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 | 2026-06-08 | 93.53 | 93.97 | 91.50 | 91.83 | — | — | 176,383 | +5.9% | +3.5% |
| -4 | 2026-06-09 | 92.17 | 93.65 | 91.42 | 92.56 | — | — | 252,720 | +5.5% | +4.3% |
| -3 | 2026-06-10 | 92.94 | 93.59 | 91.67 | 93.43 | — | — | 291,217 | +5.5% | +5.3% |
| -2 | 2026-06-11 | 93.41 | 93.58 | 91.47 | 91.98 | — | — | 164,292 | +5.5% | +3.7% |
| -1 | 2026-06-12 | 92.16 | 93.65 | 91.87 | 92.14 | 92.39 | — | 148,189 | +5.5% | +3.8% |
| 0 | 2026-06-15 | 91.00 | 91.40 | 87.99 | 88.74 | 91.77 | — | 5,003,322 | +3.0% | +0.0% |
| 1 | 2026-06-16 | 89.28 | 89.50 | 87.62 | 88.14 | 90.88 | — | 193,064 | +0.9% | -0.7% |
| 2 | 2026-06-17 | 87.84 | 87.95 | 85.44 | 85.76 | 89.35 | — | 170,815 | -0.9% | -3.4% |
| 3 | 2026-06-18 | 86.33 | 86.33 | 81.83 | 82.11 | 87.38 | — | 313,071 | -2.7% | -7.5% |
| 4 | 2026-06-22 | 81.38 | 84.35 | 81.38 | 83.08 | 85.56 | — | 255,077 | -4.9% | -6.4% |
| 5 | 2026-06-23 | 83.69 | 84.73 | 82.90 | 84.34 | 84.68 | — | 169,785 | -4.5% | -5.0% |
| 6 | 2026-06-24 | 84.53 | 84.53 | 81.03 | 82.13 | 83.48 | exit | 472,435 | -4.7% | -7.4% |
| 7 | 2026-06-25 | 82.24 | 82.24 | 78.27 | 79.52 | 82.23 | — | 360,442 | -7.3% | -10.4% |
| 8 | 2026-06-26 | 80.47 | 82.69 | 80.03 | 82.52 | 82.32 | — | 431,378 | -6.8% | -7.0% |
| 9 | 2026-06-29 | 82.46 | 82.46 | 78.09 | 78.63 | 81.43 | — | 315,420 | -7.1% | -11.4% |