.05 | 124.91 | — | — | 52,304 | +2.6% | +2.0% |
| -4 | 2026-05-11 | 126.62 | 127.59 | 124.32 | 126.19 | — | — | 81,483 | +4.2% | +3.1% |
| -3 | 2026-05-12 | 126.42 | 127.39 | 125.14 | 126.15 | — | — | 116,098 | +4.0% | +3.0% |
| -2 | 2026-05-13 | 126.75 | 127.18 | 124.51 | 126.05 | — | — | 49,173 | +3.9% | +2.9% |
| -1 | 2026-05-14 | 124.67 | 125.17 | 122.92 | 123.15 | 125.29 | — | 38,333 | +2.2% | +0.6% |
| 0 | 2026-05-15 | 123.10 | 124.02 | 121.34 | 122.45 | 124.80 | — | 1,068,868 | +1.3% | +0.0% |
| 1 | 2026-05-18 | 123.60 | 125.06 | 120.83 | 124.64 | 124.49 | exit | 1,013,119 | +2.1% | +1.8% |
| 2 | 2026-05-19 | 123.17 | 123.31 | 120.19 | 122.26 | 123.71 | — | 1,091,125 | +0.7% | -0.2% |
| 3 | 2026-05-20 | 122.11 | 123.32 | 118.39 | 119.95 | 122.49 | — | 1,374,946 | +0.7% | -2.0% |
| 4 | 2026-05-21 | 121.19 | 123.43 | 119.17 | 120.46 | 121.95 | — | 1,760,637 | +0.8% | -1.6% |
| 5 | 2026-05-22 | 118.90 | 120.89 | 118.79 | 120.71 | 121.60 | — | 1,820,648 | -1.3% | -1.4% |
| 6 | 2026-05-26 | 120.02 | 122.95 | 119.54 | 120.10 | 120.70 | — | 1,723,122 | +0.4% | -1.9% |
| 7 | 2026-05-27 | 120.50 | 122.62 | 118.29 | 121.18 | 120.48 | — | 1,010,392 | +0.1% | -1.0% |
| 8 | 2026-05-28 | 121.33 | 124.75 | 121.96 | 123.70 | 121.23 | — | 1,300,621 | +1.9% | +1.0% |
| 9 | 2026-05-29 | 123.47 | 125.06 | 122.00 | 123.30 | 121.80 | — | 1,305,194 | +2.1% | +0.7% |