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 | 2026-06-10 | 14.66 | 14.68 | 14.63 | 14.63 | — | — | 442,863 | +0.5% | +0.1% |
| -4 | 2026-06-11 | 14.66 | 14.69 | 14.65 | 14.66 | — | — | 342,850 | +0.5% | +0.4% |
| -3 | 2026-06-12 | 14.69 | 14.71 | 14.66 | 14.68 | — | — | 418,877 | +0.7% | +0.4% |
| -2 | 2026-06-15 | 14.68 | 14.70 | 14.65 | 14.68 | — | — | 220,416 | +0.6% | +0.4% |
| -1 | 2026-06-16 | 14.66 | 14.68 | 14.63 | 14.64 | 14.66 | — | 222,656 | +0.5% | +0.2% |
| 0 | 2026-06-17 | 14.66 | 14.68 | 14.58 | 14.61 | 14.65 | — | 406,154 | +0.4% | +0.0% |
| 1 | 2026-06-18 | 14.63 | 14.64 | 14.61 | 14.62 | 14.64 | — | 303,637 | +0.2% | +0.1% |
| 2 | 2026-06-22 | 14.62 | 14.66 | 14.62 | 14.66 | 14.64 | exit | 190,517 | +0.3% | +0.3% |
| 3 | 2026-06-23 | 14.63 | 14.70 | 14.63 | 14.70 | 14.65 | — | 424,092 | +0.6% | +0.6% |
| 4 | 2026-06-24 | 14.69 | 14.70 | 14.67 | 14.69 | 14.66 | — | 248,291 | +0.6% | +0.5% |
| 5 | 2026-06-25 | 14.69 | 14.71 | 14.62 | 14.64 | 14.66 | — | 578,437 | +0.7% | +0.2% |
| 6 | 2026-06-26 | 14.66 | 14.68 | 14.63 | 14.65 | 14.67 | — | 377,050 | +0.4% | +0.3% |
| 7 | 2026-06-29 | 14.64 | 14.65 | 14.61 | 14.63 | 14.66 | — | 386,653 | +0.3% | +0.1% |
| 8 | 2026-06-30 | 14.64 | 14.67 | 14.62 | 14.64 | 14.65 | — | 217,385 | +0.4% | +0.2% |
| 9 | 2026-07-01 | 14.64 | 14.69 | 14.63 | 14.64 | 14.64 | — | 409,156 | +0.5% | +0.2% |