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 | 109.37 | 109.85 | 108.12 | 108.82 | — | — | 93,467 | +3.2% | +2.3% |
| -4 | 2026-06-04 | 109.74 | 110.56 | 108.72 | 109.20 | — | — | 91,782 | +3.9% | +2.6% |
| -3 | 2026-06-05 | 109.75 | 111.58 | 108.74 | 109.33 | — | — | 133,947 | +4.9% | +2.7% |
| -2 | 2026-06-08 | 109.06 | 109.61 | 106.98 | 108.41 | — | — | 167,739 | +3.0% | +1.9% |
| -1 | 2026-06-09 | 107.92 | 108.83 | 105.91 | 108.65 | 108.88 | — | 237,419 | +2.3% | +2.1% |
| 0 | 2026-06-10 | 107.44 | 108.80 | 106.33 | 106.41 | 108.40 | — | 4,023,376 | +2.2% | +0.0% |
| 1 | 2026-06-11 | 107.15 | 110.07 | 106.40 | 109.61 | 108.48 | exit | 3,250,125 | +3.4% | +3.0% |
| 2 | 2026-06-12 | 110.17 | 110.30 | 107.01 | 108.61 | 108.34 | — | 2,831,927 | +3.7% | +2.1% |
| 3 | 2026-06-15 | 109.25 | 111.11 | 108.64 | 109.18 | 108.49 | — | 4,710,533 | +4.4% | +2.6% |
| 4 | 2026-06-16 | 109.00 | 111.43 | 109.00 | 109.22 | 108.61 | — | 147,193 | +4.7% | +2.6% |
| 5 | 2026-06-17 | 108.78 | 109.53 | 107.52 | 107.87 | 108.90 | — | 126,503 | +2.9% | +1.4% |
| 6 | 2026-06-18 | 108.77 | 109.86 | 107.17 | 108.23 | 108.62 | — | 189,037 | +3.2% | +1.7% |
| 7 | 2026-06-22 | 106.76 | 107.48 | 104.88 | 104.92 | 107.88 | — | 168,704 | +1.0% | -1.4% |
| 8 | 2026-06-23 | 105.44 | 109.57 | 105.44 | 108.99 | 107.85 | — | 194,925 | +3.0% | +2.4% |
| 9 | 2026-06-24 | 109.28 | 111.82 | 108.60 | 109.48 | 107.90 | — | 126,552 | +5.1% | +2.9% |